Thursday, December 31, 2015

Model's Numbers For The First Week Of 2016

Yahoo
Symbol
Mon 04 Tue 05 Wed 06 Thu 07 Fri 08 Average VSD
^UTY 0.57% 1.33% 0.26% 1.01% 1.93% 1.02%
^NBI 0.82% 2.09% 0.41% -0.13% 1.72% 0.98%
^RUT 0.05% 1.93% 0.29% 0.64% 1.73% 0.93%
^IXCO 0.14% 0.09% 1.25% 2.05% 1.03% 0.91%
^GSPC -0.33% 1.72% 0.35% 1.04% 1.69% 0.89%
^INDS -0.01% 1.39% 0.21% 0.84% 1.72% 0.83%
^IXTC -1.05% 1.29% 0.51% 0.91% 2.00% 0.73%
^INSR 0.04% 0.58% 0.60% 0.53% 1.49% 0.65%
^IXIC -0.49% 0.49% -0.89% 1.72% 2.29% 0.62%
^XNG 0.24% 0.35% -0.84% -0.78% 3.59% 0.51%
^TRAN -0.86% -0.08% -1.46% -0.29% -0.02% -0.54%
^XOI -0.31% 0.53% -2.71% -1.88% 1.39% -0.60%
^HUI -0.28% -0.50% -5.72% -2.11% 1.54% -1.41%


Top 10 Positive Moving Leverage ETFs.


Inverse silver ( zsl and dslv ) look interesting.; especially with ^hui (above) so negative.

Symbol Mon 04 Tue 05 Wed 06 Thu 07 Fri 08 Average VSD
UGAZ -1.99% -5.52% 8.02% 7.63% 16.93% 5.02%
dust* -2.17% -3.43% 16.56% 5.55% 4.42% 4.19%
RUSS -0.46% 3.47% 8.47% 5.22% 0.06% 3.35%
DSLV -2.76% -0.26% 5.58% 5.59% 8.25% 3.28% >
ZSL -0.30% -0.42% 4.63% 6.27% 5.42% 3.12%
TVIX 2.46% 5.55% 0.66% 1.57% 5.08% 3.07%
UXI 1.29% 2.55% 0.64% 2.83% 5.83% 2.63%
UPW -0.39% 3.37% 0.81% 3.33% 5.09% 2.44%
SCO -1.01% -0.30% 8.79% 5.86% -1.94% 2.28%
SOXL 0.81% -0.49% 2.58% 5.87% 2.63% 2.28%

Wednesday, December 30, 2015

Model Has Gold and Oil On Top

Neither showing strong numbers, but on top.
Yahoo
Symbol
Thu 31 Mon 04 Tue 05 Wed 06 Thu 07 Average VSD
^HUI -0.18% 1.28% 0.56% -0.43% 0.72% 0.39%
^XOI 0.13% 0.64% 0.67% 0.09% -0.45% 0.22%
^UTY -0.13% 0.63% 0.15% -0.14% -0.10% 0.08%
^TRAN -0.59% 0.60% -0.26% -0.09% 0.41% 0.02%
^RUT 0.03% -0.10% 0.17% -0.63% 0.09% -0.09%
^IXIC -0.04% 0.10% -0.11% -0.64% 0.20% -0.10%
^GSPC -0.20% -0.01% -0.04% -0.61% 0.18% -0.14%
^NBI -0.53% 0.20% 0.52% -1.04% 0.04% -0.16%
^IXTC -0.21% 0.61% 0.21% -0.51% -1.14% -0.21%
^INDS -0.05% -0.20% -0.14% -0.87% 0.14% -0.22%
^IXCO -0.57% -0.34% -0.02% -0.22% -0.12% -0.25%
^INSR -0.43% 0.11% -0.48% -0.65% -0.57% -0.41%
^XNG 0.09% -0.37% -1.45% -3.64% -1.43% -1.36%

Tuesday, December 29, 2015

Model Returns To Positive - Update

Updated algorithm -
  1) removed highest value within each day (may be an outlier)
  2) weighted previous day sum by 2 and 2 days ago by 3. This gives more weight to current day.

