Forex 24x7

  During December 2011, the last month of the second year of Danica's live operation, the system continued on auto-pilot without parameter changes. While the forecasts for daily low and high were strongly positively correlated with reality, the predicted changes in the daily close were on average anti-correlated with the actual ones. Thus the system has ended the year in which it functioned as a surprisingly stable "anti-system", a curious quantitative phenomenon which no doubt will be useful to research and possibly exploit, but not the intended one.   This system performance review consists of a summary section reporting the figures of merit for the forecasting quality, followed by 14 subsections, dedicated to the individual exchange rates tracked by the system. Those contain the usual green-yellow-blue-red color-coded charts of the performance, such as shown below, for each currency pair. Fig. 0: AUD/USD bar chart for December 2011, color-coded to indicate the degree of success in the forecast for close. Yellow and green bars have been predicted successfully as bearish and bullish respectively; blue and read are unsuccessful bearish and bullish predictions, respectively. AUD/USD was the currency pair of the system's worst performance for the month of December. The areas of alternating red and blue bars is when the system was getting out of sync with the reality it tries to predict.   For comparison with the previous month, you may want to take a look at the October 2011 performance review.