Sym | MA | % | BB | % | MACD | % | Aroon | % | Slope | % | LR | % | Mom | % | TSF | % | BOC | % |
LABD | Sell | 0.42 | Sell | 0.43 | Sell | 0.37 | Sell | 0.49 | Sell | 0.47 | Buy | 1 | Buy | 0.56 | Sell | 0.17 | Buy | 0.88 |
TNA | Buy | 0.53 | Buy | 0.53 | Buy | 0.56 | Buy | 0.62 | Buy | 0.72 | Buy | 0.5 | Buy | 0.5 | Sell | 0.41 | Buy | 0.88 |
DGAZ | Sell | 0.5 | Sell | 0.45 | Buy | 0.57 | Buy | 0.55 | Buy | 0.57 | Buy | 0.57 | Buy | 0.53 | Buy | 0.51 | Buy | 0.86 |
CURE | Buy | 0.56 | Buy | 0.55 | Buy | 0.55 | Buy | 0.7 | Buy | 0.61 | Buy | 0.56 | Buy | 0.59 | Buy | 0.6 | Buy | 0.78 |
QLD | Buy | 0.63 | Buy | 0.58 | Buy | 0.56 | Buy | 0.58 | Buy | 0.67 | Buy | 0.64 | Buy | 0.59 | Buy | 0.68 | Buy | 0.77 |
UPRO | Buy | 0.62 | Buy | 0.61 | Buy | 0.62 | Buy | 0.65 | Buy | 0.75 | Buy | 0.6 | Buy | 0.58 | Buy | 0.6 | Buy | 0.77 |
TQQQ | Buy | 0.61 | Buy | 0.58 | Buy | 0.65 | Buy | 0.6 | Buy | 0.66 | Buy | 0.61 | Buy | 0.52 | Buy | 0.53 | Buy | 0.76 |
DIG | Sell | 0.47 | Buy | 0.53 | Sell | 0.47 | Buy | 0.71 | Buy | 0.63 | Buy | 0.53 | Sell | 0.45 | Sell | 0.48 | Buy | 0.75 |
YCS | Buy | 0.51 | Buy | 0.55 | Buy | 0.64 | Buy | 0.63 | Buy | 0.52 | Buy | 0.56 | Sell | 0.38 | Buy | 0.63 | Buy | 0.75 |
SSO | Buy | 0.7 | Buy | 0.63 | Buy | 0.63 | Buy | 0.64 | Buy | 0.7 | Buy | 0.6 | Buy | 0.61 | Buy | 0.56 | Buy | 0.74 |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Showing posts with label aroon oscillator. Show all posts
Showing posts with label aroon oscillator. Show all posts
Friday, January 5, 2018
Leveraged ETFS - $QLD, $UPRO Still in Top 10 Of Best of Class Possible 10 Day Positive Movers
Wednesday, January 3, 2018
Best of Class Top 10 Picks with Buy Signals for Leveraged ETFs.