Yahoo
Symbol
Wed 30 Thu 31 Mon 04 Tue 05 Wed 06 Average VSD
^INDS 0.79% 1.03% -0.19% 0.09% 1.69% 0.68%
^IXCO 1.09% 0.29% 0.13% 1.14% 0.57% 0.64%
^IXIC 0.72% 0.49% -0.27% 0.39% 1.00% 0.46%
^TRAN 0.46% 0.70% 0.43% 0.11% 0.60% 0.46%
^RUT 0.33% 0.87% 0.00% -0.39% 0.94% 0.35%
^IXTC 1.20% 0.68% 0.54% -0.11% -0.70% 0.32% <
^GSPC 0.92% 0.17% -0.57% -0.03% 0.99% 0.30%
^NBI 0.90% 0.88% -0.94% 0.61% -0.04% 0.28%
^INSR 0.56% 0.35% 0.21% -0.52% 0.73% 0.26%
^UTY 0.52% 0.60% -0.16% -0.26% 0.24% 0.19%
^HUI 2.44% -1.17% -1.50% -0.27% 0.24% -0.05%
^XOI 0.33% -0.34% -1.23% -0.96% -0.35% -0.51%
^XNG 0.47% -1.77% -3.40% -2.10% -0.55% -1.47%

Yahoo
Symbol
Wed 30 Thu 31 Mon 04 Tue 05 Wed 06 Average VSD
^IXCO 1.25% 1.30% 0.16% 1.20% 1.91% 1.16%
^IXIC 1.13% 0.98% 0.11% 1.01% 1.73% 0.99%
^INDS 1.08% 0.99% 0.07% 1.10% 1.43% 0.93%
^GSPC 0.85% 0.23% -0.01% 0.54% 1.70% 0.66%
^RUT 0.98% 0.42% -0.35% 0.81% 1.35% 0.64%
^NBI 1.20% 1.00% 0.02% 0.09% 0.77% 0.62%
^TRAN 0.94% 0.39% 0.62% 0.24% 0.70% 0.58%
^IXTC 1.51% 0.03% -0.05% 0.08% 0.53% 0.42%
^INSR 0.61% 0.22% 0.14% -0.28% 0.59% 0.26%
^UTY 0.23% 0.53% -0.27% 0.07% 0.59% 0.23%
^XOI 0.91% 0.56% -2.16% -0.56% 1.03% -0.05%
^XNG 1.12% -0.76% -2.81% -0.82% 0.23% -0.61%
^HUI 0.42% -1.33% -1.87% -1.13% 0.67% -0.65%

Monday, December 28, 2015

Model Moving To The Sell Side

Yahoo
Symbol
Tue 29 Wed 30 Thu 31 Mon 04 Tue 05 Average VSD
^IXCO -0.58% -0.69% 0.59% 0.42% 2.44% 0.44%
^TRAN -0.63% -0.68% 0.27% -0.16% 1.76% 0.12%
^INDS -0.75% -0.62% -0.31% 0.15% 1.11% -0.08% >
^INSR -0.84% -0.65% -0.62% 0.51% 1.03% -0.12% >
^GSPC -0.53% -1.18% -0.40% 0.18% 1.20% -0.14%
^IXIC -0.93% -1.18% -0.08% 0.16% 1.21% -0.16%
^RUT -0.97% -1.61% 0.04% 0.22% 1.09% -0.25%
^UTY -0.15% -0.70% -0.86% 0.01% 0.37% -0.26%
^NBI -1.41% -0.80% 0.61% -0.50% 0.12% -0.39%
^IXTC -0.53% -1.67% -0.53% -0.37% 0.71% -0.48%
^HUI -1.67% -1.03% -1.19% -1.01% 1.28% -0.72%
^XNG -0.47% -4.58% -1.56% -0.51% 1.22% -1.18%
^XOI -1.09% -3.75% -1.71% -0.70% 0.34% -1.38%

Thursday, December 24, 2015

Model Is Still Positive For Next Week.



