StockPower Forecasting Reports are indispensable analytical tools for all kinds of market participants. A significant majority of our clients are investment professionals and private investors who are former professionals. Our client list includes many of Wall Street's leading research departments, some of whom have been subscribers for more than 10 years.
All the market forecasts are based on a brand new attitude to predictive tasks derived from a highly-effective, non-technical, non-statistical numerical system behavior model.
The background mathematical theory is called "Compensation of Non-balanced States in Generalized System Model". The numerical procedures and algorithms for doubleapproximation prognostic tasks are based on sophisticated analyses of non-linear, nonharmonic frequency space in underlying data history generated by real market activity.
A few hundreds of special data testing, filtering and dimensioning procedures are carried out in order to reveal runs of stationary, inter-dependence and non-randomness in the underlying data series. Due to the enormous demands on computational power, all the numerical procedures and tasks use the latest technology based on high speed computers. This unique approach ensures outstanding forecasting results, which cannot be achieved by any other methods.
Compared to the competition the absolute uniqueness lies in two major advantages:
- The complete forward data series is generated for the forecast time horizon so that the user can utilize the full graphical chart information about future market trend directions and reversals.
- The overall reliability of market forecasts is incomparably higher and more time-consistent with an average long-term success level lying between 79% to 88%, and having very high correlation coefficients.