Friday, March 23, 2018

A.I. Models For Leveraged ETFs Looking For A Recovery Over The Next Couple of Weeks

Top and Bottom 10 Picks In 2 Weeks Time

Sym Scale
4-0
Positives (long)
TQQQ 3.11
SPXL 3.01
CURE 2.9
FAS 2.88
QLD 2.87
UPRO 2.87
MIDU 2.85
TECL 2.77
SSO 2.72
SOXL 2.6
Negative (short)
SOXS 0.39
QID 0.38
SKF 0.35
SDOW 0.28
SQQQ 0.24
TVIX 0.24
SPXS 0.22
SPXU 0.18
FAZ 0.14
TECS 0.11
Last week's picks still have a week to recover.
Sym Scale
4-0
Last 5 Day
% Change
Positives (long)
RUSL 2.7 -2.93%
BRZU 2.62 -3.82%
DTO 2.56 -8.31%
SCO 2.5 -8.72%
KOLD 2.33 4.72%
TQQQ 2.33 -14.55%
FAS 2.32 -13.83%
DUG 2.31 -1.17%
DGAZ 2.3 7.20%
INDL 2.25 -5.21%
Average -4.66%
Negative (short)
SKF 0.54 9.92%
SPXS 0.53 13.21%
SOXS 0.52 13.02%
VIXY 0.51 17.50%
PSQ 0.5 5.02%
SPXU 0.49 13.26%
VIXM 0.48 6.00%
TVIZ 0.4 12.28%
FAZ 0.38 14.55%
TECS 0.36 17.24%
Average 12.20%


The long call overall was positive thanks to $DGAZ and $LABD.

Sym Scale
4-0
Last 10 Day
% Change
Positives (long)
DGAZ 2.65 14.45%
ERY 2.53 1.08%
BRZU 2.48 -12.05%
RUSL 2.42 -9.34%
DUG 2.34 0.67%
LABD 2.32 20.57%
KOLD 2.31 9.65%
JNUG 2.2 5.00%
ULE 2.12 -0.03%
INDL 2.11 -10.25%
Average
1.98%
Negative (short)
VIXY 0.69 18.84%
ERX 0.67 -2.49%
SDOW 0.66 15.15%
SPXS 0.66 15.96%
TVIZ 0.64 12.50%
PSQ 0.62 6.32%
SH 0.62 4.95%
SKF 0.62 10.62%
SPXU 0.58 15.77%
FAZ 0.52 15.54%
Average
11.32%


 

Friday, March 16, 2018

A.I. Performace Estimates for Leveraged ETFs In 2 Weeks Time

This week's call looks a lot like last week's call which looks a lot like the previous week's call

Sym Scale
4-0
Positives (long)
RUSL 2.7
BRZU 2.62
DTO 2.56
SCO 2.5
KOLD 2.33
TQQQ 2.33
FAS 2.32
DUG 2.31
DGAZ 2.3
INDL 2.25
Negative (short)
SKF 0.54
SPXS 0.53
SOXS 0.52
VIXY 0.51
PSQ 0.5
SPXU 0.49
VIXM 0.48
TVIZ 0.4
FAZ 0.38
TECS 0.36
Last week's long call is holding up,  The short call not so much.
Sym Scale
4-0
Last 5 Day
% Change
Positives (long)
DGAZ 2.65 6.27%
ERY 2.53 4.24%
BRZU 2.48 -9.35%
RUSL 2.42 -9.48%
DUG 2.34 2.75%
LABD 2.32 9.66%
KOLD 2.31 4.40%
JNUG 2.2 -3.40%
ULE 2.12 -0.44%
INDL 2.11 -4.34%
Average 0.03%
Negative (short)
VIXY 0.69 2.20%
ERX 0.67 -4.20%
SDOW 0.66 4.31%
SPXS 0.66 3.93%
TVIZ 0.64 2.48%
PSQ 0.62 1.31%
SH 0.62 1.27%
SKF 0.62 3.09%
SPXU 0.58 3.97%
FAZ 0.52 4.16%
Average 2.25%

The call from 2 weeks ago isn't too bad overall,  sure missed the first 4 long calls.

Sym Scale
4-0
Last 10 Day
% Change
Positives (long)
RUSL 3.15 -9.08%
BRZU 2.99 -5.35%
DGAZ 2.79 -1.09%
NUGT 2.68 -0.84%
EURL 2.66 4.42%
LABU 2.63 5.22%
SOXL 2.46 11.66%
UYG 2.46 3.35%
UBIO 2.4 7.56%
EDC 2.38 7.06%
Average
2.29%
Negative (short)
DXD 0.56 -1.47%
QID 0.56 -5.32%
SOXS 0.56 -11.32%
YANG 0.56 -10.47%
VIXM 0.48 -2.15%
SPXS 0.46 -4.94%
SPXU 0.45 -4.82%
SDOW 0.41 -2.24%
VIXY 0.29 -8.88%
TVIZ 0.28 -4.61%
Average
-5.62%



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Sunday, March 11, 2018

Several Foreign-related Leveraged ETFs Still In The Top 10. The AI Models Like Markets In General Over The Next 2 Weeks.

Top and Bottom 10 Picks Over The Next 2 Weeks. 

