Friday, December 9, 2016

Model Isn't Calling for Much Change Next Week.

Last week the model worked well for natural gas and oil.  It missed with tech (which was the headline) and the VIX.

Symbol Mon 12 Tue 13 Wed 14 Thu 15 Fri 16 Average VSD
^TRAN 1.65% 0.13% -0.14% 2.64% 0.21% 0.90% .
^XOI 0.36% 1.00% 0.90% 1.07% 1.08% 0.88% .
^XNG 0.49% -0.10% -0.12% 2.02% 1.47% 0.75% .
^BANK 0.31% -0.01% 1.18% 1.45% 0.16% 0.62% .
^RUT -0.21% 1.19% 0.00% 0.65% 1.43% 0.61% .
^HGX -0.65% 0.64% 1.38% 1.68% -1.36% 0.34% .
^UTY -0.02% 1.18% 1.19% -2.11% 1.30% 0.31% .
^INSR -0.18% -0.30% 0.35% 0.64% 0.81% 0.26% .
^GSPC 0.02% 0.01% 0.00% -0.36% -0.43% -0.15% <
^INDS 0.11% 0.00% -0.45% 0.72% -1.17% -0.16% .
^IXIC -0.07% -0.21% -0.73% -1.76% 0.61% -0.43% .
^IXTC -0.33% -0.10% -0.73% -1.72% -1.02% -0.78% .
^IXCO -0.11% 0.41% -1.18% -2.03% -0.99% -0.78% .
^XAU 0.54% -2.07% -0.10% -2.28% -0.67% -0.92% .
^HUI 0.64% -3.07% -1.59% -2.20% -1.19% -1.48% .
^VIX 1.20% -2.15% 3.64% 0.08% -10.73% -1.59% .
^NBI -0.29% -1.34% -3.04% -2.10% -2.72% -1.90% .

Positive Leveraged ETFs


Symbol Mon 12 Tue 13 Wed 14 Thu 15 Fri 16 Average VSD
UGAZ -0.23% 10.95% 14.42% 17.06% 25.15% 13.47% >
BOIL -0.09% 6.82% 3.57% 8.03% 17.84% 7.24% .
JDST -0.69% 19.61% 6.09% 4.70% 1.27% 6.20% .
labd* -4.49% 5.92% 9.28% -0.50% 10.99% 4.24% .
RETL -0.39% 1.12% 4.11% 5.45% 9.15% 3.89% >
INDL 4.47% 0.56% 0.31% 4.43% 8.77% 3.71% .
RUSL 1.54% 1.27% 1.14% 9.73% 4.22% 3.58% .
TECL -0.20% -0.47% 2.56% 6.21% 7.45% 3.11% .
DRN 1.64% -1.38% 2.64% 5.78% 5.93% 2.92% .
SAA -0.05% 3.72% 0.72% 4.05% 5.77% 2.84% .

Negative Levaraged ETFs


Symbol Mon 12 Tue 13 Wed 14 Thu 15 Fri 16 Average VSD
BOM 0.00% 4.99% -2.73% -9.50% -9.50% -3.35% .
RUSS -1.21% -1.60% -4.34% -7.38% -4.50% -3.81% .
FAZ 0.31% -1.61% -3.38% -5.93% -9.05% -3.93% <
NUGT 0.65% -2.53% -7.60% -8.06% -3.32% -4.17% .
JNUG -0.47% -7.36% -12.65% -3.11% 2.00% -4.32% .
DRV 0.32% -1.34% -3.28% -5.75% -11.64% -4.34% <
ery* -2.78% -0.58% -3.43% -13.64% -3.32% -4.75% .
LABU 4.45% -3.18% -9.26% -4.79% -13.43% -5.24% .
KOLD 0.26% -6.30% -2.13% -7.45% -12.65% -5.65% .
DGAZ 0.00% -4.52% -11.03% -16.35% -23.06% -11.00% <

Positive  SP100


Symbol Mon 12 Tue 13 Wed 14 Thu 15 Fri 16 Average VSD
EXC 0.48% 3.01% 1.13% 1.89% 3.21% 1.94% .
SLB 5.16% -0.42% 1.78% 0.62% 1.80% 1.79% .
UNH 0.38% -0.03% 3.25% 2.72% 1.77% 1.62% .
CVS 0.65% 0.78% 0.79% 3.05% 2.76% 1.61% .
DD 0.19% 0.84% 1.53% 3.34% 1.01% 1.38% .
GOOGL 0.34% 1.34% -0.22% 1.43% 3.64% 1.31% .
GM 0.51% 0.97% 0.82% 2.83% 0.63% 1.15% .
BA 0.08% 0.30% 2.10% 1.75% 1.38% 1.12% .
DOW 3.24% -0.28% -0.59% 2.21% 0.78% 1.07% .
BMY 0.56% -0.29% 2.31% 1.49% 1.26% 1.07% .

