Understanding the Pretiming Forecasting System: A Purely Data-Driven Market Prediction Approach

Understanding the Pretiming Forecasting System: A Purely Data-Driven Market Prediction Approach

At Pretiming, our forecasting system is designed to predict market movements based purely on investor behavior—specifically, the actual results of buying and selling transactions. Rather than relying on news, rumors, or external economic events, we focus entirely on how investors have acted, not why they acted.

The system analyzes changes in stock prices—percentage increases or decreases—that result from real investor trades, and from that, it calculates the strength of buying and selling flows to forecast future trends. This makes our approach unique and objective, as it avoids the uncertainty and subjectivity involved in interpreting news or market sentiment.

Why We Built This System

Investors make buy and sell decisions for countless reasons:

• Personal financial circumstances (available capital, cash needs, investment appetite)

• Company-specific factors (earnings reports, outlooks, bond or stock issuance)

• Broader macro factors (government policies, economic indicators, wars, interest rates)

With so many overlapping and conflicting variables, it’s nearly impossible to predict how these factors will translate into actual market action. For example, a positive news event might not push the price up if the stock is already at a high level, and a negative event might not trigger a drop if the market has already priced it in. These responses depend not only on logic, but on crowd psychology—a dynamic, ever-shifting force.

In reality, stock prices move in a continuous feedback loop:

• An event affects investor sentiment

• That sentiment leads to buying or selling behavior

• Price changes occur

• The new price changes sentiment again

• And the cycle continues…

This kind of loop—where market behavior constantly affects and is affected by itself—makes it nearly impossible to predict future movements using cause-based forecasting. In other words, trying to forecast price direction based on “what happened” in the news or macro environment becomes inconsistent and unreliable.

That’s why we created the Pretiming System:

We don’t try to guess what the market should do based on external causes. Instead, we wait for real transactions to occur and analyze them after the fact. This lets us measure the actual strength of buying and selling flows—quantitatively and systematically—and use that data to provide consistent, visual, and concrete forecasts of where the market is likely to go next.

What Happens When Major Events Hit the Market?

Of course, there are times when major external events do affect the market. In such cases, Pretiming does not immediately respond to the event itself—we wait for the market to react, and then update our forecast based on the new data that results from actual trades.

If the market responds strongly, our forecast will reflect that change—sometimes dramatically. If the impact is minor, only short-term projections may be adjusted. In all cases, Pretiming provides updated forecasts based on real market action, not speculation or assumption.

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In Summary:

• Pretiming is a data-based forecasting system focused purely on investor behavior.

• It does not rely on news or speculation.

• It analyzes actual price movements and volume after they occur.

• It measures the strength of buyer/seller flows to predict future trends.

• Forecasts are systematic, objective, and visual, offering more clarity than traditional “event-based” predictions.

• When the market is impacted by big events, Pretiming waits for price reactions before adjusting its outlook—ensuring more reliable analysis.

If you're looking for a consistent, data-driven way to understand where the market might be heading—without the noise of subjective interpretation—Pretiming offers a smarter way forward.

* 'Uptrend' and 'Adjustment trend' in the Bullish zone *

* 'Downtrend' and 'Rebounding trend' in the Bearish zone *