Stock Information for ATMUSD - 1d

#ATMUSD #1d #Crypto───────────

Ensemble model

  • Overview: The synthetic investment attractiveness indicator equals -2 (out of +/-100). The model ensemble suggests trading will neither be attractive or unattractive.

Optimal past

  • Optimal past: The optimal lookback period for modelling is currently 591 candles. The market is currently bearish, depreciating by 47.0% during the latest phase.

Elliot Waves

  • Elliot Waves: The market's trend has changed and currently goes up.

  • Elliot Waves Settings: Elliot Waves were updated. The current wavelength is 55.

Price Bound Modelling

  • HAR model at confidence level 95.0%: the HAR model forecasts volatility of 3.4011% in the next candle, the price will fluctuate around 4.97 and with 95.0% probability will not go below 4.69 or above 5.25.

  • BRW VaR at confidence level 95.0%: in the next candle, the price will fluctuate around 4.96 and with 95.0% probability will not go below 4.67 or above 5.24.

  • Historical simulation at confidence level 95.0%: in the next candle, the price will fluctuate around 4.96 and with 95.0% probability will not go below 4.69 or above 5.24.

  • Multifractal range at confidence level 95.0%: in the next 256 candles, the price will fluctuate around 4.92 and with 95.0% probability will not go below -1.34 or above 10.88.

  • Fibonacci with seven retracements: the price is likely to rebound upward from the nearest Fibonacci support of 4.01 at the level of 0.0%. The nearest Fibonacci resistance is 6.69 at the level of 23.6%.

  • Fibonacci with five retracements: the price is likely to rebound upward from the nearest Fibonacci support of 4.01 at the level of 0.0%. The nearest Fibonacci resistance is 8.34 at the level of 38.2%.

  • Fibonacci with four retracements: the price is likely to rebound upward from the nearest Fibonacci support of 4.01 at the level of 0.0%. The nearest Fibonacci resistance is 8.34 at the level of 38.2%.

  • MVaR bounds at confidence level 95.0%: in the next candle, the price will fluctuate around 4.97 and with 95.0% probability will not go below 4.67 or above 5.26.

Forecast

  • MA model at confidence level 95.0%: the MA model forecasts a return of -0.1668% in the next candle, the price will fluctuate around 4.97 and with 95.0% probability will not go below 4.52 or above 5.41.

  • AR model at confidence level 95.0%: the AR model forecasts a return of -0.1668% in the next candle, the price will fluctuate around 4.97 and with 95.0% probability will not go below 4.65 or above 5.28.

Stability Indicators

  • Generalised extreme value: According to the indicator, the market is stable

  • Power law: According to the indicator, the stability of the market is uncertain

  • Student degrees of freedom: According to the indicator, the stability of the market is uncertain

  • Tukey lambda: According to the indicator, the stability of the market is uncertain

Seasonality test

  • Seasonality test: According to the generalised seasonality test, there are no seasonal effects on the market.

Distribution analysis

  • Best-fit distribution: Best-fit distribution has changed, and now it is Hyperbolic secant

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Not investment advice.

#ATMUSD #1d #trading #Distribution analysis

Posted Aug 13, 2024, 11:52 PM UTC

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