Negative SP100

Symbol Mon 12 Tue 13 Wed 14 Thu 15 Fri 16 Average VSD
SBUX 0.09% -0.46% 1.22% 0.56% -3.94% -0.51% .
AMGN -0.18% -0.37% -0.62% -1.01% -0.98% -0.63% .
LLY 0.08% 0.85% 0.10% -1.01% -3.36% -0.67% .
PEP 0.07% 0.83% -1.23% -2.48% -1.04% -0.77% .
BIIB -0.07% 0.67% -1.68% -0.04% -2.98% -0.82% .
CSCO -0.22% -0.25% -0.95% -1.82% -0.93% -0.83% .
MDT -0.03% -0.03% 1.31% -2.95% -2.48% -0.83% .
GILD 0.19% 0.38% -1.26% -3.05% -1.35% -1.02% .
ACN -1.32% 1.20% -1.72% -1.94% -1.88% -1.13% .
MDLZ -2.25% -0.01% -2.40% -3.92% -1.23% -1.96% .
NEE 0.81% -26.93% -2.91% -54.59% -26.95% -22.12% .

Saturday, December 3, 2016

Model Has Negatives for Things Technology Related

Looking for a strong VIX move up... market turn in the making?
Energies +++
Symbol Mon 05 Tue 06 Wed 07 Thu 08 Fri 09 Average VSD
^VIX -0.27% 4.32% 2.17% 4.02% 7.97% 3.64% .
^XAU 0.33% 1.78% 2.85% 0.70% 3.83% 1.90% .
^XOI -0.50% -1.00% 3.69% 2.97% 2.24% 1.48% .
^XNG 0.20% -0.64% 1.55% 3.22% 1.38% 1.14% .
^HUI 0.47% 1.16% 2.14% -2.17% 3.17% 0.95% .
^TRAN 0.40% -0.18% 0.59% 1.41% 0.86% 0.62% .
^BANK 0.57% 0.27% 0.90% 0.94% 0.14% 0.56% .
^GSPC 0.11% 0.29% 0.30% 0.31% 0.93% 0.39% >
^RUT 0.56% -0.26% -0.32% -0.25% -1.19% -0.29% .
^INSR 0.34% -0.12% -0.22% -0.99% -0.85% -0.37% .
^INDS -0.18% -0.39% -0.77% -1.38% 0.48% -0.45% .
^IXIC 0.07% -0.14% 0.00% -1.68% -2.07% -0.76% .
^IXCO 0.27% -0.48% -1.72% -2.47% 0.43% -0.79% .
^UTY 0.21% 0.70% -1.34% -2.67% -0.88% -0.80% .
^NBI -0.35% 0.46% 1.30% -2.46% -4.36% -1.08% .
^HGX 0.22% -0.13% -1.88% -1.44% -3.29% -1.30% .
^IXTC -0.12% -0.73% -1.62% -2.38% -2.70% -1.51% <

Top 10 Positive Moving Leveraged ETFs

Symbol Mon 05 Tue 06 Wed 07 Thu 08 Fri 09 Average VSD
UGAZ -0.29% 7.19% 4.64% 15.48% 22.96% 10.00% .
ERX 0.11% -1.29% 8.30% 14.46% 6.78% 5.67% .
UCO 0.43% -0.17% 9.24% 11.33% 5.58% 5.28% .
LABD 2.01% 2.74% 2.92% 12.94% 3.74% 4.87% .
BZQ -0.09% 3.16% 11.03% 0.00% 7.95% 4.41% .
TECS -0.05% -0.63% 5.86% 7.24% 9.00% 4.29% .
RUSL 3.29% 0.40% 2.94% 7.55% 5.52% 3.94% .
DIG -0.01% -1.86% 6.27% 8.23% 4.37% 3.40% .
BIS 0.70% -1.81% 0.21% 5.52% 12.30% 3.38% .
BOIL -0.16% -0.62% -0.38% 4.16% 10.94% 2.79% .

