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Daniel T. Ferrera's Time Estimation Via Root Normalized SQ of 9 Angles For Excel

Square root trading

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0% found this document useful (0 votes)
258 views

Daniel T. Ferrera's Time Estimation Via Root Normalized SQ of 9 Angles For Excel

Square root trading

Uploaded by

Jason Garner
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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Dan Ferrera's Time Estimation via Root Normalized Sq of 9 Angles

Root inc/dec= 1

Day of Wk Date S&P500 Swing Price Delta % delta Sqrt price Term Sq Diff ratio future days Date
Wed 8/7/2015 0 High 88.13 12.08%
Mon 2/7/2016 2.46 Low -84.14 -10.29% 1.568439 6.596877 4.136877 2.637577 1 2/8/2016
Tue 2/12/2016 6.39 High 249.58 34.02% 2.527845 2.33431 4.05569 1.604406 2 2/14/2016
Tue 2/17/2016 3.39 Low -127.85 -13.00% 1.841195 8.072391 4.682391 2.543125 1 2/18/2016
Mon High 335.31 39.21% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Tue Low -250.6 -21.05% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Thu High 126.13 13.42% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Thu Low -142.79 -13.39% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Mon High 496.82 53.81% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Mon Low -186.48 -13.13% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Mon High 244.34 19.81% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Mon Low -152.98 -10.35% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Fri High 228.09 17.21% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Fri Low -213.71 -13.76% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Fri High 190.61 14.23% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Wed Low -224.22 -14.65% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Mon High 132.67 10.16% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Thu Low -184.39 -12.82% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Wed High 129.3 10.31% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Thu Low -302.18 -21.84% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Tue High 234.74 21.71% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Fri Low -371.18 -28.21% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Mon High 232.22 24.58% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Wed Low -401.01 -34.07% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Thu High 188.88 24.34% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Thu Low -196.17 -20.33% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Mon High 185.65 24.15% 0 1 1 #DIV/0! #DIV/0! #DIV/0!
Wed Low -165.38 -17.33% 0 1 1 #DIV/0! #DIV/0! #DIV/0!