Sym | MA | % | BB | % | MACD | % | Aroon | % | Slope | % | LR | % | Mom | % | TSF | % | BOC | % | Exp Change |
UST | Buy | 0.65 | Buy | 0.58 | Buy | 0.57 | Buy | 0.52 | Buy | 0.57 | Buy | 0.52 | Buy | 0.61 | Buy | 0.51 | Buy | 0.75 | 0.44 |
LBJ | Buy | 0.51 | Buy | 0.50 | Buy | 0.51 | Buy | 0.55 | Buy | 0.51 | Sell | 0.45 | Buy | 0.55 | Sell | 0.48 | Buy | 0.74 | 1.70 |
TWM | Sell | 0.44 | Sell | 0.47 | Sell | 0.48 | Buy | 0.54 | ? | ? | Sell | 0.50 | Sell | 0.44 | Sell | 0.44 | Buy | 0.73 | 1.60 |
BDCL | ? | ? | Buy | 0.56 | Buy | 0.56 | Buy | 0.54 | Buy | 0.59 | ? | ? | Buy | 0.54 | Buy | 0.55 | Buy | 0.70 | 0.13 |
UPRO | Buy | 0.62 | Buy | 0.61 | Buy | 0.60 | Buy | 0.64 | Buy | 0.53 | Buy | 0.60 | Buy | 0.61 | Buy | 0.61 | Buy | 0.70 | 1.31 |
DTO | Buy | 0.54 | Buy | 0.55 | Sell | 0.50 | Buy | 0.53 | Sell | 0.44 | Buy | 0.86 | Buy | 0.54 | Buy | 0.52 | Buy | 0.70 | 8.41 |
QLD | Buy | 0.62 | Buy | 0.59 | Buy | 0.64 | Buy | 0.51 | Buy | 0.68 | Buy | 0.62 | Buy | 0.59 | Buy | 0.65 | Buy | 0.68 | 0.54 |
UWM | Buy | 0.52 | Buy | 0.50 | Buy | 0.53 | Buy | 0.60 | Buy | 0.56 | Buy | 0.50 | Buy | 0.50 | Buy | 0.52 | Buy | 0.66 | 0.65 |
TECL | Buy | 0.58 | Buy | 0.59 | Buy | 0.59 | Buy | 0.66 | Buy | 0.56 | Buy | 0.58 | Buy | 0.61 | Buy | 0.60 | Buy | 0.66 | 1.12 |
MORL | Buy | 0.61 | Buy | 0.56 | Buy | 0.61 | Buy | 0.52 | Buy | 0.57 | Buy | 0.56 | Buy | 0.54 | Buy | 0.58 | Buy | 0.65 | 0.11 |
BB - Bollinger Bands
MACD - Moving Average Convergence Divergence
Aroon - Aroon Oscillator
Slope - Slope of Price to MA
LR - Linear Regression
Mom - Momentum
TSF - Time Series Forecast
BOC - Best of Class (how to react to the other 8 calls)
Exp Change = an attempt to guess the change
? = not enough data.
Tuesday, January 2, 2018
Looking At The Estimates for Leveraged ETFs - The Weekly Models Like The Market In General
The 5 Day Model | The One Week Model | |||||||
Symbol | Indicated Move |
Chance Better Than Average Indicated Move |
Chance of Indicated Move |
Symbol | Indicated Move |
Chance Better Than Average Indicated Move |
Chance of Indicated Move |
|
BIB | BUY | 60.12% | 87.50% | BIB | BUY | 70.97% | 87.10% | |
BRZU | BUY | 64.71% | 87.58% | BRZU | BUY | 82.76% | 96.00% | |
CEFL | BUY | 63.37% | 91.86% | DDM | BUY | 71.11% | 95.56% | |
DGAZ | SELL | 63.58% | 87.28% | DIG | BUY | 76.00% | 92.00% | |
DIG | BUY | 60.25% | 90.06% | DOG | SELL | 78.26% | 96.00% | |
DRN | BUY | 55.81% | 87.21% | DUG | SELL | 65.52% | 86.21% | |
DRV | SELL | 59.62% | 91.35% | DXD | SELL | 85.11% | 96.00% | |
DTO | SELL | 59.26% | 82.72% | ERX | BUY | 66.67% | 95.83% | |
EDC | BUY | 60.82% | 86.08% | EUM | SELL | 72.22% | 96.00% | |
