Categories

Select from the following categories:

Equities / Fixed Income / Currencies / Energy / Agriculture  

Equities

Query Example 1: What happens to the NASDAQ the day after a holiday if the day before the holiday the NASDAQ is down more than three quarters of one percent?

SHOW
  1: percent_move from 1 day ago to today of NASD
  2: percent_move from today to 1 value later of NASD
WHEN
     Date is 1 day before any holiday
    AND
     1 day percent_move of NASD is less than -0.75

TOP

Query Example 2: What happens to Lone Star Technologies over the next 6 months after it crosses above $12.

SHOW
  1: % move from today to 6 months later of LSS
 WHEN
    LSS crosses above 12

TOP

Query Example 3:  What happens over the next 34 days to Wal-mart when the US Government reports a 2.25% or more decline in retail sales?

SHOW
  1: % move from today to 34 values later of WMT
 WHEN
   R_SALES_ACT - R_SALES_ACT 1 day ago is less than -2.25

TOP

Fixed Income

Query Example 1: What happens to the 30 year bond if the yield curve steepens by .1 basis point five trading days before the monthly employment report?

SHOW
  1: move from today to 4 values later of US
 WHEN
   move (USNOTE10Y - USC02, 3 values) is more than 0.1
  AND
   Date is 5 days before in "nonfarm.rpt"

TOP

Query Example 2 (Profit-Loss): 

1: ORDER
     1.1: Buy 1 contract of ED
          Exit on the market with Stop_Loss at
            emtry_price * .99

WHEN
   Date is 6/24/_
EXIT
   Date is 1 day before Independence Day 

TOP

Currencies

Query Example 1: What happens to the Euro over the next 4 and 7 days when the 180 day correlation between the Euro and the Pound crosses above .835 for the first time in a week?

%exec.skip: FIRST 1 week

SHOW
 t+4: percent_move from today to 4 values later of EURUSD
 t+7: percent_move from today to 7 values later of EURUSD

WHEN
 180 value correlation of EURUSD and GBP crosses above 0.835

TOP

Query Example 2:  What happens to the Swiss Franc and Euro if both the DAX and FTSE make monthly lows for two days in a row?

SHOW 
CHF: percent_move from today to 6 values later of CHF 
Euro: percent_move from today to 6 values later of EURUSD 
WHEN 
DAX is less than 1 month lowest of low of DAX 1 value ago repeated for the previous and current value 
AND 
FTSE is less than 1 month lowest of low of FTSE 1 value ago repeated for the previous and current value 

TOP

Energy

Query Example 1:  What happens after a storage report if Natural Gas is up more than 1.5% over a two day period, yet remains below all major moving averages?

SHOW 
1: % move from 1 value later to 5 values later of NG 
WHEN 
Date is in "eia_gstorage.rpt" 
AND 
2 value percent_move of NG is more than 1.5 
AND 
NG is less than 200 value average of NG 
AND 
NG is less than 100 value average of NG 
AND 
NG is less than 50 value average of NG 
AND 
NG is less than 20 value average of NG 

TOP

Query Example 2:  What happens to Natural Gas after a cold snap in Chicago on the first Monday in March (set options at first value in one month)?

SHOW
1: percent_move from today to 1 month later of NG
WHEN
Date is March
AND
NG is up more than 2 %
AND
Date is Monday
AND
LowTemp of CHICAGO.OHARE.IL is less than 30

TOP

Query Example 3:  What happens to electricity prices in a particular city after a heat spell?

SHOW
1: percent_move from today to 3 values later of PKWeightedAvg of E.CINERGY.INTO
WHEN
HighTemp of CINCINNATI.KY crosses above 90
AND
{
Date is not Saturday
AND
Date is not Sunday
}

TOP

Agriculture

Query Example 1:  What happens to beans and corn after a crop report in the fourth quarter and both beans and corn drop more than 1% on the day of the report?

SHOW 
beans: move from today to 6 values later of Close of S_F 
corn: move from today to 6 values later of Close of C_H 
WHEN 
Date is in "USDA/crop_production.rpt" 
AND 
Date is fourth quarter 
AND 
Close of S_F is down more than 1 % 
AND 
Close of C_H is down more than 1 % 

TOP

Query Example 2:  What happens to sugar after it makes a two month low and declines on a rolling 5 day basis for 13 consecutive days?

SHOW 
1: % move from today to 15 values later of Close of SB 
WHEN 
Date is after 1983 
AND 
5 value % move of Close of SB is less than 0 
repeated for the previous 12 and current day 
AND 
Close of SB is less than 2 month lowest of Close of front SB 1 value ago 

TOP

Query Example 3:  What happens to beans around harvest time in El Nino years?

SHOW 
1: Bar of S 
repeated for the previous 20 to next 40 days 
WHEN 
Date is 9/30/_ 
AND 
Date is in "WEATHER/elNino2.year" 
AND 
Date is after 1984 

TOP