Candidate S&P 5% swing dates to match Hit Pcnt=


2/19/1997 817.68 High 88.13 12.08%
4/14/1997 733.54 Low -84.14 -10.29%
8/7/1997 964.17 High 230.63 31.44%
8/18/1997 893.34 Low -70.83 -7.35%
10/7/1997 983.12 High 89.78 10.05%
10/28/1997 855.27 Low -127.85 -13.00%
11/5/1997 949.62 High 94.35 11.03%
11/13/1997 900.61 Low -49.01 -5.16%
12/5/1997 986.25 High 85.64 9.51%
12/19/1997 924.92 Low -61.33 -6.22%
1/5/1998 982.63 High 57.71 6.24%
1/12/1998 912.83 Low -69.8 -7.10%
4/22/1998 1132.98 High 220.15 24.12%
5/27/1998 1074.39 Low -58.59 -5.17%
7/20/1998 1190.58 High 116.19 10.81%
9/1/1998 939.98 Low -250.6 -21.05%
9/2/1998 1013.19 High 73.21 7.79%
9/4/1998 956.51 Low -56.68 -5.59%
9/9/1998 1027.72 High 71.21 7.44%
9/10/1998 968.64 Low -59.08 -5.75%
9/24/1998 1066.11 High 97.47 10.06%
10/8/1998 923.32 Low -142.79 -13.39%
1/8/1999 1278.05 High 354.73 38.42%
1/13/1999 1206.59 Low -71.46 -5.59%
2/1/1999 1283.64 High 77.05 6.39%
2/10/1999 1211.89 Low -71.75 -5.59%
2/24/1999 1283.91 High 72.02 5.94%
3/3/1999 1216.03 Low -67.88 -5.29%
3/19/1999 1323.88 High 107.85 8.87%
3/24/1999 1256.52 Low -67.36 -5.09%
4/13/1999 1362.38 High 105.86 8.42%
4/19/1999 1284.59 Low -77.79 -5.71%
5/13/1999 1375.98 High 91.39 7.11%
5/27/1999 1277.31 Low -98.67 -7.17%
7/19/1999 1420.14 High 142.83 11.18%
8/10/1999 1267.73 Low -152.41 -10.73%
8/25/1999 1382.75 High 115.02 9.07%
9/28/1999 1256.29 Low -126.46 -9.15%
10/11/1999 1339.23 High 82.94 6.60%
10/18/1999 1233.66 Low -105.57 -7.88%
1/3/2000 1478 High 244.34 19.81%
1/5/2000 1377.68 Low -100.32 -6.79%
1/14/2000 1473 High 95.32 6.92%
1/31/2000 1350.14 Low -122.86 -8.34%
2/9/2000 1444.38 High 94.24 6.98%
2/28/2000 1325.02 Low -119.36 -8.26%
3/24/2000 1553.11 High 228.09 17.21%
4/4/2000 1417.22 Low -135.89 -8.75%
4/10/2000 1527.11 High 109.89 7.75%
4/14/2000 1339.4 Low -187.71 -12.29%
4/26/2000 1482.81 High 143.41 10.71%
5/10/2000 1375.21 Low -107.6 -7.26%
5/16/2000 1470.4 High 95.19 6.92%
5/24/2000 1361.2 Low -109.2 -7.43%
7/17/2000 1517.24 High 156.04 11.46%
7/28/2000 1414.16 Low -103.08 -6.79%
9/1/2000 1530.01 High 115.85 8.19%
10/18/2000 1305.79 Low -224.22 -14.65%
10/24/2000 1415.64 High 109.85 8.41%
10/26/2000 1337.77 Low -77.87 -5.50%
11/6/2000 1438.46 High 100.69 7.53%
11/13/2000 1328.62 Low -109.84 -7.64%
11/15/2000 1395.96 High 67.34 5.07%
11/30/2000 1294.9 Low -101.06 -7.24%
12/11/2000 1389.05 High 94.15 7.27%
12/21/2000 1254.07 Low -134.98 -9.72%
1/4/2001 1350.24 High 96.17 7.67%
1/8/2001 1276.29 Low -73.95 -5.48%
1/31/2001 1383.37 High 107.08 8.39%
3/22/2001 1081.19 Low -302.18 -21.84%
3/27/2001 1183.36 High 102.17 9.45%
4/4/2001 1091.99 Low -91.37 -7.72%
5/22/2001 1315.93 High 223.94 20.51%
7/24/2001 1165.54 Low -150.39 -11.43%
8/2/2001 1226.27 High 60.73 5.21%
9/21/2001 944.75 Low -281.52 -22.96%
10/26/2001 1110.61 High 165.86 17.56%
10/30/2001 1053.61 Low -57 -5.13%
12/5/2001 1173.62 High 120.01 11.39%
12/14/2001 1114.5 Low -59.12 -5.04%
1/7/2002 1176.97 High 62.47 5.61%
2/20/2002 1074.36 Low -102.61 -8.72%
3/19/2002 1173.89 High 99.53 9.26%
5/7/2002 1049.06 Low -124.83 -10.63%
5/17/2002 1106.59 High 57.53 5.48%
6/14/2002 981.72 Low -124.87 -11.28%
6/18/2002 1040.78 High 59.06 6.02%
6/26/2002 953.08 Low -87.7 -8.43%
6/28/2002 1001.79 High 48.71 5.11%
7/3/2002 934.87 Low -66.92 -6.68%
7/8/2002 993.59 High 58.72 6.28%
7/15/2002 876.57 Low -117.02 -11.78%
7/17/2002 926.55 High 49.98 5.70%
7/24/2002 775.96 Low -150.59 -16.25%
7/31/2002 911.63 High 135.67 17.48%
8/5/2002 833.44 Low -78.19 -8.58%
8/22/2002 964.84 High 131.4 15.77%
9/5/2002 870.55 Low -94.29 -9.77%
9/11/2002 923.98 High 53.43 6.14%
9/30/2002 800.26 Low -123.72 -13.39%
10/2/2002 851.91 High 51.65 6.45%
10/10/2002 768.67 Low -83.24 -9.77%
11/6/2002 925.67 High 157 20.42%
11/13/2002 872.16 Low -53.51 -5.78%
12/2/2002 954.32 High 82.16 9.42%
12/31/2002 869.43 Low -84.89 -8.90%
1/13/2003 935.06 High 65.63 7.55%
2/13/2003 806.32 Low -128.74 -13.77%
2/18/2003 852.92 High 46.6 5.78%
3/12/2003 788.94 Low -63.98 -7.50%
3/21/2003 895.89 High 106.95 13.56%
3/31/2003 843.71 Low -52.18 -5.82%
6/17/2003 1015.26 High 171.55 20.33%
7/1/2003 962.13 Low -53.13 -5.23%
7/14/2003 1015.36 High 53.23 5.53%
8/6/2003 960.84 Low -54.52 -5.37%
Estimated Dates
Using Root Factor=1
Hit/Miss Within 1 wk

Miss
Miss
Miss
Hit 1/8/1999
Miss
Miss
Miss
Hit 3/24/2000
Hit 1/14/2000
HIt 5/10/2000
Hit 5/10/2000
Hit 7/17/2000
Hit 7/28/2000
Hit 12/11/2000
Miss
Hit 1/8/2001
Hit 3/22/2001
Hit 4/4/2001
Miss
Hit 9/21/2001
Hit 3/19/2002
Hit 5/7/2002
Hit? 2/13/2003
Hit? 12/2/2002
Hit 1/13/2003
Hit 3/12/2003
Miss

70.37037

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