Friday, June 23, 2017

Selected L.ETFs Estimates for The First Week Of July

This Weeks Call

Sym Scale
3-0
Positive
LABD 2.45
TQQQ 2.36
BIS 2.3
EZU 2.28
EWG 2.22
DGLD 2.21
IEFA 2.21
VGK 2.2
QLD 2.18
EWU 2.16
Negative
FXP 1.07
QID 1.06
TECS 1.02
UBIO 0.99
EDZ 0.97
YANG 0.82
FAZ 0.8
TVIX 0.79
uvxy* 0.79
LABU 0.45

Last Week So Far

Sym Scale
3-0
Last 5 Day
% Change
Positive
dgaz* 2.42 0.1111
NUGT 2.28 3.56%
SOXL 2.23 4.78%
EEM 2.19 -0.03%
VGK 2.14 -1.76%
YINN 2.12 1.56%
EDC 2.11 1.21%
ERY 2.11 9.44%
EWY 2.11 0.07%
GDX 2.11 0.88%
Negative
SOXS 0.56 -5.03%
TECS 0.62 -3.80%
SQQQ 0.65 -4.99%
uvxy* 0.6 -3.86%
DRIP 0 9.85%
QID 0.66 -3.32%
BRZU 0.64 -8.13%
VXX 0.56 -2.05%
JDST 0.7 -2.53%
YANG 0.66 -1.83%

The Call From 2 Weeks Ago.

Sym Scale
3-0
Last 10 Day
% Change
Positive
LABD 2.19 -15.36%
TECL 2.03 -0.41%
dgaz* 1.97 9.40%
GUSH 1.96 -13.15%
RUSL 1.91 -11.72%
SOXL 1.9 -2.98%
EEM 1.89 -0.74%
TQQQ 1.83 0.05%
EWY 1.82 -0.62%
DSLV 1.8 7.04%
Negative
TECS 0.24 0.29%
ugaz* 0.25 -9.97%
SQQQ 0.4 -0.49%
QID 0.48 -0.35%
VXX 0.49 -2.55%
uvxy* 0.53 -7.42%
SOXS 0.57 2.49%
DIG 0.64 -3.80%
JDST 0.64 -3.79%
FXP 0.69 2.04%

Wednesday, June 21, 2017

Using Association Rules To Determine Potential Price Change

Recently I started looking into association rule making with the WEKA package.

Attributes are based on price movement, moving average, MACD, etc.  The class attributes are nil, buy or sell. A buy signal is true if the price change for the range of days is greater than the average.  Sell if the price range change is less than 1. And nil otherwise.

I set the confidence level pretty low at 66%.

The buy/sell signal is given only if the rules are satisfied.   FYI : If a rule is not satisfied IT DOES NOT MEAN THE OPPOSITE.

Nil signals are ignored.

Here are tonight's results.  We'll see.

