Historical analog comparison · TradersWeek

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Output: Conditional forecast or research filter
Input: Ordered price, volume or breadth observations
Horizon: A defined sampling interval and lookback
Best use: Compare an explicit quantitative baseline with an out-of-sample result.

Input: Ordered price, volume or breadth observations.
Output: forecast.
Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.

The archive

Where the method has been read

Read in the archive20 readings

1988Crash fear fails the depression regime testSeasonality and regimes 1990October 1987 cycle overlay and the loss-trapCycles and spectral analysis 1990Constructing nested four-year market cyclesCycles and spectral analysis 1991Evaluating quarterly return runs with historical analogsStatistical tests 1992Evaluating split events across correction and bear regimesSeasonality and regimes 1993Mining-bullion relative strength as a gold-sleeve regimeIntermarket and spreads 1994A two-horizon case study of a market-breadth oscillatorMarket breadth 1994Extreme short-rate declines as equity regime contextIntermarket and spreads 1997Clustered true-range days as a regime label rather than a top forecastIndicators and filters 2001Constructing nearest-neighbor forecasts gated by a trend filterTime series and forecasting 2001Nearest-neighbor one-week forecast from log-price patternsTime series and forecasting 2003Regime context for debt-era bear ralliesSeasonality and regimes 2004Testing a 1987 stock and gold analog by wave degreeWaves and ratios 2004Shifting calendar regimes and election-cycle analogsSeasonality and regimes 2006Aligning sugar boom phases with seasonal analogsSeasonality and regimes 2009Crowd consensus and failed targets as regime contextIntermarket and spreads 2011Treat a long-horizon chart analog as a regime scenarioSeasonality and regimes 2012Build a weekly analog as a dated forecast objectTime series and forecasting 2013Classify the origin low before counting the next advanceCycles and spectral analysis 2015From a drawn price shape to an event-cloud case studyChart patterns

This registry entry describes a research method. It is not investment advice and does not make a performance claim.