Top 10 Negative Moving Leveraged ETFs

Symbol Mon 05 Tue 06 Wed 07 Thu 08 Fri 09 Average VSD
TECL 0.01% 1.03% -6.17% -6.92% -7.04% -3.82% .
KOLD 0.91% -1.90% -4.07% -3.71% -11.35% -4.02% .
USD 0.75% -1.19% -6.04% -7.27% -8.04% -4.36% <
LABU -1.33% -3.16% -5.67% -8.56% -5.08% -4.76% .
SOXL 0.53% -2.27% -7.90% -10.51% -12.12% -6.46% <
JDST -3.46% -6.94% -5.62% -6.46% -10.47% -6.59% .
UBR 0.19% -2.52% -12.78% -9.53% -8.60% -6.65% .
SCO -0.81% -3.81% -8.15% -11.21% -11.59% -7.11% <
DGAZ 0.74% -7.24% -3.85% -10.51% -18.53% -7.88% .
BRZU 0.19% -3.41% -18.58% -14.33% -9.23% -9.07% .

Top 10 Positive Moving SP 100 Stocks

Symbol Mon 05 Tue 06 Wed 07 Thu 08 Fri 09 Average VSD
DVN 1.56% -0.43% 5.54% 8.17% 5.74% 4.12% .
NOV -0.07% -0.40% 7.22% 4.53% 4.49% 3.16% .
GM 0.02% 0.84% 2.60% 3.70% 3.27% 2.09% .
GS -0.17% 0.93% 2.71% 4.06% 2.58% 2.02% .
HAL -0.46% -0.72% 0.79% 2.10% 7.59% 1.86% .
UNH 0.43% 1.38% -0.49% 3.84% 3.73% 1.78% .
SLB -0.15% -0.15% 1.86% 3.09% 4.17% 1.76% .
APA 0.76% -0.60% 1.76% 3.80% 2.68% 1.68% .
CVS 0.12% 0.87% 1.06% 2.55% 3.55% 1.63% >
COF 0.90% 0.31% 3.40% 2.27% 1.28% 1.63% .

Top 10 Negative Moving SP 100 Stocks

Symbol Mon 05 Tue 06 Wed 07 Thu 08 Fri 09 Average VSD
ABBV -0.70% 0.36% -2.22% -0.63% -2.27% -1.09% .
ABT -0.13% 0.06% -0.54% -1.25% -3.60% -1.09% .
PYPL 0.30% -0.11% -0.95% -2.14% -2.94% -1.17% <
FCX 0.01% -0.21% -2.15% -1.08% -2.45% -1.18% .
CL -0.11% -0.19% -1.79% -2.12% -1.83% -1.21% .
INTC 0.32% 1.11% -2.22% -2.29% -3.22% -1.26% .
MSFT -0.31% -0.17% -1.35% -1.74% -2.90% -1.29% .
MCD -0.46% -0.56% -1.69% -2.54% -1.50% -1.35% .
V -0.40% -0.40% -0.33% -2.87% -3.15% -1.43% .
PCLN 0.17% 0.00% -2.89% -1.94% -2.82% -1.50% .

Saturday, November 26, 2016

Model Forecast Says Small Caps to Continue Up, It Still Doesn't Like Gold or The Miners.

 
Symbol Mon 28 Tue 29 Wed 30 Thu 01 Fri 02 Average VSD
^RUT 0.07% 0.51% 1.10% 1.64% 2.86% 1.24% >
^XNG -0.50% 0.08% -0.22% 2.34% 3.20% 0.98% .
^TRAN -0.98% 0.78% 1.14% 1.48% 2.16% 0.92% >
^BANK -0.10% 0.21% 0.91% 0.32% 2.85% 0.84% .
^HGX -0.32% 1.09% 0.42% -0.85% 2.93% 0.65% .
^GSPC -0.04% -0.13% 0.35% 0.97% 1.97% 0.62% .
^INSR 0.21% 0.01% 0.78% 0.33% 1.34% 0.53% .
^UTY -0.43% 0.92% 0.20% 0.50% 1.43% 0.53% .
^VIX 3.61% 0.35% -3.22% 2.70% -1.10% 0.47% .
^IXIC -0.20% 0.35% 0.23% 0.80% 1.01% 0.44% .
^IXTC -0.13% 0.49% 0.53% 0.42% 0.84% 0.43% .
^XOI 0.05% 0.02% -1.28% 0.65% 2.26% 0.34% .
^INDS -0.15% 0.25% 0.54% 1.22% -1.05% 0.16% .
^IXCO 0.32% -0.14% -0.36% 0.62% -0.25% 0.04% .
^NBI -0.33% 1.61% -3.94% -1.31% -1.08% -1.01% .
^HUI -1.19% 2.13% -3.50% -3.75% 0.19% -1.23% .
^XAU -0.87% -1.72% -3.22% -0.17% -2.66% -1.73% .

