Increments of Uncorrelated Time Series Can Be Predicted With a Universal 75% Probability of Success

摘要

We present a simple and general result that the sign of the variations orincrements of uncorrelated times series are predictable with a remarkably highsuccess probability of 75% for symmetric sign distributions. The origin of thisparadoxical result is explained in details. We also present some tests onsynthetic, financial and global temperature time series.