cyb50-quant/kalman-filter/kalman_daily_signals.csv

date,Signal,Price,Kalman Trend,Volatility
2018-01-03,Sell,1562.52,-2.035801199149747,
2018-02-02,Sell,1476.92,-1.7417097455449801,0.25637043701328366
2018-03-27,Sell,1610.47,-1.0416084366367344,0.39435384853472544
2018-04-12,Sell,1581.94,-1.2684855929760428,0.38352178961509464
2018-05-08,Buy,1604.31,0.5989743227279396,0.2950727571567104
2018-05-28,Sell,1508.22,-3.1745322271138114,0.21334301838292702
2018-08-02,Sell,1264.28,-3.6517503371724462,0.25285782273350793
2018-11-27,Sell,1067.12,-1.9200631142896563,0.3306553830414185
2019-02-01,Buy,1027.24,0.10573385083899123,0.22942320508806657
2019-03-28,Sell,1301.88,-3.2105593806768633,0.338863940300261
2019-04-16,Sell,1369.38,-1.4321797407890777,0.3048944395963836
2019-07-23,Sell,1214.61,-0.519675048595727,0.2394652038949983
2019-07-24,Buy,1231.28,0.024901618904257905,0.24342971282602707
2019-08-07,Sell,1177.67,-2.3103337317060904,0.1850925671421865
2019-08-16,Buy,1242.89,0.25449376222377906,0.2020784521803723
2019-09-27,Sell,1333.11,-1.8595535045504294,0.24989736515456584
2019-10-28,Buy,1366.26,0.31523732141202965,0.21821949477400857
2019-12-03,Sell,1379.46,-0.44138842107922766,0.18671141076796746
2019-12-05,Buy,1415.65,0.6278227612270856,0.20631861438286273
2020-03-10,Sell,1829.12,-1.0421532860359428,0.4571235016723308
2020-05-26,Buy,1828.71,0.08839191934439089,0.2283127243269911
2020-05-28,Sell,1783.91,-1.6994954983100372,0.2312103915951284
2020-06-01,Buy,1869.07,0.11898824496119831,0.261710946653315
2020-08-13,Sell,2384.16,-7.185927255230666,0.38569901317298466
2020-09-01,Buy,2495.35,1.347451230701797,0.29261018077171547
2020-09-09,Sell,2278.58,-5.195194663562061,0.33688061088153665
2020-11-19,Sell,2476.45,-4.878630891308454,0.2951804259564014
2020-12-04,Buy,2571.34,0.8882126327856175,0.2718015016891235
2021-02-24,Sell,2931.28,-9.428293750486825,0.39482436855047287
2021-07-28,Sell,3318.33,-10.081620741747184,0.3849124937877533
2021-08-12,Sell,3395.61,-3.4724333813441133,0.3878850249478351
2021-09-14,Buy,3281.78,0.5000538220971005,0.2940784925325676
2021-09-17,Sell,3231.13,-0.7817324680383104,0.300461523740023
2021-09-27,Buy,3262.04,1.0998665074728202,0.25785813182583484
2021-10-13,Sell,3228.94,-0.4085184679023798,0.23803228202985793
2021-10-15,Buy,3309.93,2.3365665606013937,0.24784581329391453
2021-12-08,Sell,3476.46,-3.0558256880004557,0.18946831376158857
2021-12-14,Buy,3547.91,0.30859839222677043,0.1862647773198879
2021-12-16,Buy,3546.36,0.7531071210992673,0.18380839602128546
2021-12-20,Sell,3369.31,-4.982774813348085,0.19383610890926953
2022-03-04,Sell,2706.31,-2.5431070799047557,0.3155685137577168
2022-03-29,Sell,2565.61,-2.8730001564042835,0.39531355520415945
2022-04-08,Sell,2567.85,-3.368212859677051,0.3929435201440377
2022-07-18,Sell,2822.81,-0.2284724984383139,0.29796712567906614
2022-08-16,Buy,2741.24,0.6165496549246292,0.2179519001594982
2022-08-30,Sell,2609.23,-5.758151618794717,0.25228513412417325
2022-10-31,Sell,2238.8,-5.214198355238455,0.3490331397537357
2022-11-24,Sell,2327.58,-2.5827685608653574,0.3125295589747524
2022-12-06,Buy,2382.38,0.1681595590909586,0.21976580290643222
2022-12-21,Sell,2300.7,-3.303369738718307,0.16633552249250572
2023-01-05,Buy,2395.3,0.2968073065119319,0.20555240478731698
2023-02-15,Sell,2527.29,-1.6880024549892592,0.17229084310112694
2023-04-24,Sell,2201.51,-5.721957175566763,0.17268791661081376
2023-07-20,Sell,2064.2,-1.8500167472716889,0.18823678221274634
2023-07-31,Buy,2153.64,0.7992512275379373,0.19046084515950606
2023-08-16,Sell,2053.81,-3.8325996119027175,0.18604461286911145
2023-11-23,Sell,1844.58,-1.6645339410390587,0.24471966730465083
2024-01-04,Sell,1684.0,-1.279390586094902,0.2546618558399457
2024-03-28,Sell,1738.01,-2.9486993704770894,0.2865052699910859
2024-04-29,Buy,1827.41,1.3394298864541132,0.299874483692149
2024-05-27,Sell,1749.82,-1.300607762949879,0.27408542474688274
2024-07-30,Sell,1578.29,-2.1133652218864594,0.20055222295413416
2024-09-12,Buy,1513.18,0.17064215293430718,0.18741426171483574
2024-11-25,Sell,2184.68,-6.358100547208809,0.4310695085974503
2024-12-18,Sell,2213.07,-1.2155279971174435,0.2802818527276339
2025-03-06,Sell,2205.12,-1.0373510987552161,0.2704732714820189
2025-05-30,Sell,1962.62,-1.9913155061408723,0.2124048676442795
2025-06-11,Buy,2029.1,0.7076046224783838,0.17586725135645348
2025-06-24,Buy,2044.78,0.7836549830723515,0.17184604182180638
2025-10-15,Sell,3163.51,-5.254828274267992,0.4063587500610672
2025-11-17,Sell,3263.76,-5.031160033071558,0.3371939140881644
2025-12-05,Buy,3302.9,1.1134415852828927,0.2755522593099839
2026-01-23,Sell,3480.85,-0.4086708964955664,0.1898852108321811
2026-02-25,Buy,3514.74,0.7464526844969654,0.2255076653297173
2026-03-04,Sell,3310.59,-6.487781491696072,0.24431529487709092