Delta Factor: Second Draft

Below is the second draft of additional Delta Factor calculations.  As one can see from this table, the trends or signals arrive early.  I'm still not satisfied with the algorithm used to generate the Buy, Hold, and Sell signals for these ETFs.

Note the dramatic shift between 9/15/2008 and 10/15/2008.  When I see something like this I recheck my figures.

Delta Factor: A First Look

Delta Factor: First Draft

The question of when to buy or sell an ETF comes up frequently.  I've been working on this problem for a year or more and still do not have a definitive answer.  Perhaps there is no right answer, only one of probabilities.  Below is a data table of my first draft effort to quantize whether or not it is time to Buy, Hold, or Sell the primary ETFs.  I am using iShare ETFs for this research as they have a longer record than the Vanguard ETFs. In this first effort I want to see how my algorithm works around critical market points.  I will fill in more dates later.

Due to the way the Screen Hunter works, I'm unable to copy and paste the entire length of the table in any one blog post.  As this data table increases in size, expect to see it broken into pieces.

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