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% .