EDZ | BUY | 55.91% | 81.10% | EURL | BUY | 48.28% | 96.00% | |
EEV | BUY | 62.79% | 83.72% | FAS | BUY | 68.29% | 96.00% | |
ERY | SELL | 59.22% | 84.36% | FAZ | SELL | 75.56% | 96.00% | |
JNUG | BUY | 69.57% | 86.96% | LABU | BUY | 51.85% | 92.59% | |
LABD | SELL | 59.87% | 91.45% | LBJ | BUY | 72.41% | 96.00% | |
PSQ | SELL | 66.81% | 90.52% | MIDU | BUY | 61.11% | 96.00% | |
PST | SELL | 59.89% | 86.26% | MORL | BUY | 69.44% | 96.00% | |
QID | SELL | 72.41% | 93.53% | MVV | BUY | 75.68% | 96.00% | |
RUSL | BUY | 54.93% | 86.62% | RETL | BUY | 45.45% | 95.45% | |
TBT | SELL | 69.74% | 88.21% | SDOW | SELL | 78.72% | 96.00% | |
UCO | BUY | 68.59% | 85.26% | SDS | SELL | 77.27% | 96.00% | |
UGAZ | SELL | 63.64% | 94.26% | SH | SELL | 72.73% | 96.00% | |
UGLD | SELL | 59.32% | 85.88% | SKF | SELL | 79.07% | 96.00% | |
URE | BUY | 56.80% | 89.81% | SOXL | SELL | 62.50% | 75.00% | |
UST | BUY | 55.00% | 85.00% | SOXS | BUY | 57.14% | 71.43% | |
YCS | SELL | 56.13% | 86.45% | SPXS | SELL | 75.00% | 96.00% | |
SPXU | SELL | 68.18% | 96.00% | |||||
SSO | BUY | 72.09% | 96.00% | |||||
SVXY | BUY | 69.23% | 96.00% | |||||
TVIZ | SELL | 66.00% | 96.00% | |||||
UDOW | BUY | 73.33% | 96.00% | |||||
UPRO | BUY | 71.43% | 96.00% | |||||
UVXY | SELL | 56.00% | 96.00% | |||||
UYG | BUY | 63.41% | 96.00% | |||||
VIXM | SELL | 64.58% | 96.00% | |||||
The 10 Day Model | The Two Week Model | |||||||
AGQ | SELL | 76.76% | 86.31% | BDCL | SELL | 80.56% | 88.89% | |
BIB | BUY | 78.06% | 88.85% | BIB | BUY | 82.93% | 87.80% | |
BIS | SELL | 83.28% | 91.00% | BIS | SELL | 72.00% | 80.00% | |
BRZU | BUY | 82.25% | 89.18% | BOIL | SELL | 78.18% | 90.91% | |
BZQ | SELL | 83.51% | 90.53% | BRZU | BUY | 81.40% | 95.35% | |
CEFL | BUY | 84.01% | 95.24% | BZQ | SELL | 86.27% | 96.00% | |
CURE | BUY | 82.83% | 89.90% | CEFL | BUY | 85.96% | 91.23% | |
DGAZ | SELL | 82.67% | 91.11% | CURE | BUY | 80.77% | 86.54% | |
DIG | BUY | 80.09% | 87.88% | DDM | BUY | 81.54% | 92.31% | |
DRN | BUY | 78.34% | 91.34% | DGAZ | BUY | 82.93% | 92.68% | |
DRV | SELL | 83.18% | 92.97% | DGLD | SELL | 74.47% | 87.23% | |
DSLV | BUY | 79.42% | 83.95% | DGP | BUY | 79.55% | 90.91% | |
DTO | SELL | 73.99% | 83.86% | DIG | BUY | 68.57% | 96.00% | |
EDC | BUY | 85.71% | 94.29% | DOG | SELL | 84.85% | 95.45% | |
EDZ | BUY | 83.65% | 89.94% | DUG | SELL | 75.00% | 90.91% | |
EEV | BUY | 79.14% | 87.12% | DUST | SELL | 89.80% | 96.00% | |
ERY | SELL | 78.38% | 86.87% | DXD | SELL | 88.24% | 94.12% | |
EUM | BUY | 74.70% | 80.12% | EPV | SELL | 81.97% | 91.80% | |
EURL | SELL | 68.28% | 81.18% | ERX | BUY | 61.11% | 88.89% | |
