aNNie posts neural network output signals that are above a threshold of 0.2. These are slightly above the noise floor and useful for early warning. Here are the issues on the watch list and signals above 1.0 for 01/24/2003. The signals and intraday curves are shown below for comparison. (all signals for that day can be found in the daily logs)



 01/24 ANAD BLUD BVSN CAMP CBST CRUS CTLM EFII ENTU EWEB EXTR FFIV FLSH HLIT IGLD IMMU LAVA MACR MEDT MONE NSCN OVRL PCAF PLCM PLMD PMTCE PRXL RATE SFNT STXN TLAB TTEK VRNT VRST VXGN WEBX XMSR

 10:21:52 * sym:LAVA- long 1.22 8.73x8.78 8.75 @ 10:21:36
 10:28:58 * sym:RATE- long 1.09 4.10x4.33 4.10 @ 10:28:55
 10:28:58 * sym:LAVA- long 1.72 8.77x9.34 8.77 @ 10:28:53
 10:29:38 * sym:LAVA- long 1.15 8.26x8.82 8.80 @ 10:29:27
 11:11:21 * sym:EWEB- shrt 1.03 3.59x3.85 3.65 @ 11:11:09
 12:27:12 * sym:VXGN- long 1.82 13.98x14.00 14.00 @ 12:27:12
 12:27:50 * sym:VXGN- long 2.03 12.88x12.90 12.89 @ 12:27:50
 12:28:24 * sym:VXGN- long 2.78 11.77x11.80 11.77 @ 12:28:24
 12:29:49 * sym:VXGN- long 1.48 12.82x12.87 12.84 @ 12:29:49
 16:04:43 * sym:ANAD- shrt 2.38 1.86x2.18 2.15 @ 16:04:43

Since aNNie ignores absolute price levels and ticker symbols we can get "short" signals for issues under $5. The first timestamp is the most recent tick for all issues on the watch list as they were applied to the aNN.


11:11:21 * sym:EWEB- shrt 1.03 3.59x3.85 3.65 @ 11:11:09


We have a nice bottom signal for RATE although volume was light. aNNie samples and processes every 30 to 60 seconds. Some of these rapid reversals can be missed.


10:28:58 * sym:RATE- long 1.09 4.10x4.33 4.10 @ 10:28:55


LAVA had a wide trough which resulted in multiple signals at the same level.


10:21:52 * sym:LAVA- long 1.22 8.73x8.78 8.75 @ 10:21:36
10:28:58 * sym:LAVA- long 1.72 8.77x9.34 8.77 @ 10:28:53
10:29:38 * sym:LAVA- long 1.15 8.26x8.82 8.80 @ 10:29:27


Quick moves can cause early signals. And if caused by news in the last few minutes, false signals. The VXGN move was not news related and signals immediately following the initial early signal supported a "long" position.


12:27:12 * sym:VXGN- long 1.82 13.98x14.00 14.00 @ 12:27:12
12:27:50 * sym:VXGN- long 2.03 12.88x12.90 12.89 @ 12:27:50
12:28:24 * sym:VXGN- long 2.78 11.77x11.80 11.77 @ 12:28:24
12:29:49 * sym:VXGN- long 1.48 12.82x12.87 12.84 @ 12:29:49


aNNie continues processing until 5pm EST. The aftermarket ANAD "short" call was followed seconds later by a trade at $1.97.


16:04:43 * sym:ANAD- shrt 2.38 1.86x2.18 2.15 @ 16:04:43


aNNie signals are the sum of multiple non-linear networks. Each network produces values between 0.0 and 1.0. A value higher than 1.0 means that more than one network fired.

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