 
Yahoo
Symbol
Mon 28 Tue 29 Wed 30 Thu 31 Mon 04 Average VSD
^RUT -0.36% 0.40% 1.30% 2.08% 0.97% 0.88%
^TRAN -0.40% 0.22% 0.60% 2.52% 1.02% 0.79%
^INSR -0.10% -0.15% 0.71% 2.68% 0.55% 0.74%
^GSPC -0.43% 0.00% 0.63% 2.20% 1.26% 0.73%
^HUI 0.01% 0.83% 0.58% 1.68% 0.31% 0.68%
^IXCO -0.06% 0.63% 1.03% 1.68% 0.11% 0.68%
^IXIC -0.25% -0.09% 0.95% 2.42% 0.01% 0.61%
^INDS -0.17% 0.39% 0.65% 2.29% -0.21% 0.59%
^NBI -0.44% 0.25% 0.77% 1.04% -0.37% 0.25%
^UTY -0.11% 0.12% 0.64% 1.16% -0.66% 0.23%
^IXTC -0.96% 0.08% -0.42% 1.37% 0.83% 0.18%
^XOI -2.42% -0.02% 0.51% 1.47% 1.33% 0.17%
^XNG -2.70% 0.16% 0.96% 0.24% 0.60% -0.15%


Added a new symbol ^uty - utility index.


Top 10 Leverage ETFs.


Energy related l.etfs are very strong, which is contrary to ^XOI and ^XNG in table above.


Symbol Mon 28 Tue 29 Wed 30 Thu 31 Mon 04 Average VSD
GASL -4.43% 15.94% 14.32% 26.56% 30.53% 16.58%
UGAZ 3.95% 6.22% 16.98% 16.45% 24.73% 13.67%
ERX 4.43% 14.50% 18.83% 10.30% 2.12% 10.04%
UWTI -0.01% 7.75% 18.78% 2.99% 2.29% 6.36%
DIG 2.40% 10.19% 13.71% 4.45% -1.90% 5.77%
UYM 1.74% 6.65% 8.06% 5.52% 1.87% 4.77%
UCO 0.52% 3.82% 10.11% 1.65% 3.79% 3.98%
BOIL 3.14% 0.96% -0.89% 4.69% 9.26% 3.43%
RUSL -1.23% 3.27% 6.82% 4.75% 3.35% 3.39%
KORU -1.28% 1.32% 6.54% 5.47% 3.68% 3.14%

Wednesday, December 23, 2015

Model Has A Postive Outlook Through Next Week.



 
Yahoo
Symbol
Thu 24 Mon 28 Tue 29 Wed 30 Thu 31 Average VSD
^XNG 1.34% 1.66% 1.95% 1.31% 2.64% 1.78%
^XOI 1.80% 2.08% 1.60% 1.80% 0.93% 1.64%
^GSPC 0.66% 1.40% 2.79% 1.25% -0.23% 1.17%
^RUT 1.38% 1.85% 2.64% 0.76% -0.92% 1.14%
^NBI 1.24% 1.76% 1.88% 0.34% 0.16% 1.08%
^INDS 1.09% 1.24% 2.93% 0.72% -0.87% 1.02%
^IXCO 0.82% 1.10% 2.36% 1.06% -0.50% 0.97%
^IXIC 1.15% 1.08% 2.45% 0.95% -0.81% 0.97%
^INSR 0.07% 1.17% 2.55% 0.64% -0.26% 0.84%
^TRAN 0.09% 0.53% 2.35% 1.17% 0.01% 0.83%
^IXTC 0.91% -0.19% 1.49% 0.42% 0.23% 0.57%
^HUI 0.96% 0.90% 1.77% -0.89% 0.03% 0.55%


Housekeeping:  2 Indexes changed. Replaced GLD with ^HUI and replaced OIL with ^XOI.