Top 10 Estimated Positive Moving Leveraged ETFs

Symbol Mon 28 Tue 29 Wed 30 Thu 01 Fri 02 Average VSD
UGAZ -3.28% 6.00% 3.41% 17.10% 19.94% 8.63% .
JDST 3.19% 7.10% 12.27% 2.36% 8.11% 6.61% .
BOIL -1.13% 5.49% -1.76% 8.71% 16.65% 5.59% .
DGLD 1.99% 4.16% 3.29% 8.36% 10.10% 5.58% .
DUST 0.28% 9.43% 4.58% 7.04% 2.43% 4.75% .
DSLV 0.00% 4.96% 5.12% 4.83% 8.81% 4.75% .
GASL 1.41% 0.54% -1.05% 5.30% 8.96% 3.03% .
UVXY 0.00% -2.59% 6.60% -6.61% 16.24% 2.73% .
SAA -0.77% 0.62% 2.44% 3.17% 7.19% 2.53% >
USD -0.65% -0.33% 1.53% 4.87% 6.70% 2.42% >

Top 10 Estimated Negative Moving Leveraged ETFs

Symbol Mon 28 Tue 29 Wed 30 Thu 01 Fri 02 Average VSD
DRV 0.11% 0.30% -3.92% -3.05% -5.29% -2.37% .
UGL -1.49% -2.15% -4.84% -3.12% -4.02% -3.12% .
UGLD -1.56% -5.72% 0.00% -6.29% -4.79% -3.67% .
TVIX 0.05% 2.19% -1.94% -10.68% -11.88% -4.45% .
USLV 0.00% -8.03% -4.40% -8.80% -4.90% -5.23% .
KOLD 0.54% -5.82% 0.06% -9.77% -11.76% -5.35% .
NUGT -8.16% -0.38% -5.17% -9.04% -4.87% -5.52% .
BOM 0.00% 0.00% -10.41% -9.42% -7.82% -5.53% .
JNUG -1.36% -6.68% -15.80% 2.08% -9.35% -6.22% .
DGAZ 2.97% -5.35% -6.79% -18.33% -22.59% -10.02% <

Top 10 Estimated Positive Moving SP 100 Stocks

Symbol Mon 28 Tue 29 Wed 30 Thu 01 Fri 02 Average VSD
BAC 1.07% 2.25% 1.40% 2.86% 3.38% 2.19% .
VZ -0.11% 0.86% 2.09% 3.23% 4.39% 2.09% >
FCX -1.29% -4.04% 0.41% 4.55% 9.53% 1.83% .
LOW 0.66% 0.08% 1.45% 2.24% 4.36% 1.76% .
T -0.13% 0.35% 1.59% 3.10% 3.75% 1.73% >
COF 0.33% 1.41% 1.47% 1.67% 2.97% 1.57% >
C 0.87% 0.16% 1.52% 1.39% 2.10% 1.21% .
MO -0.21% 0.72% 0.88% 2.08% 2.51% 1.20% >
BA -0.35% -0.20% 1.16% 2.36% 3.00% 1.19% >
GM 0.27% 0.22% 1.59% 1.98% 1.58% 1.13% .

Top 10 Estimated Negative Moving SP 100 Stocks

Symbol Mon 28 Tue 29 Wed 30 Thu 01 Fri 02 Average VSD
CMCSA -1.25% -0.51% -1.79% 0.80% 1.62% -0.23% .
PYPL -0.07% -1.49% -1.11% -0.12% 1.56% -0.24% .
AGN 0.74% -0.16% 2.69% -0.59% -4.41% -0.35% .
GOOGL -0.15% -0.40% -0.64% -0.70% 0.05% -0.37% .
AMGN 0.24% -0.74% -0.19% -0.71% -1.13% -0.51% .
BLK -0.44% -1.15% -0.28% -1.23% 0.51% -0.52% .
MSFT -0.24% -0.24% -1.37% -1.59% 0.66% -0.56% .
BAX -2.13% 1.15% -0.25% -0.92% -1.21% -0.67% .
PCLN -1.09% -1.73% -0.54% 0.05% -0.12% -0.69% .
ABT -0.78% 2.03% -1.33% -1.38% -2.00% -0.69% .