Symbol Days Out Signal Confidence
BIB 3 Buy 0.6967
BIB 4 Buy 0.6739
BIB 9 Sell 0.675
BIB 10 Sell 0.773
CHAU 7 Buy 0.7084
CHAU 8 Buy 0.7268
CHAU 9 Buy 0.7503
CHAU 10 Buy 0.7549
DGAZ 5 Sell 0.7508
DGAZ 6 Sell 0.6748
DGAZ 10 Sell 0.6778
DIG 3 Sell 0.7139
DIG 6 Sell 0.7384
DIG 7 Sell 0.7517
DSLV 5 Buy 0.7314
DSLV 6 Buy 0.789
DSLV 7 Buy 0.7833
DSLV 8 Buy 0.7586
DUG 5 Buy 0.678
DUG 6 Buy 0.709
DUG 7 Buy 0.722
DUG 8 Buy 0.704
DUG 9 Buy 0.7034
DUST 4 Buy 0.6727
DXJ 5 Buy 0.685
EDC 4 Sell 0.6932
EDC 6 Buy 0.6878
EDC 7 Buy 0.6843
EDC 8 Buy 0.7087
EDC 9 Buy 0.7126
EDC 10 Buy 0.6932
EEV 7 Sell 0.6774
EEV 8 Sell 0.685
EEV 9 Sell 0.676
EEV 10 Sell 0.6814
EPI 8 Buy 0.6747
EPI 9 Buy 0.673
ERX 3 Sell 0.6863
ERX 4 Sell 0.6966
ERX 6 Sell 0.6833
ERX 7 Sell 0.684
ERX 8 Sell 0.7598
ERX 9 Sell 0.7679
ERX 10 Sell 0.7477
ERY 3 Buy 0.691
EWG 5 Buy 0.673
EWH 8 Sell 0.7034
EWJ 7 Buy 0.675
EWU 8 Buy 0.6798
EWY 5 Buy 0.6814
EWY 6 Buy 0.673
EZU 6 Buy 0.6806
EZU 7 Buy 0.681
EZU 8 Buy 0.7008
EZU 9 Buy 0.7038
EZU 10 Buy 0.6784
FXI 4 Buy 0.672
GDX 4 Sell 0.6886
GDX 5 Sell 0.6886
GDX 6 Sell 0.6886
GDX 7 Sell 0.7009
GDX 8 Sell 0.6796
GDX 10 Sell 0.7346
GUSH 4 Buy 0.685
HEDJ 6 Buy 0.6806
IAU 8 Buy 0.6775
IAU 10 Buy 0.6836
IEMG 8 Buy 0.6729
IEMG 9 Buy 0.684
IEMG 10 Buy 0.675
INDA 8 Buy 0.6809
INDA 9 Buy 0.677
INDL 7 Buy 0.6814
INDL 8 Buy 0.683
IVV 10 Buy 0.708
IWD 6 Sell 0.6868
IWD 7 Sell 0.6859
IWD 9 Sell 0.6747
IYR 5 Buy 0.6966
LABD 3 Sell 0.67
LMLP 6 Buy 0.676
MVV 5 Buy 0.6868
MVV 6 Buy 0.7167
MVV 7 Buy 0.702
MVV 7 Sell 0.6735
NUGT 3 Sell 0.6773
NUGT 4 Sell 0.69
NUGT 5 Sell 0.7084
NUGT 6 Sell 0.7084
NUGT 7 Sell 0.7084
NUGT 8 Sell 0.7539
NUGT 9 Sell 0.7379
QQQ 4 Buy 0.6972
SMH 5 Buy 0.673
SOXL 10 Buy 0.7183
SPXL 6 Sell 0.6896
SPXL 7 Sell 0.6972
SPXL 9 Buy 0.674
SPXL 10 Buy 0.688
SPY 9 Buy 0.697
SPY 10 Buy 0.698
SRTY 5 Buy 0.6872
SSO 7 Sell 0.7077
SSO 8 Buy 0.6885
TECL 4 Buy 0.712
TECL 7 Buy 0.7196
TECL 8 Buy 0.7031
TECL 9 Buy 0.6784
TNA 6 Buy 0.7152
UBIO 5 Sell 0.708
UBIO 8 Sell 0.7465
UDOW 4 Buy 0.694
UGLD 3 Sell 0.682
UGLD 8 Sell 0.672
UGLD 9 Sell 0.698
USLV 3 Sell 0.6784
USLV 4 Sell 0.7077
USLV 5 Sell 0.6953
USLV 8 Sell 0.7093
USMV 8 Buy 0.6953
USMV 9 Buy 0.6819
USMV 10 Buy 0.6806
UVXY 3 Sell 0.6803
UYG 10 Sell 0.672
VOO 8 Buy 0.7092
VTI 8 Buy 0.701
VWO 10 Buy 0.676
XLK 10 Buy 0.7074
XLP 8 Buy 0.6758
XLP 9 Buy 0.7102
XLP 10 Buy 0.7148
XLU 5 Buy 0.6979
XLU 9 Buy 0.681
XLV 8 Sell 0.69
XLV 9 Sell 0.705
XLV 10 Sell 0.679
XME 10 Sell 0.6756
YINN 4 Buy 0.6745
YINN 6 Sell 0.6988
YINN 7 Sell 0.678
YINN 9 Buy 0.6918

Sunday, June 18, 2017

L.ETFs Estimates for The Last Week Of June

10 Days Out

Sym Scale
3-0
dgaz* 2.42
NUGT 2.28
SOXL 2.23
EEM 2.19
VGK 2.14
YINN 2.12
EDC 2.11
ERY 2.11
EWY 2.11
GDX 2.11