Tuesday, December 22, 2015

Wait And See

Yahoo
Symbol
Wed 23 Thu 24 Mon 28 Tue 29 Wed 30 Average VSD
^XNG 1.08% 0.28% 0.47% 1.69% 1.43% 0.99%
^INSR 0.94% 1.91% 0.32% -0.37% 0.20% 0.60%
^GSPC 0.93% 2.54% 0.87% -1.10% -0.43% 0.56%
^TRAN 0.55% 1.47% 0.43% -0.41% 0.17% 0.44%
OIL 0.07% 1.12% 0.57% -0.67% 0.59% 0.33%
^NBI 0.35% 1.37% 0.51% 0.87% -1.78% 0.26%
^IXCO 0.36% 1.89% 0.34% -1.34% -0.39% 0.17%
GLD -0.24% -0.17% 0.51% 0.51% -0.11% 0.10%
^INDS 0.92% 2.08% -0.25% -2.51% -0.60% -0.07%
^RUT 1.22% 1.10% -0.17% -1.58% -1.44% -0.17%
^IXIC 0.59% 1.42% -0.29% -2.48% -0.38% -0.23%
^IXTC 0.66% 1.22% 0.10% -2.03% -1.26% -0.26%

Monday, December 21, 2015

Model Has Christmas Eve Day in the Red

I'm ignoring GOLD at the top since the #s are too low.

I sold all positions in the leverage ETFs mentioned in Friday's post.

Yahoo
Symbol
Tue 22 Wed 23 Thu 24 Mon 28 Tue 29 Average VSD
GLD 0.43% -0.86% 0.93% 1.24% 0.68% 0.48%
^NBI -0.01% -0.82% -2.21% 1.00% 4.43% 0.48%
^IXTC -0.67% -0.34% -2.91% 1.85% 1.67% -0.08%
^INDS 0.03% -1.79% -4.21% -0.28% 1.46% -0.96%
^IXIC -0.31% -0.99% -3.68% -1.08% 0.95% -1.02%
^RUT -0.57% -1.25% -4.84% -0.17% 1.59% -1.05%
^INSR -0.41% -1.45% -4.18% -1.40% -0.14% -1.51%
^GSPC -0.30% -1.88% -5.03% -0.80% 0.32% -1.54%
^IXCO -0.24% -1.75% -4.08% -1.78% -1.12% -1.79%
^TRAN -0.29% -1.42% -5.87% -3.29% 0.74% -2.03%
OIL -2.08% -0.37% -2.63% -3.44% -1.95% -2.09%
^XNG -0.20% -0.57% -4.75% -2.40% -3.66% -2.31%

Friday, December 18, 2015

Model Looking For A Modest Santa Rally

I still hold a biotechnology (^NBI) position with the leverage ETF BIB. So far not too good, it's down 3% since my purchase on Thursday.

Yahoo
Symbol
Mon 21 Tue 22 Wed 23 Thu 24 Mon 28 Average VSD
^NBI 0.23% -0.70% 2.90% 3.56% 3.77% 1.95%
^IXTC -1.51% -0.73% 1.71% 3.50% 3.48% 1.29%
^IXIC -0.75% -1.21% 0.02% 2.83% 3.32% 0.84%
^INDS -0.38% -1.81% -0.14% 3.07% 3.45% 0.84%
^GSPC -0.44% -0.86% 0.31% 2.22% 2.74% 0.79%
^RUT -0.30% -0.82% -0.22% 2.04% 2.77% 0.70%
^IXCO -1.37% -0.60% -0.34% 0.57% 1.81% 0.01% >
^INSR -0.11% -0.43% -0.14% -1.81% 0.25% -0.45%
^TRAN 0.07% -0.95% -0.84% -0.78% -0.48% -0.60%
GLD -0.48% -0.24% -1.34% -1.38% -1.03% -0.89%
^XNG -1.72% -1.13% -2.52% -4.86% -4.00% -2.85%
OIL -0.79% -2.15% -5.24% -3.46% -2.95% -2.92%

Top 10 Leverage ETFs. 

Today I purchased YINN, DRN and  URTY.   URTY is not on the list but earlier in the day it was #2 for a couple of hours and ^RUT (see above chart) was also #2.   By the end of trading, as you can see, both dropped down; URTY is currently #17.