Friday, November 18, 2016

Housing Estimated To Be Up; Not The Miners and Not The VIX

 
Symbol Mon 21 Tue 22 Wed 23 Fri 25 Mon 28 Average VSD
^HGX 0.10% 1.67% 0.60% 1.13% 2.73% 1.25% .
^IXCO 0.16% 0.72% 1.42% 1.99% 1.33% 1.13% .
^INDS 0.12% 0.74% 1.02% 1.61% 1.96% 1.09% >
^BANK -0.10% 0.55% 0.60% 0.97% 3.18% 1.04% >
^GSPC 0.17% -0.13% 0.28% 1.33% 2.00% 0.73% .
^IXIC -0.01% 0.07% 0.70% 1.39% 1.42% 0.71% >
^XNG -0.67% -0.18% -1.53% 2.25% 3.18% 0.61% .
^XOI -0.25% 1.32% -0.58% 1.18% 0.61% 0.46% .
^RUT -0.34% 0.29% 0.08% 0.25% 1.90% 0.44% .
^TRAN -0.22% 0.28% -0.06% 0.20% 1.79% 0.40% .
^INSR 0.01% 0.33% 0.20% -0.08% 1.24% 0.34% .
^XAU -0.87% -0.82% -3.28% 3.08% 0.15% -0.35% .
^UTY 0.23% 0.19% -1.77% -0.56% -0.32% -0.45% .
^NBI 0.14% 0.76% -1.68% -2.68% -0.45% -0.78% .
^IXTC 0.06% -1.72% -1.86% -0.99% -0.46% -0.99% .
^HUI -1.22% -2.10% -4.57% -0.09% 0.47% -1.50% .
^VIX 0.29% -2.62% 1.05% -4.67% -1.84% -1.56% .

Top 10 Estimated Positive Moving Leveraged ETFs

Symbol Mon 21 Tue 22 Wed 23 Fri 25 Mon 28 Average VSD
SOXL 0.59% 3.89% 7.03% 8.61% 12.39% 6.50% >
UGAZ 2.82% 9.04% 5.20% 2.11% 8.93% 5.62% .
DGLD 0.71% 4.92% 3.08% 7.80% 10.10% 5.32% .
DSLV 0.00% 4.96% 4.16% 7.72% 4.03% 4.17% .
SAA 0.00% 1.35% 3.84% 7.43% 8.22% 4.17% >
UWTI -5.46% 5.48% -3.10% 10.94% 10.38% 3.65% .
BOIL 0.21% 6.92% 2.86% 0.76% 5.37% 3.23% .
BRZU 0.05% 5.58% -0.15% 5.37% 5.09% 3.19% .
TECL 2.02% 1.52% -0.36% 5.50% 3.93% 2.52% .
RETL -0.08% 0.75% 4.23% 3.87% 3.80% 2.51% .

Top 10 Estimated Negative Moving Leveraged ETFs

Symbol Mon 21 Tue 22 Wed 23 Fri 25 Mon 28 Average VSD
jnug* 11.58% -1.62% -20.95% -3.45% -1.00% -3.09% .
BIB -5.88% -0.81% -3.76% -4.79% -1.00% -3.25% .
DWTI 1.11% -2.44% 4.33% -10.86% -9.83% -3.54% .
MZZ -3.33% -1.18% -3.78% -5.15% -4.90% -3.67% .
RUSS -3.03% -4.09% -0.87% -5.46% -5.21% -3.73% .
NUGT -2.33% -3.69% -8.30% -3.26% -2.79% -4.07% .
UGLD 0.00% -4.25% -4.35% -8.52% -10.36% -5.50% <
TVIX 0.87% 2.33% -0.55% -10.27% -20.90% -5.70% .
DGAZ -1.37% -9.71% -4.26% -4.90% -10.90% -6.23% .
USLV -6.50% -8.03% -6.12% -8.80% -4.90% -6.87% .