 Note that in the shorts there are several inverse   leveraged ETFs.
Sym Scale
4-0
Positives (long)
DGAZ 2.65
ERY 2.53
BRZU 2.48
RUSL 2.42
DUG 2.34
LABD 2.32
KOLD 2.31
JNUG 2.2
ULE 2.12
INDL 2.11
Negative (short)
VIXY 0.69
ERX 0.67
SDOW 0.66
SPXS 0.66
TVIZ 0.64
PSQ 0.62
SH 0.62
SKF 0.62
SPXU 0.58
FAZ 0.52
Last week so far so good.  The top 3 are negative but since they appear in the above list they may prove correct.  The short side is batting 100%.
Sym Scale
4-0
Last 5 Day
% Change
Positives (long)
RUSL 3.15 -1.96%
BRZU 2.99 -1.71%
DGAZ 2.79 -3.82%
NUGT 2.68 0.09%
EURL 2.66 5.23%
LABU 2.63 10.09%
SOXL 2.46 10.56%
UYG 2.46 4.94%
UBIO 2.4 8.57%
EDC 2.38 6.67%
Average 3.87%
Negative (short)
DXD 0.56 -3.41%
QID 0.56 -5.29%
SOXS 0.56 -9.86%
YANG 0.56 -6.72%
VIXM 0.48 -2.55%
SPXS 0.46 -6.12%
SPXU 0.45 -6.09%
SDOW 0.41 -5.01%
VIXY 0.29 -10.10%
TVIZ 0.28 -5.32%
Average -6.05%

What was called 2 weeks ago. Still not good but better than last week's results.
Sym Scale
4-0
Last 10 Day
% Change
Positives (long)
UBIO 2.80 4.18%
BIB 2.63 3.14%
DTO 2.53 7.18%
RUSL 2.50 -10.96%
BRZU 2.48 -9.00%
DGAZ 2.41 -8.52%
INDL 2.40 -10.76%
LABU 2.40 7.79%
SOXL 2.38 10.13%
CURE 2.36 -1.79%
Average
-0.86%
Negative (short)
VIXM 0.92 5.05%
BIS 0.91 -3.47%
DOG 0.89 1.81%
DXD 0.89 3.56%
ERX 0.89 -6.52%
TVIZ 0.89 9.09%
SOXS 0.86 -10.37%
PSQ 0.82 -0.85%
SDOW 0.77 5.33%
FAZ 0.69 -0.56%
Average
0.31%

Speaking of last week's results ...

Since the models look ahead 2 weeks I usually don't post results after 3 weeks.  But the call from 3 weeks ago actually turned out pretty good.  Even though the after 2 weeks it was horrible.
Sym Scale
4-0
Last 15 Day
% Change
Positives (long)
LABU 2.76 12.03%
BIB 2.6 5.53%
BRZU 2.59 -1.60%
UBIO 2.48 7.82%
UST 2.41 0.30%
YCS 2.41 -0.65%
DTO 2.38 -0.11%
RUSL 2.33 0.52%
TMF 2.32 -0.21%
CURE 2.25 1.33%
Average
2.50%
Negative (short)
FAZ 0.41 -3.91%
VIXY 0.41 -4.78%
SPXS 0.4 -3.52%
DOG 0.39 0.10%
SOXS 0.39 -17.74%
SDOW 0.39 -0.15%
SH 0.39 -1.02%
BIS 0.38 -5.80%
TVIZ 0.39 0.71%
VIXM 0.37 0.68%
Average
-3.54%

Friday, March 2, 2018

A.I. Models Flunk Again - Top/Bottom 10 Leveraged ETFs 2 Week Estimates

This week's 2 week call

Sym Scale
4-0
Positives (long)
RUSL 3.15
BRZU 2.99
DGAZ 2.79
NUGT 2.68
EURL 2.66
LABU 2.63
SOXL 2.46
UYG 2.46
UBIO 2.4
EDC 2.38
Negative (short)
DXD 0.56
QID 0.56
SOXS 0.56
YANG 0.56
VIXM 0.48
SPXS 0.46
SPXU 0.45
SDOW 0.41
VIXY 0.29
TVIZ 0.28

Last week's 2 week call

Sym Scale
4-0
Last 5 Day
% Change
Positives (long)
UBIO 2.80 -7.70%
BIB 2.63 -4.94%
DTO 2.53 7.50%
RUSL 2.50 -10.43%
BRZU 2.48 -8.93%
DGAZ 2.41 -2.74%
INDL 2.40 -9.16%
LABU 2.40 -7.13%
SOXL 2.38 -3.03%
CURE 2.36 -9.26%
Average -5.58%
Negative (short)
VIXM 0.92 8.31%
BIS 0.91 5.02%
DOG 0.89 3.72%
DXD 0.89 7.43%
ERX 0.89 -9.66%
TVIZ 0.89 15.98%
SOXS 0.86 2.35%
PSQ 0.82 2.38%
SDOW 0.77 11.38%
FAZ 0.69 8.12%
Average 5.50%

2 weeks ago weak call

Sym Scale
4-0
Last 10 Day
% Change
Positives (long)
LABU 2.76 -3.80%
BIB 2.6 -2.88%
BRZU 2.59 -1.60%
UBIO 2.48 -4.59%
UST 2.41 0.69%
YCS 2.41 -1.08%
DTO 2.38 -0.27%
RUSL 2.33 1.12%
TMF 2.32 1.14%
CURE 2.25 -5.28%
Average
-1.66%
Negative (short)
FAZ 0.41 3.25%
VIXY 0.41 6.16%
SPXS 0.4 2.87%
DOG 0.39 1.38%
SOXS 0.39 -6.75%
SDOW 0.39 3.74%
SH 0.39 1.07%
BIS 0.38 2.64%
TVIZ 0.39 5.14%
VIXM 0.37 2.71%
Average
2.22%