Negative


SOXS 0.56
TECS 0.62
SQQQ 0.65
uvxy* 0.6
DRIP 0
QID 0.66
BRZU 0.64
VXX 0.56
JDST 0.7
YANG 0.66

How's Last Week's Doing So Far

Sym Scale
3-0
Last 5 Day
% Change
Positive
LABD 2.19 -2.52%
TECL 2.03 -1.63%
dgaz* 1.97 5.23%
GUSH 1.96 -3.75%
RUSL 1.91 -6.84%
SOXL 1.9 -3.65%
EEM 1.89 -0.54%
TQQQ 1.83 -1.49%
EWY 1.82 -0.15%
DSLV 1.8 -0.55%
Negative
TECS 0.24 1.69%
ugaz* 0.25 -4.20%
SQQQ 0.4 1.27%
QID 0.48 0.82%
VXX 0.49 -0.30%
uvxy* 0.53 -4.58%
SOXS 0.57 3.67%
DIG 0.64 -0.54%
JDST 0.64 -5.12%
FXP 0.69 2.25%

From 2 Weeks Ago

Sym Scale
3-0
Last 10 Day
% Change
Positive
JDST 2.23 -15.28%
BIB 2.03 -1.26%
dgaz* 2.03 7.60%
XIV 1.93 14.95%
GDX 1.92 -0.16%
GUSH 1.89 -2.66%
JNK 1.89 -0.27%
LABU 1.89 2.06%
XRT 1.87 -1.25%
KRE 1.86 5.07%
Negative
BRZU 0.39 -5.60%
TVIX 0.73 -27.75%
SPXU 0.8 0.30%
VXX 0.83 -2.19%
VIXY 0.84 -0.28%
SQQQ 0.85 6.23%
SPXS 0.86 0.49%
EWW 0.87 3.32%
SDS 0.87 0.25%
USO 0.87 -4.73%

Friday, June 9, 2017

With Today's Tech Sell-Off I Can't Trust These #s.

Over the next 10 days.

Sym Scale
3-0
Positive
LABD 2.19
TECL 2.03
dgaz* 1.97
GUSH 1.96
RUSL 1.91
SOXL 1.9
EEM 1.89
TQQQ 1.83
EWY 1.82
DSLV 1.8
Negative
TECS 0.24
ugaz* 0.25
SQQQ 0.4
QID 0.48
VXX 0.49
uvxy* 0.53
SOXS 0.57
DIG 0.64
JDST 0.64
FXP 0.69

Last week's call w/ 5 days left

Sym Scale
3-0
Last 5 Day
% Change
Positive
JDST 2.23 -16.05%
BIB 2.03 -1.47%
dgaz* 2.03 2.78%
XIV 1.93 1.39%
GDX 1.92 2.70%
GUSH 1.89 -1.85%
JNK 1.89 -0.34%
LABU 1.89 0.16%
XRT 1.87 -1.67%
KRE 1.86 2.36%
Negative
BRZU 0.39 -1.35%
TVIX 0.73 -2.95%
SPXU 0.8 0.68%
VXX 0.83 0.76%
VIXY 0.84 1.18%
SQQQ 0.85 2.06%
SPXS 0.86 0.81%
EWW 0.87 2.57%
SDS 0.87 0.46%
USO 0.87 -2.76%

10 Days Ago.

Sym Scale
3-0
Last 10 Day
% Change
Positive
JNUG 2.46 7.25%
SMHD 1.69 -2.44%
BRZU 1.66 -1.29%
ERY 1.58 4.47%
LBJ 1.57 -1.10%
DSLV 1.55 -6.61%
MIDU 1.53 2.18%
NUGT 1.49 3.29%
XRT 1.47 0.28%
LABD 1.46 -3.70%
Negative
EWU 0.91 -0.31%
GUSH 0.96 -13.37%
JDST 1.04 -8.60%
LMLP 1.08 6.55%
XLK 1.1 0.94%
DIA 1.11 0.48%
ITB 1.12 0.43%
INDA 1.13 2.44%
TQQQ 1.13 3.06%
EWU 0.91 -0.31%

Saturday, June 3, 2017

Models Calling for Another Positive 10 Day Outlook

With another week to go last week's positive are correct 5 out of 10 while the negatives have missed just 1.  

