Model Calling For A Continuation of Friday's Sell-off

Symbol	Mon 27	Tue 28	Wed 29	Thu 30	Fri 01	Average	VSD
^VIX	29.92%	14.03%	26.86%	24.48%	20.15%	23.09%	.
^HUI	7.37%	4.50%	7.40%	4.78%	4.44%	5.70%	.
^XAU	4.43%	2.84%	4.98%	2.82%	3.20%	3.65%	.
^UTY	1.08%	0.47%	0.44%	0.46%	-0.19%	0.45%	.
^HGX	-0.39%	-1.53%	-1.19%	-1.42%	-0.53%	-1.01%	.
^GSPC	-0.73%	-2.37%	-1.66%	-1.79%	-0.94%	-1.50%	.
^RUT	-0.96%	-1.96%	-1.70%	-2.07%	-1.25%	-1.59%	.
^INSR	-1.51%	-2.71%	-1.92%	-1.35%	-1.16%	-1.73%	.
^TYX	-2.63%	-2.64%	-2.25%	-1.11%	-0.20%	-1.76%	.
^XOI	-2.82%	-2.32%	-2.13%	-1.46%	-0.23%	-1.79%	>
^INDS	-1.19%	-2.80%	-2.12%	-2.28%	-1.42%	-1.96%	.
^IXCO	-1.92%	-2.37%	-2.41%	-2.04%	-1.29%	-2.01%	.
^IXIC	-1.71%	-2.68%	-2.06%	-2.23%	-1.43%	-2.02%	.
^XNG	-1.85%	-2.89%	-3.36%	-2.28%	-1.15%	-2.31%	.
^BANK	-3.66%	-2.79%	-2.30%	-2.20%	-1.21%	-2.43%	>
^NBI	-2.91%	-2.20%	-1.89%	-2.98%	-2.68%	-2.53%	.
^IXTC	-3.13%	-3.49%	-3.04%	-2.93%	-2.60%	-3.04%	.
^TRAN	-2.79%	-3.40%	-3.23%	-3.62%	-2.61%	-3.13%	.

Top 10 Positive Moving Leveraged ETFS.

Symbol	Mon 27	Tue 28	Wed 29	Thu 30	Fri 01	Average	VSD
uvxy*	24.14%	11.56%	18.45%	18.70%	6.06%	15.78%	.
tvix*	23.39%	11.56%	16.89%	19.99%	4.60%	15.29%	.
NUGT	19.75%	13.91%	20.82%	12.20%	9.16%	15.17%	.
JNUG	16.85%	16.18%	16.34%	6.63%	10.23%	13.24%	.
DWTI	12.11%	7.46%	9.87%	10.86%	5.16%	9.09%	.
RUSS	15.80%	2.12%	10.09%	7.67%	2.34%	7.60%	.
ugld*	9.64%	9.14%	7.89%	5.75%	5.00%	7.48%	<
faz*	12.73%	6.06%	7.86%	6.01%	4.06%	7.34%	.
MIDZ	10.84%	7.07%	8.14%	6.52%	3.43%	7.20%	.
SMN	10.69%	4.45%	6.61%	6.41%	5.73%	6.78%	.

Next Week Overall May Be A Downer

Nothing stands out; though I will stay away from biotech and transportation related issues.

