Friday, June 22, 2007

trend spotting update

last week this page said:

the club has, with this winning bout, forced its run differential macd line into perilously high territory -- currently reading 1.71 -- from which a reversal of trend might be expected at any moment. it would seem, on the basis of this analysis, that the deleriously good times should ebb again imminently.

indeed they did and with alacrity, the cubs dropping four of six since while being outscored 30-20. the moving averages of run differental again negatively converged. such crossovers generally have preceded bouts of poor play of some 10-20 games duration.

from the outset of the year to the cyclical high on game 31, the club went 16-15; from the high to the game 53 low, the club went 6-16; from the low to the high in game 65, they went 8-4; since the high, they have gone 2-4.

in terms of crossover points, the cubs went 16-18 to the negative convergence at game 34; from that convergence to the positive crossover in game 55, they went 8-13; from there to the negative convergence in game 70, 6-7; since then, 0-1.

this page also said:

there is, it seems, a setup of probability for the brewers to re-establish some of their lead -- the most recent period of incremental expansion (may 28 to june 1, games 49-52 for the cubs, where the club lost 2.5 games on the leader) came when milwaukee had already marked its low in macd (on may 27) and began to rebound as the cubs were still finding a bottom (finally on june 2). as the cubs may be finding their top and the brewers appear perhaps not yet to have, a similar event of reversed causation may be in the offing -- but of course such narrow and specific speculations remain highly variable and represent only the very mildest likelihoods.

the brewers have since pushed their lead over the cubs out to a season-high 8.5 games, a three-game expansion. however, with their macd reading having approached an extreme level, a reversal -- though it may not be imminent -- would appear to be nearing.

from the outset to the cyclical high at game 36, the brewers went 25-11; from the high to the low, 3-9; and from the low to today, 13-9.

with reference to crossover points, the brewers went 25-14 to the negative convergence at game 39; from that convergence to the positive crossover in game 60, they went 8-13; since that point, 8-4.

when this writer set out to examine run differential as a potential predictor of trends in play going forward, it was not with the expectation of anything like this sort of regularity. both the cubs and the brewers have developed in a very orderly fashion within the parameters of this analysis to date -- and it is not the expectation here that this will continue to be so. while such periods represent the probabilities that makes this analysis worthwhile, there will also be false signals and periods of only very slight trending that will introduce a great deal of noise.

however, with that caveat in mind, the indicator is perhaps at least demonstrating some usefulness in developing general expectations.

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