And in the final call from 2 weeks ago the positives were correct for 6 out of 10 while the negatives estimated only one direction correct.

For next 10 days with both BIB and LABU in the positives look  for a positive move for biotech.   Also with XIV in the positive and VXX, VIXY, SQQQ and SPXS being negative the models are calling for a positive general market over the next 10 days.

Note the discrepancy/indecision with JDST and GDX in the positive group.

This Week's Call

Sym Scale
3-0
Positive
JDST 2.23
BIB 2.03
dgaz* 2.03
XIV 1.93
GDX 1.92
GUSH 1.89
JNK 1.89
LABU 1.89
XRT 1.87
KRE 1.86
Negative
BRZU 0.39
TVIX 0.73
SPXU 0.8
VXX 0.83
VIXY 0.84
SQQQ 0.85
SPXS 0.86
EWW 0.87
SDS 0.87
USO 0.87

Last Week's Call  

Sym Scale
3-0
Last 5 Day
% Change
Positive
JNUG 2.46 -1.83%
SMHD 1.69 -2.15%
BRZU 1.66 1.41%
ERY 1.58 4.39%
LBJ 1.57 -1.26%
DSLV 1.55 -2.47%
MIDU 1.53 0.96%
NUGT 1.49 -1.38%
XRT 1.47 0.73%
LABD 1.46 3.15%
Negative
UCO 0.33 -1.26%
USO 0.46 -0.47%
XME 0.48 -1.32%
XOP 0.53 -3.34%
ERX 0.54 -4.42%
TBT 0.59 -2.32%
TWM 0.59 -0.46%
OIL 0.6 -0.82%
BZQ 0.62 -1.28%
dust* 0.64 0.53%

The Final Call

Sym Scale
3-0
Last 10 Day
% Change
Positive
BRZU 2.23 19.57%
SPXL 2.14 6.45%
SQQQ 2.14 -7.98%
JNUG 2.07 -7.71%
MIDU 2.06 6.74%
TNA 2.04 5.17%
INDL 1.98 2.64%
EWZ 1.97 7.24%
TECS 1.97 -7.84%
UNG 1.94 -3.12%
Negative
EWU 0.91 0.61%
GUSH 0.96 -9.12%
JDST 1.04 7.13%
LMLP 1.08 6.55%
XLK 1.1 2.78%
DIA 1.11 1.98%
ITB 1.12 0.92%
INDA 1.13 0.98%
TQQQ 1.13 8.57%
EWU 0.91 0.61%

Monday, May 29, 2017

Maybe "Sell In May..." Is In Play

Based on 4 separate computer models I'm looking for a general drop in the U.S. markets in the coming 2 to 3 weeks.

In particular note the rise in the VIX while the bottom four are general market indexes.  And leading the downers is Transports; didn't Chas. Dow use the Transports as a leading indicator for the general market?

We shall see...