Symbol	Mon 20	Tue 21	Wed 22	Thu 23	Fri 24	Average	VSD
^XNG	2.08%	0.64%	0.69%	0.72%	0.38%	0.90%	.
^UTY	0.63%	1.00%	0.60%	0.95%	0.89%	0.81%	.
^IXTC	0.70%	0.94%	0.74%	0.68%	-0.14%	0.58%	.
^XAU	1.10%	-1.73%	2.47%	0.20%	0.85%	0.58%	.
^TYX	2.32%	0.44%	0.61%	-0.11%	-0.44%	0.57%	.
^XOI	1.21%	0.83%	0.62%	0.21%	-1.46%	0.28%	<
^HGX	1.14%	0.84%	0.66%	-0.70%	-2.18%	-0.05%	<
^INDS	-0.14%	-0.01%	0.01%	0.11%	-0.43%	-0.09%	.
^GSPC	0.20%	0.18%	0.12%	-0.46%	-0.97%	-0.18%	<
^RUT	0.29%	-0.32%	0.12%	-0.51%	-1.30%	-0.35%	.
^HUI	0.68%	-2.51%	1.56%	-0.79%	-1.08%	-0.43%	.
^INSR	0.06%	0.37%	-0.40%	-0.82%	-1.77%	-0.51%	.
^IXIC	-0.20%	-0.59%	-0.48%	-0.75%	-1.58%	-0.72%	.
^IXCO	-0.73%	-1.07%	-1.00%	-1.02%	-1.76%	-1.11%	.
^BANK	0.50%	-0.76%	-0.67%	-2.17%	-3.07%	-1.23%	.
^TRAN	0.80%	-0.53%	-0.53%	-2.49%	-3.58%	-1.26%	<
^VIX	-0.45%	-4.62%	-6.79%	-10.25%	13.34%	-1.76%	.
^NBI	-1.31%	-1.77%	-1.85%	-2.24%	-3.64%	-2.16%	<

And The Model Says, "The Only Thing Looking Positive Next Week Is The VIX."

Looking back at last week's blog post I should have held on to JNUG.  What a move this week.

Symbol	Mon 13	Tue 14	Wed 15	Thu 16	Fri 17	Average	VSD
^VIX	17.28%	21.72%	21.49%	24.91%	27.84%	22.65%	.
^HUI	-1.44%	-0.27%	2.73%	1.77%	1.45%	0.85%	.
^UTY	-0.28%	0.46%	0.85%	0.96%	1.08%	0.61%	>
^XAU	-1.49%	-1.22%	1.80%	0.86%	2.52%	0.49%	.
^TRAN	-0.84%	-0.93%	-0.41%	0.78%	0.83%	-0.11%	.
^INSR	-0.36%	-0.66%	-0.31%	-0.29%	-0.26%	-0.37%	.
^GSPC	-0.42%	-1.17%	-0.99%	-0.72%	-0.45%	-0.75%	.
^IXCO	-0.78%	-1.13%	-0.94%	-0.67%	-0.62%	-0.83%	.
^RUT	-0.94%	-2.05%	-1.41%	-1.07%	-0.14%	-1.12%	.
^HGX	-1.06%	-1.86%	-1.68%	-0.65%	-0.46%	-1.14%	.
^INDS	-0.97%	-1.58%	-1.51%	-1.17%	-0.99%	-1.24%	.
^XOI	-2.01%	-2.96%	-2.51%	-0.32%	1.05%	-1.35%	.
^IXIC	-1.02%	-1.75%	-1.52%	-1.32%	-1.30%	-1.38%	.
^BANK	-0.59%	-1.95%	-1.76%	-2.06%	-1.18%	-1.51%	.
^IXTC	-1.33%	-2.03%	-2.10%	-1.29%	-1.31%	-1.61%	.
^TYX	-1.01%	-2.65%	-3.71%	-3.98%	-2.99%	-2.87%	.
^XNG	-3.43%	-3.68%	-4.29%	-3.28%	-0.37%	-3.01%	.
^NBI	-2.37%	-4.06%	-4.61%	-6.94%	-5.84%	-4.76%	.

 

 

Top 10 Positive Moving Leveraged ETFs.

Symbol	Mon 13	Tue 14	Wed 15	Thu 16	Fri 17	Average	VSD
UVXY	17.32%	21.48%	22.27%	23.27%	19.96%	20.86%	.
TVIX	16.54%	20.33%	22.21%	22.62%	19.42%	20.23%	.
USLV	0.97%	5.09%	17.23%	15.54%	17.72%	11.31%	.
BIS	4.79%	8.50%	8.27%	14.14%	10.51%	9.24%	.
ugaz*	-3.91%	11.15%	8.28%	11.00%	18.94%	9.09%	.
AGQ	0.53%	3.22%	10.75%	10.29%	11.95%	7.35%	.
yang*	8.76%	10.23%	9.50%	5.63%	1.73%	7.17%	.
RUSS	10.44%	14.35%	9.70%	3.15%	-4.12%	6.70%	.
JNUG	-5.18%	-0.85%	12.58%	8.74%	17.92%	6.64%	.
UGLD	1.94%	3.23%	7.87%	7.77%	7.46%	5.65%	.