Yahoo
Symbol
Mon 21 Tue 22 Wed 23 Thu 24 Mon 28 Average VSD
YINN 2.10% -0.04% 9.37% 14.85% 17.96% 8.85%
INDL -1.57% -0.12% 1.89% 15.61% 11.93% 5.55%
DRN 0.76% 3.65% 6.17% 6.46% 8.60% 5.13% >
SCO -0.24% 3.71% 10.48% 5.34% 5.03% 4.86%
EDC 0.09% -0.27% 0.40% 11.94% 11.40% 4.71%
BIB 0.07% 0.45% 7.60% 6.43% 7.23% 4.36%
SVXY 2.41% -0.29% 2.00% 4.25% 12.53% 4.18%
KORU 3.04% 1.42% -0.35% 8.86% 7.69% 4.13%
dgaz* -9.19% 1.89% -2.59% 8.42% 20.57% 3.82%
DZK 0.85% -5.12% 6.31% 6.28% 10.15% 3.69%

Thursday, December 17, 2015

Model Doesn't See A Santa Rally

Friday (triple opt. exp. day) looks positive.

I hold a position in biotechnology (see ^NBI) with a purchase of the leveraged ETF BIB.


Yahoo
Symbol
Fri 18 Mon 21 Tue 22 Wed 23 Thu 24 Average VSD
^IXTC 0.50% -1.97% 2.67% 1.07% 2.28% 0.91%
^NBI 1.46% 0.10% -1.44% 1.41% 2.13% 0.73%
^RUT 1.33% -0.18% 0.65% 0.44% 0.42% 0.53%
^GSPC 0.85% -0.97% 1.54% 0.42% 0.59% 0.49%
^TRAN 1.42% -1.54% 0.91% 0.79% 0.58% 0.43%
^INSR 0.92% -0.14% 0.21% 0.21% -0.42% 0.16%
^INDS 1.33% -0.62% -0.28% 0.65% -0.46% 0.12%
^IXIC 1.17% -1.40% 0.35% 0.45% -0.13% 0.09%
^IXCO 1.19% -2.39% 0.36% 0.29% -0.50% -0.21%
OIL 0.31% -1.67% -1.26% -2.69% 0.19% -1.02%
GLD -0.54% -2.20% -0.66% -1.35% -0.97% -1.15%
^XNG 0.91% 0.01% -1.99% -1.39% -8.02% -2.10%

Wednesday, December 16, 2015

After The Fed Rate Hike It's Too Tough To Call

Yahoo
Symbol
Thu 17 Fri 18 Mon 21 Tue 22 Wed 23 Average VSD
^NBI 0.38% 4.96% 2.44% 1.15% 0.81% 1.95%
^IXIC -0.06% 1.89% 1.76% 0.01% -0.62% 0.60%
^IXCO -0.31% 1.84% 1.41% 0.06% -0.52% 0.50%
^INDS -0.04% 1.79% 1.55% -0.14% -0.88% 0.46%
^INSR -0.01% 0.66% 1.24% 1.00% -0.68% 0.44%
^GSPC -0.15% 1.16% 1.25% -0.43% -1.04% 0.16%
^RUT 0.14% 1.83% 1.10% -1.42% -2.04% -0.08%
^TRAN 0.81% 2.81% 1.03% -2.33% -3.00% -0.13%
^IXTC -0.45% 1.76% 0.94% -1.11% -1.86% -0.14%
GLD -0.20% -0.31% -1.60% -1.39% -1.86% -1.07%
^XNG 0.18% 0.87% -0.70% -7.21% -6.43% -2.66%
OIL -1.04% -1.65% -1.34% -4.67% -4.84% -2.71%

The Model Likes Thursday To Be Positive

Even energy.