Top 10 Estimated Positive Moving SP 100 Stocks

Symbol Mon 21 Tue 22 Wed 23 Fri 25 Mon 28 Average VSD
AMZN 0.91% 1.88% 1.63% 3.31% 2.73% 2.09% .
TGT -0.61% -0.53% 1.82% 3.58% 4.83% 1.82% >
TWX -0.03% 0.79% 1.47% 3.71% 2.91% 1.77% .
MA 1.90% 0.73% 2.17% 2.10% 0.69% 1.52% .
TXN 0.04% 0.61% 1.04% 2.24% 3.52% 1.49% >
AAPL 0.57% 0.00% 1.59% 3.51% 1.60% 1.45% .
BAX -0.22% 1.11% 2.41% 3.23% 0.65% 1.44% .
MS 0.37% 1.69% 0.54% 1.68% 2.61% 1.38% .
MCD 1.40% 0.05% 0.07% 1.40% 3.67% 1.32% .
EXC 0.35% 1.79% -2.12% 2.05% 3.77% 1.17% .

Top 10 Estimated Negative Moving SP 100 Stocks

Symbol Mon 21 Tue 22 Wed 23 Fri 25 Mon 28 Average VSD
GD -0.48% 0.24% -1.38% -2.00% -0.71% -0.86% .
CL 0.03% -0.79% -0.41% -1.09% -2.18% -0.89% .
SO 0.31% -0.26% -2.41% -1.09% -1.06% -0.90% .
MRK -0.57% -0.22% -1.01% -1.47% -1.95% -1.04% .
AMGN 0.11% -0.83% -0.95% -0.71% -2.95% -1.06% .
CAT -0.11% -1.08% -1.89% -1.59% -1.15% -1.16% .
BIIB -0.36% -0.51% -1.48% -1.85% -1.74% -1.19% .
PFE 0.00% -0.90% -1.24% -1.26% -2.81% -1.24% <
F -0.09% -0.59% -0.91% -2.04% -3.20% -1.37% <
GILD -0.32% -1.43% -1.29% -2.10% -1.96% -1.42% .

Friday, November 11, 2016

The Model Has Transports Continuing Its Move Through Next Week, Watch Out Precious Metals


Symbol Mon 14 Tue 15 Wed 16 Thu 17 Fri 18 Average VSD
^TRAN 0.32% 1.43% 2.80% 4.35% 5.45% 2.87% >
^NBI -0.92% -0.34% 1.36% 4.31% 5.48% 1.98% >
^BANK -0.98% 1.10% 1.69% 3.27% 4.07% 1.83% >
^RUT -0.26% 0.55% 1.79% 2.73% 3.25% 1.61% >
^INSR -0.13% 0.37% 1.22% 1.89% 2.75% 1.22% >
^IXTC 0.59% -0.02% 0.16% 0.98% 2.21% 0.79% .
^IXIC -0.22% 0.10% 0.10% 1.48% 1.79% 0.65% .
^HGX 0.01% -0.32% 0.54% 0.91% 1.48% 0.52% .
^XNG 1.14% -0.86% 0.25% -0.62% 2.59% 0.50% .
^GSPC 0.23% 0.68% 0.12% 0.55% 0.23% 0.36% .
^INDS -0.16% -0.31% -0.83% 0.15% 1.34% 0.04% .
^IXCO 1.06% -0.43% -2.25% -1.59% -0.46% -0.73% .
^XOI 0.38% -1.10% -1.23% -1.69% -0.56% -0.84% .
^UTY 0.16% 0.37% -1.58% -3.04% -3.17% -1.45% .
^XAU 1.60% -2.38% -7.02% -8.38% -6.05% -4.45% .
^HUI -1.53% -3.18% -8.18% -9.89% -11.06% -6.77% <
^VIX -3.19% 2.31% -5.72% -12.14% -21.38% -8.03% .

Top 10 Estimated Positive Moving Leveraged ETFs.

Symbol Mon 14 Tue 15 Wed 16 Thu 17 Fri 18 Average VSD
JDST 2.42% 16.24% 27.04% 22.32% 39.05% 21.41% .
DUST -2.73% 17.39% 26.56% 25.70% 31.32% 19.65% .
TVIX 29.72% 6.74% 13.77% 19.05% 16.48% 17.15% .
BZQ -1.14% 0.43% 7.93% 10.63% 11.91% 5.95% >
UMDD 0.93% 0.91% 4.98% 7.92% 10.49% 5.05% .
UDOW 3.19% 0.86% 3.98% 7.57% 9.15% 4.95% .
URTY -0.58% 1.80% 4.24% 7.58% 10.43% 4.69% >
BIB -0.25% -1.41% 4.25% 9.53% 11.21% 4.67% .
TNA -0.70% 1.59% 4.27% 7.96% 9.75% 4.57% >
MIDU 1.24% 0.99% 3.49% 6.74% 9.21% 4.33% .

