HoneyCombs is a quantitative analysis project designed to examine a large number of stocks, currently focusing on those listed in the S&P 500. The project involves a detailed technical analysis of current market conditions and identifies similar historical scenarios. By modelling past outcomes, HoneyCombs aims to predict future trends and behaviours in the stock market, offering insights that could be repeated under similar circumstances in the present or future.
Honeycomb calculations are posted around one hour before US markets open (typically at 9:30 AM Eastern Time (ET)). Calculation specifics are included in the meta section of each post.
The list of stocks consists of S&P500 listed stocks plus some special spices (like TSLA). Official list is updated quarterly.
Pipeline/Models versions
| Version | Description |
|---|---|
| honeycombs v.1.1.0 | Average return is now calculated for 1,2, 5, and 10 days period using historical data. |
| honeycombs v.1.0.0 | Historical technical pattern matching based on an Exponentially Weighted Moving Average (EWMA) of the last close price and Simple Moving Averages (SMA) for periods of 2, 3, 5, and 8 days over the closing prices. It calculates the average return for the subsequent 1, 5, and 10 days period using historical data. Seasonal patterns are ignored. |