Yahoo
Symbol
Wed 16 Thu 17 Fri 18 Mon 21 Tue 22 Average VSD
^NBI -0.99% 1.79% 1.99% 0.90% 0.51% 0.84%
^INDS -0.21% 2.21% 1.19% -1.29% -0.75% 0.23%
^GSPC 0.07% 1.63% 0.25% -0.56% -0.73% 0.13%
^IXTC -0.69% 2.08% 1.81% -0.45% -2.89% -0.03%
^IXIC -0.38% 1.98% 1.22% -1.87% -1.20% -0.05%
^TRAN -0.28% 2.17% -0.75% -0.58% -1.26% -0.14%
^INSR 0.21% 1.23% -0.27% -1.45% -1.90% -0.44%
^RUT 0.04% 2.43% -0.76% -1.93% -2.13% -0.47%
GLD -0.63% 0.63% -0.32% -0.99% -1.49% -0.56%
OIL -1.48% 3.17% 0.35% -2.08% -2.76% -0.56%
^IXCO -0.44% 2.08% 0.99% -2.60% -3.91% -0.77%
^XNG 0.70% 0.03% -2.90% -3.38% -4.82% -2.07% <

Monday, December 14, 2015

Model is expecting positive follow-through tomorrow. But not after.


Yahoo
Symbol
Tue 15 Wed 16 Thu 17 Fri 18 Mon 21 Average VSD
GLD 0.21% -0.65% 1.34% -0.75% 0.36% 0.10%
^NBI 0.91% -0.67% -1.23% -2.84% -2.77% -1.32%
^TRAN 1.16% -2.51% -1.75% -2.39% -1.86% -1.47%
^GSPC 0.14% -2.27% -0.85% -2.14% -2.60% -1.54%
^RUT 1.97% -2.67% -0.88% -2.97% -4.20% -1.75%
^IXIC 0.65% -2.13% -1.44% -2.88% -3.15% -1.79%
^IXCO 0.40% -2.22% -1.75% -3.25% -2.65% -1.89%
^INSR 0.81% -1.92% -2.05% -3.03% -3.37% -1.91% <
^INDS -0.69% -2.14% -1.11% -2.98% -3.50% -2.08%
^IXTC 0.08% -2.69% -2.10% -4.75% -3.89% -2.67%
^XNG 0.51% -3.45% -3.35% -4.48% -5.68% -3.29%
OIL 1.26% -1.53% -7.54% -3.56% -8.48% -3.97%

Friday, December 11, 2015

Model Looking For Continued Downward Pressure

Yahoo
Symbol
Mon 14 Tue 15 Wed 16 Thu 17 Fri 18 Average VSD
^NBI -0.23% 1.25% 0.23% 1.38% -0.22% 0.48%
GLD 0.07% 0.08% -0.21% 1.30% -0.89% 0.07%
^GSPC -0.24% 0.11% 0.11% -1.26% -0.35% -0.33%
^TRAN -0.53% 0.40% 0.97% -2.63% -1.41% -0.64%
^RUT -1.01% 0.38% -0.37% -1.49% -1.23% -0.75%
^INDS -0.78% -0.43% -0.89% -1.51% -0.34% -0.79%
^IXIC -0.46% -0.39% -1.83% -1.32% -0.63% -0.93%
^IXTC -0.68% -0.41% -1.90% -1.14% -0.74% -0.97%
^INSR -0.35% 0.09% -1.06% -2.08% -1.97% -1.08%
^IXCO -0.12% -0.47% -2.39% -2.00% -0.76% -1.15%
^XNG -0.61% -0.81% 0.35% -1.85% -5.74% -1.73%
OIL 1.62% -0.71% -1.58% -4.33% -8.91% -2.78% <

Thursday, December 10, 2015

Model Looks Negative

This afternoon I got out of my long play for ^NBI  by selling BIB.

Now I am considering several inverse leverage ETFs based on energy.  