Top 10 Estimated Negative Moving Leveraged ETFs.

Symbol Mon 14 Tue 15 Wed 16 Thu 17 Fri 18 Average VSD
KORU 0.61% -0.20% -6.65% -8.86% -10.98% -5.22% <
YINN -1.97% -1.53% -14.31% -8.72% -2.65% -5.84% .
UBR -3.90% -0.49% -8.35% -10.05% -12.26% -7.01% .
UVXY -0.51% 1.02% -2.60% -11.26% -23.95% -7.46% .
LBJ 7.35% -4.22% -9.43% -16.39% -15.56% -7.65% .
EDC 0.70% -4.73% -11.72% -13.68% -9.86% -7.86% .
INDL -3.56% -6.32% -12.57% -8.57% -11.42% -8.49% .
BRZU -0.69% -1.16% -14.23% -16.17% -18.21% -10.09% <
NUGT -5.93% -10.31% -24.05% -27.68% -28.88% -19.37% <
jnug* -17.42% -17.21% -22.95% -23.90% -37.07% -23.71% .

Top 10 Estimated Positive Moving SP 100 Stocks

Symbol Mon 14 Tue 15 Wed 16 Thu 17 Fri 18 Average VSD
FCX 0.89% 0.82% 7.67% 13.44% 19.18% 8.40% .
GM 2.41% 3.06% 3.99% 4.04% 5.78% 3.86% >
F -0.13% 2.57% 4.05% 4.79% 6.18% 3.49% >
GD 0.41% 1.70% 3.21% 4.96% 6.67% 3.39% >
ABBV 0.03% -0.33% 3.96% 5.16% 6.75% 3.11% .
AMGN -0.08% 0.63% 2.94% 4.63% 6.83% 2.99% >
UNP -0.16% 0.42% 3.08% 4.71% 6.21% 2.85% >
COF 0.40% 1.63% 3.08% 3.22% 5.84% 2.83% >
GS 0.71% 1.65% 2.04% 3.64% 6.05% 2.82% >
UTX 0.07% 1.41% 3.29% 3.82% 5.37% 2.79% >

Top 10 Estimated Negative Moving SP 100 Stocks

Symbol Mon 14 Tue 15 Wed 16 Thu 17 Fri 18 Average VSD
PG -0.24% -1.25% -3.08% -2.03% -2.44% -1.81% .
KO -0.05% -0.92% -3.11% -2.68% -2.36% -1.82% .
PEP 0.63% -0.77% -3.46% -3.25% -2.88% -1.95% .
CL -0.49% -0.18% -3.12% -3.29% -3.70% -2.16% .
MO -0.21% -0.94% -2.93% -3.66% -4.60% -2.47% <
PM -0.34% -0.95% -2.73% -3.95% -5.12% -2.62% <
AMZN -0.03% -0.06% -5.32% -5.41% -2.40% -2.65% .
MDLZ -0.36% -2.05% -4.13% -2.65% -4.46% -2.73% .
EXC 0.25% -0.50% -3.82% -5.03% -5.85% -2.99% <

Friday, November 4, 2016

Model Still Favors VIX Being Up, Expects Energies To Stay Flat or Worse.

 I wish I could enter a "election" attribute to the model but I can't.  Tuesday's results may and probably will change the model's numbers.

Symbol Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
^VIX -1.06% -2.12% 6.14% 19.19% 23.03% 9.04% .
^XAU 0.71% 0.32% 1.62% 1.26% 3.39% 1.46% .
^HUI 0.75% 0.99% -1.55% 1.77% 1.77% 0.75% .
^TRAN 0.54% 0.43% 0.41% 0.20% 0.94% 0.50% .
^GSPC 0.23% 0.68% 0.12% 0.55% 0.23% 0.36% .
^RUT 0.61% 1.15% 0.60% -0.42% -1.89% 0.01% .
^BANK 0.79% 0.63% 0.16% -1.04% -0.53% 0.00% .
^HGX -0.20% 1.42% 0.20% -0.42% -1.16% -0.03% .
^IXTC 0.51% 0.53% 0.08% -0.70% -0.83% -0.08% .
^XOI 0.63% 0.22% -0.13% -1.04% -1.46% -0.36% <
^NBI 0.25% 0.94% 0.11% -0.50% -3.12% -0.46% .
^UTY 0.16% 0.39% -0.36% -1.76% -0.75% -0.47% .
^INSR 0.09% -0.12% -0.15% -1.85% -1.79% -0.76% .
^INDS -0.12% -0.26% -0.63% -1.59% -1.72% -0.86% <
^IXIC -0.14% -0.29% -1.28% -1.64% -2.29% -1.13% <
^XNG -0.41% -0.29% -0.66% -2.31% -3.35% -1.40% .
^IXCO -1.59% -1.02% -1.40% -2.50% -2.70% -1.84% .

