The regularity of the price model in combination of time - volatility

CLUE: It can also "work" for a y = α + ßX + [random] where even the drift of ß has an additional, variable, *random* component.

"Derp!"


Consider the "why" on that one.
"...which implies the development of 3 to 11 waves, my models always have a complete cycle of 9 moves,..."
Yeahhhhhh. I'm sure it does.

 

any variables are excluded on any chart of any instrument, you just need to carefully consider those nuances that eminent meters of technical analysis have not noticed

 

"But you simply can't deny the correlation!"

O-kay, then.

 

.This kind of correlation is more suitable for me

BRENT - USDX

 

for example, my forecast from 06/03/2015 Wheat

and its execution in 2018 perfectly executed

 

"...it's right 'ere in muh chicken guts, for *any* foole to see!"

 

I tested my system for 3 years, more than 300 forecasts were made of which 98% worked out perfectly

Such a result, even Gunn could not show

 

And yet you deign to converse with us, here on lowly E.T. -- while you could be pouring a gabillion rubles more into your net liq.??? We are not worthy, Mighty Resto!

(Okay. I'll stop. No more from me.)

 

thank you very much because not interested in you

 

for example, even the forecast for the DAX index from 05.09,2016 and its current situation is excellent