Yahoo
Symbol
Fri 11 Mon 14 Tue 15 Wed 16 Thu 17 Average VSD
^NBI 0.14% 0.04% 1.22% 0.47% 1.88% 0.75%
GLD -0.31% -0.45% -0.28% -1.40% 0.85% -0.32%
^TRAN 0.76% 0.55% -2.52% -2.03% -0.11% -0.67%
^GSPC -0.04% -0.44% -1.63% -0.49% -0.78% -0.68%
^INDS -0.12% -1.28% -1.39% -0.71% -0.62% -0.82%
^IXIC -0.24% -1.06% -1.50% -1.15% -0.43% -0.87%
^INSR 0.30% -1.17% -1.01% -1.41% -1.69% -1.00%
^XNG -0.26% 0.92% 0.53% -2.47% -4.38% -1.13%
^IXCO -0.25% -1.46% -1.68% -2.21% -0.94% -1.31%
^RUT -0.10% -1.30% -1.48% -2.17% -2.20% -1.45% <
^IXTC 0.27% -2.35% -2.71% -3.37% -0.93% -1.82%
OIL 1.15% -1.57% -0.45% -7.65% -7.95% -3.29%


Top 10 Positive Leverage ETFs.


Symbol Fri 11 Mon 14 Tue 15 Wed 16 Thu 17 Average VSD
DWTI -1.46% 3.92% 6.53% 33.56% 37.82% 16.07% >
DGAZ 0.74% 6.54% -0.21% 22.49% 28.43% 11.60%
uvxy* 5.06% -1.69% 14.92% 33.18% -1.47% 10.00%
tvix* 5.39% -1.32% 14.21% 31.68% -0.94% 9.80%
SCO -0.82% 3.13% -1.05% 19.49% 19.79% 8.11%
YANG -2.38% 3.78% 9.64% 12.46% 12.02% 7.10%
KOLD 0.45% 6.31% 0.94% 9.10% 17.29% 6.82%
DTO -1.59% 1.93% -0.35% 17.12% 15.69% 6.56%
FAZ 0.19% 5.78% 5.91% 10.24% 6.77% 5.78%
MIDZ 2.16% 4.30% 5.20% 7.10% 3.93% 4.54%

Wednesday, December 9, 2015

Biotechnology Looks Interesting.

I purchased some leverage ETF  BIB (biotech) today.  Tomorrow I may get back into the inverse ETFs related to energy.


Yahoo
Symbol
Thu 10 Fri 11 Mon 14 Tue 15 Wed 16 Average VSD
^NBI 1.04% 2.29% -0.35% 2.13% -0.08% 1.00%
^INDS 0.45% 0.78% 1.64% 0.49% 1.08% 0.89%
^IXCO 0.45% 0.38% 0.82% 0.90% 0.95% 0.70%
^GSPC 0.65% 0.73% 1.08% 0.52% 0.33% 0.66%
^INSR 0.69% 0.75% 0.16% 0.37% 1.26% 0.65%
^RUT 1.02% 1.37% 1.58% -0.17% -0.93% 0.58%
^TRAN 0.64% 0.27% 1.94% 0.22% -0.76% 0.46%
GLD 1.05% 1.51% 0.25% -0.16% -0.41% 0.45%
^IXIC 0.22% 0.75% 1.00% 0.85% -0.59% 0.45%
^IXTC 0.43% 0.44% 0.55% 0.67% -1.97% 0.02%
OIL 1.17% 0.74% 0.33% -3.45% -6.43% -1.53% <
^XNG 0.07% 1.05% -2.02% -3.39% -8.97% -2.65%

Tuesday, December 8, 2015

Energy Remains UGLY

Yahoo
Symbol
Wed 09 Thu 10 Fri 11 Mon 14 Tue 15 Average VSD
^NBI 1.44% 0.97% 3.25% 0.90% -0.21% 1.27%
^GSPC 0.92% 0.65% 1.38% 0.79% 0.68% 0.88%
^IXCO 0.80% -1.15% 1.87% 1.33% 1.35% 0.84%
^IXIC 0.81% -0.74% 1.92% 0.99% 1.05% 0.81%
^IXTC 0.95% -0.52% 1.84% 0.46% 0.87% 0.72%
^INSR 1.00% 0.63% 0.73% -0.15% 0.48% 0.54%
^INDS 0.57% -0.32% 1.21% 0.31% 0.40% 0.43%
^TRAN 0.00% 0.62% 0.32% 0.65% 0.19% 0.36%
^RUT 0.97% -1.27% 1.23% -0.06% 0.17% 0.21%
GLD -0.50% -0.17% -0.35% 0.32% 1.02% 0.06%
OIL -0.42% 0.71% -1.62% -3.41% -4.80% -1.91%
^XNG 0.87% -2.66% -3.95% -6.42% -8.41% -4.11% <

Monday, December 7, 2015

Model Looking For Some Recovery

But not in the energies. 