Top 10 Positive Moving Leveraged ETFs

Symbol Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
TVIX 29.72% 6.74% 13.77% 19.05% 16.48% 17.15% .
DWTI 6.14% -1.72% 10.30% 21.67% 34.55% 14.19% .
DGAZ -6.58% 0.94% 14.03% 25.11% 29.99% 12.70% >
UVXY 1.70% 5.25% 10.01% 17.12% 13.89% 9.60% .
DTO 5.44% 0.49% 6.61% 13.23% 20.62% 9.28% .
RUSS 7.96% 2.26% 11.84% 13.42% 8.95% 8.89% .
KOLD -2.78% 1.62% 2.45% 13.32% 16.05% 6.13% >
SCO 1.93% 1.29% 5.78% 4.07% 17.03% 6.02% .
YANG 5.16% 0.87% 8.25% 1.28% 4.84% 4.08% .
TECS -0.62% 1.94% 4.53% 5.47% 6.84% 3.63% >

Top 10 Negative Moving Leveraged ETFs

Symbol Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
GASL 2.60% -0.27% -1.58% -10.66% -11.95% -4.37% <
EDC -3.06% -2.66% -4.93% -6.98% -6.53% -4.83% .
SVXY 0.10% -1.95% -5.48% -8.47% -8.97% -4.96% <
INDL 0.70% -4.23% -5.14% -8.31% -8.95% -5.18% <
BOIL 0.40% -1.70% -2.95% -8.23% -14.47% -5.39% <
RUSL -2.30% 1.60% -9.00% -10.84% -6.70% -5.45% .
UCO -0.86% -1.43% -5.20% -7.06% -14.91% -5.89% <
LBJ -1.07% -3.92% -4.78% -8.77% -11.43% -5.99% <
UWTI -4.51% 0.47% -11.37% -21.30% -27.41% -12.82% .
ugaz* 2.07% -4.18% -13.85% -21.57% -27.27% -12.96% <

Top 10 Positive Moving SP 100 Stocks

Symbol Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
DVN 2.19% 0.61% 4.72% 4.97% 1.23% 2.74% .
FOXA 1.44% 1.81% 3.12% 2.21% 2.79% 2.27% .
FCX 1.45% 5.02% -0.52% -1.71% 1.38% 1.12% .
BLK -0.12% 1.08% 1.11% 1.50% 1.55% 1.02% >
MET 0.13% 0.87% 1.69% 2.31% 0.07% 1.01% .
FDX -0.31% 0.73% 2.07% 1.63% 0.78% 0.98% .
HAL 0.99% 0.47% 0.45% 2.11% 0.17% 0.84% .
ACN 0.01% -0.09% 0.76% 1.23% 2.05% 0.79% .
MDT -0.50% 0.60% 1.56% 0.59% 1.64% 0.78% .
ABT 0.84% 1.51% 0.85% 1.46% -0.86% 0.76% .

Top 10 Negative Moving SP 100 Stocks

Symbol Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
PFE 0.39% 0.31% -0.97% -2.56% -3.62% -1.29% <
SPG 0.35% 0.23% -0.32% -3.07% -3.67% -1.30% <
TXN -0.39% -1.18% -0.79% -2.09% -2.65% -1.42% .
INTC 0.07% -1.14% -1.25% -3.13% -2.10% -1.51% .
AAPL 0.24% -1.36% -0.36% -2.86% -3.26% -1.52% .
MDLZ 0.65% -1.14% -2.03% -3.80% -4.31% -2.12% <
OXY 0.39% -0.45% -1.44% -4.42% -5.49% -2.28% <
FB 0.48% -0.10% -3.03% -4.85% -4.52% -2.40% .
APA 0.76% -0.67% -3.64% -2.78% -7.93% -2.85% .
AIG 1.41% -2.47% -3.83% -5.36% -5.78% -3.21% <