 

Model Expects Gold and Miners To Continue Up.

I did jump into the miners today by purchasing JNUG (jr. miners 3x) and got out with a 5% gain.  It closed above 35% for the day; most of the gain was at the open.  The numbers for HUI on next Wednesday is over 2 std. dev. for a % gain and the same for XAU next Thursday.  I'm not buying the models call - today's huge jump for those indexes are probably having a residual effect on the calculations.

Symbol	Fri 03	Mon 06	Tue 07	Wed 08	Thu 09	Average	VSD
^HUI	1.17%	6.61%	11.55%	8.66%	7.15%	7.03%	.
^XAU	-0.56%	5.86%	6.44%	9.46%	7.67%	5.77%	.
^UTY	-0.23%	1.66%	0.67%	0.82%	0.92%	0.77%	.
^IXTC	-0.12%	-0.15%	1.12%	1.13%	0.56%	0.51%	.
^HGX	0.81%	0.20%	-0.17%	0.68%	0.26%	0.36%	.
^XOI	0.41%	0.42%	-0.64%	0.07%	-0.10%	0.03%	.
^IXCO	0.50%	0.58%	-0.15%	-0.48%	-0.98%	-0.10%	.
^VIX	0.62%	6.99%	-4.66%	-2.24%	-1.54%	-0.17%	.
^TRAN	0.15%	0.33%	-0.91%	-0.59%	-0.20%	-0.25%	.
^GSPC	-0.22%	-0.20%	-0.49%	-0.41%	-0.21%	-0.31%	.
^INDS	-0.19%	0.33%	-0.52%	-0.94%	-0.51%	-0.37%	.
^INSR	0.08%	-0.72%	-0.47%	-0.60%	-0.17%	-0.38%	.
^IXIC	-0.40%	-0.34%	-0.16%	-0.25%	-0.82%	-0.39%	.
^RUT	-0.21%	0.10%	-0.58%	-0.04%	-1.25%	-0.40%	.
^XNG	-0.30%	0.28%	-0.73%	-1.03%	-1.31%	-0.62%	.
^BANK	0.14%	-0.90%	-1.36%	-1.08%	-2.18%	-1.08%	.
^TYX	-0.56%	-0.87%	-1.62%	-1.70%	-2.46%	-1.44%	<
^NBI	0.84%	-2.16%	-1.85%	-1.73%	-2.93%	-1.57%	.

Top 10 Positive Moving Leveraged ETFs.  

Symbol	Fri 03	Mon 06	Tue 07	Wed 08	Thu 09	Average	VSD
nugt*	-1.52%	10.42%	27.44%	24.93%	15.75%	15.41%	.
JNUG	-1.51%	8.69%	18.01%	21.04%	21.41%	13.53%	>
LBJ	0.71%	7.07%	6.67%	9.47%	9.29%	6.64%	.
BRZU	1.25%	7.45%	6.92%	5.78%	3.66%	5.01%	.
UGLD	1.50%	5.83%	4.88%	8.20%	4.57%	5.00%	.
RUSL	2.38%	1.99%	7.13%	4.47%	5.21%	4.23%	.
UGL	0.67%	5.08%	3.09%	5.35%	4.85%	3.81%	.
USLV	-2.90%	4.88%	4.52%	4.79%	6.97%	3.65%	.
UBR	0.62%	4.26%	3.42%	4.65%	4.23%	3.44%	.
KORU	-1.23%	1.16%	2.46%	6.07%	4.65%	2.62%	.