Gold is starting to pique my interest.

I did sell my holdings with the inverse leverage ETFs (ERY, BIS, and TZA) .  And I probably did it too soon, especially the energy  ERY and biotech BIS.

Yahoo
Symbol
Tue 08 Wed 09 Thu 10 Fri 11 Mon 14 Average VSD
^TRAN -0.03% 0.78% 1.29% 0.44% 2.72% 1.04%
^INDS 0.05% 1.19% 0.69% 0.80% 0.89% 0.73%
GLD -0.38% -0.54% 1.14% 1.11% 2.08% 0.68%
^INSR 0.03% 0.94% 0.59% 0.20% 1.27% 0.61%
^IXTC 0.08% 0.90% 1.00% 0.24% 0.47% 0.54%
^GSPC -0.12% 0.86% 0.94% 0.89% -0.13% 0.49%
^IXCO -0.01% 0.45% 0.98% -0.03% 1.02% 0.48%
^IXIC -0.10% 0.72% 0.88% 0.30% -0.15% 0.33%
^RUT -0.49% 0.87% -1.64% -1.81% -0.63% -0.74%
^NBI -1.18% 0.80% -1.70% -2.09% -1.95% -1.22%
^XNG -0.18% -2.86% -3.98% -6.46% -4.13% -3.52%
OIL 0.65% -4.71% -4.33% -4.87% -6.27% -3.91%

Friday, December 4, 2015

After A Very Strong Day Model Is Negative For Next Week.

I'm not surprised by the negativeness of the model.


Yahoo
Symbol
Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
^INSR 0.06% -0.28% 0.33% -0.32% -0.36% -0.12%
^IXCO -0.28% -0.67% 0.51% 0.25% -0.49% -0.13%
GLD 0.17% 0.07% 0.23% 0.38% -2.54% -0.34%
^IXTC -0.38% -0.69% 0.75% -0.02% -1.39% -0.35%
^IXIC 0.01% -0.78% 0.24% 0.43% -2.15% -0.45%
^INDS 0.07% -0.52% -0.02% 0.12% -2.22% -0.52%
^GSPC 0.09% -0.53% 0.37% -0.20% -2.34% -0.52%
^TRAN -0.30% -0.70% -0.71% -0.04% -1.32% -0.61%
OIL 1.34% -0.71% -1.44% -3.10% -5.42% -1.86% <
^RUT 0.23% -1.41% -2.90% -2.06% -3.79% -1.99%
^NBI -0.11% -1.21% -1.49% -2.18% -6.16% -2.23% <
^XNG 1.61% -4.58% -6.02% -7.74% -6.78% -4.70%

I have purchased inverse L.ETFs in energy (ERY)  Biotech (BIS) and small market (TZA).

Top 10 Leverage ETFs. (positve moving).

Yahoo
Symbol
Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
NUGT -0.69% 16.64% 8.81% 15.90% 15.02% 11.13%
ERY -5.21% 9.77% 18.48% 15.56% 13.19% 10.36%
RUSS 2.55% 7.34% 8.05% 6.38% 17.17% 8.30%
TZA -1.80% 8.04% 12.48% 6.66% 10.62% 7.20%
DUG -3.22% 7.93% 12.02% 9.88% 8.86% 7.09%
MIDZ -2.01% 7.92% 13.44% 7.66% 7.69% 6.94%
DTO -1.54% 3.81% 9.81% 8.51% 11.33% 6.38%
JNUG -7.64% 6.81% 6.27% 17.36% 8.17% 6.19%
SCO -0.94% 4.19% 8.98% 7.56% 10.50% 6.06%