Symbol Day 0 Day 1 Day 2 Day 3 Day 4 Day 5 Day 6 Day 7 Day 8 Day 9 Average
^VIX 9.32% 11.23% 12.11% 10.08% 20.39% 14.29% 14.42% 28.01% 24.01% 12.35% 15.62%
^XNG 1.32% 5.01% 3.08% 2.90% 3.16% 2.34% 0.84% 0.47% 2.91% 1.94% 2.40%
^BANK 0.79% 0.73% 3.47% 3.39% 4.00% 3.31% 0.72% 1.52% 1.56% 2.39% 2.19%
^IXTC 1.05% 0.99% 0.90% 0.70% 1.35% 1.84% 0.68% -0.50% -0.02% 1.49% 0.85%
^HGX -1.48% 1.21% 1.09% 0.48% 0.25% 0.34% 0.18% 0.81% 0.91% 1.46% 0.52%
^XAU -2.36% -0.65% 0.07% 1.41% 1.48% -0.28% 0.59% 0.55% 1.48% 2.69% 0.50%
^HUI 0.17% 2.17% -0.79% -1.76% -1.85% -1.47% 1.75% 1.88% 0.05% 1.82% 0.20%
^XOI -0.79% 0.51% -0.50% -0.29% 0.73% 0.29% 0.80% -0.84% 1.82% -0.38% 0.13%
^NBI 0.20% -0.18% -0.24% 0.11% 0.57% 0.93% -1.37% 0.02% -0.72% -1.46% -0.21%
^INSR -0.52% -0.53% -0.56% 0.12% -0.78% 0.06% -1.08% -0.65% -0.67% 1.06% -0.36%
^IXCO -0.51% -1.01% -1.40% -1.06% -0.56% 0.09% -1.94% -1.70% -1.06% 0.41% -0.87%
^NASD -0.32% -0.18% -1.65% -1.57% -0.98% -0.58% -1.91% -1.42% -1.44% -0.11% -1.02%
^INDS -0.83% -1.42% -1.63% -1.11% -1.46% -1.43% -2.59% -2.15% -1.51% 0.34% -1.38%
^SP500 -0.38% -1.64% -1.52% -1.74% -1.89% -1.41% -1.48% -1.59% -2.37% -0.86% -1.49%
^UTY -2.50% -2.32% -2.32% -1.23% -1.97% -2.73% -2.52% -2.81% -1.82% 1.13% -1.91%
^TRAN -3.27% -1.89% -2.77% -2.63% -2.41% -3.15% -6.42% -3.69% -4.17% -1.37% -3.18%
    The 4 models:
  1. Positive Change
      Decide if change is estimated to be:
    1. greater than average positive change
    2. positive but not greater than average positive change
    3. negative change
  2. Negative Change
      Decide if change is estimated to be:
    1. less than average negative change
    2. negative but not less than average negative change
    3. negative change
  3. Positive or negative Change
      Decide if change is estimated to be:
    1. greater than average positive change
    2. positive but not greater than average positive change
    3. negative but not less than average negative change
    4. less than average negative change
  4. Average change (an average change can be either positive or negative) with standard deviation
      Decide is estimated to be:
    1. greater than average plus 1.5 * std dev.
    2. greater than average but less than average plus 1.5 * std dev.
    3. less than average less 1.5 * std dev.
    4. less than average

Saturday, May 27, 2017

10 Day Strongest/Weakest Forecast of Selected Leveraged ETFS

Next 10 Day Call
Sym Scale
3-0
Positive
JNUG 2.46
SMHD 1.69
BRZU 1.66
ERY 1.58
LBJ 1.57
DSLV 1.55
MIDU 1.53
NUGT 1.49
XRT 1.47
LABD 1.46
Negative
UCO 0.33
USO 0.46
XME 0.48
XOP 0.53
ERX 0.54
TBT 0.59
TWM 0.59
OIL 0.6
BZQ 0.62
dust* 0.64

Last Weeks;s 10 Day Call

Sym Scale
3-0
Last 5 Day
% Change
Positive
BRZU 2.23 -36.13%
SPXL 2.14 -2.65%
SQQQ 2.14 1.75%
JNUG 2.07 -0.68%
MIDU 2.06 -4.23%
TNA 2.04 -5.86%
INDL 1.98 -4.78%
EWZ 1.97 -11.36%
TECS 1.97 2.67%
UNG 1.94 -3.90%
Negative
EWU 0.91 0.82%
GUSH 0.96 -6.85%
JDST 1.04 -0.82%
LMLP 1.08 -1.22%
XLK 1.1 -1.05%
DIA 1.11 -0.80%
ITB 1.12 -0.72%
INDA 1.13 -1.63%
TQQQ 1.13 -2.23%

10 Days Ago Call

Sym Scale
3-0
Last 10 Day
% Change
Positive
JNUG 2.33 22.91%
BND 2.3 0.56%
VNQ 2.22 -0.20%
XLU 2.2 0.51%
EWC 2.18 -0.63%
IWM 2.16 -0.95%
JNK 2.15 0.49%
TLT 2.15 1.38%
EPI 2.14 1.39%
UYM 2.14 -0.90%
Negative
NUGT 0.56 18.12%
FAZ 0.58 2.89%
UBIO 0.63 1.82%
UVXY 0.67 3.30%
SQQQ 0.69 -1.52%
QID 0.7 -0.93%
SPXU 0.7 0.93%
SRTY 0.7 2.68%
VIXY 0.71 2.30%
VXX 0.71 2.42%