FXP | SELL | 75.85% | 89.46% | ERY | SELL | 75.00% | 89.58% | |
GASX | SELL | 81.43% | 92.14% | EUO | SELL | 77.36% | 88.68% | |
GUSH | SELL | 80.98% | 91.71% | EURL | BUY | 89.29% | 91.07% | |
JDST | SELL | 85.29% | 96.00% | FAS | BUY | 87.50% | 93.75% | |
JNUG | BUY | 80.71% | 92.39% | FAZ | SELL | 90.91% | 96.00% | |
LABD | SELL | 88.56% | 94.92% | FXP | SELL | 83.61% | 95.08% | |
LABU | SELL | 79.50% | 93.79% | GLL | SELL | 68.75% | 81.25% | |
LBJ | BUY | 77.25% | 84.98% | GUSH | BUY | 68.18% | 90.91% | |
MORL | BUY | 84.57% | 92.60% | LABD | SELL | 77.27% | 93.18% | |
NUGT | SELL | 76.26% | 89.11% | LABU | BUY | 74.29% | 91.43% | |
PSQ | SELL | 87.14% | 94.00% | LBJ | BUY | 86.67% | 95.56% | |
QID | SELL | 89.20% | 95.17% | MIDU | BUY | 76.36% | 89.09% | |
RUSL | BUY | 75.98% | 88.24% | MIDZ | SELL | 80.00% | 91.67% | |
RUSS | BUY | 82.35% | 96.00% | MORL | BUY | 86.67% | 95.00% | |
RWM | BUY | 70.59% | 81.18% | MVV | BUY | 75.00% | 89.29% | |
SCO | SELL | 83.33% | 90.00% | PSQ | SELL | 88.16% | 96.00% | |
SOXL | BUY | 86.89% | 92.99% | QID | SELL | 89.47% | 96.00% | |
SOXS | SELL | 89.89% | 95.22% | RETL | BUY | 73.17% | 85.37% | |
SQQQ | SELL | 89.04% | 95.79% | SDOW | SELL | 89.86% | 95.65% | |
SRS | SELL | 86.28% | 96.00% | SDS | SELL | 85.07% | 94.03% | |
TBF | SELL | 78.26% | 88.77% | SH | SELL | 83.58% | 89.55% | |
TBT | SELL | 80.07% | 90.04% | SKF | SELL | 87.88% | 95.45% | |
TECS | SELL | 92.39% | 96.00% | SOXL | SELL | 62.50% | 62.50% | |
TMF | BUY | 77.49% | 86.58% | SOXS | BUY | 52.63% | 63.16% | |
TMV | SELL | 82.39% | 91.90% | SPXS | SELL | 82.35% | 94.12% | |
TTT | SELL | 74.65% | 87.68% | SPXU | SELL | 82.09% | 92.54% | |
TVIX | SELL | 90.89% | 96.00% | SQQQ | SELL | 86.84% | 96.00% | |
UBIO | BUY | 85.80% | 93.18% | SSO | BUY | 83.58% | 91.04% | |
UCO | BUY | 84.30% | 89.69% | SVXY | BUY | 86.76% | 94.12% | |
UDOW | BUY | 83.44% | 92.86% | TBF | SELL | 72.00% | 92.00% | |
UGL | SELL | 79.84% | 82.95% | TBT | BUY | 67.86% | 78.57% | |
UGLD | SELL | 77.48% | 83.21% | TECL | BUY | 82.81% | 92.19% | |
URE | BUY | 79.23% | 90.73% | TECS | SELL | 88.00% | 96.00% | |
URTY | SELL | 72.40% | 80.73% | TMF | SELL | 69.70% | 81.82% | |
UST | BUY | 77.57% | 87.83% | TMV | BUY | 57.69% | 84.62% | |
UVXY | SELL | 92.06% | 96.00% | TNA | BUY | 71.43% | 89.80% | |
YANG | SELL | 86.16% | 95.16% | TTT | BUY | 57.14% | 71.43% | |
YCS | BUY | 78.95% | 86.40% | TVIX | SELL | 92.77% | 96.00% | |
YINN | BUY | 79.78% | 89.14% | TVIZ | SELL | 91.25% | 96.00% | |
ZSL | BUY | 77.51% | 86.75% | UBIO | BUY | 83.33% | 93.33% | |
UDOW | BUY | 84.38% | 92.19% | |||||
UGL | BUY | 76.74% | 86.05% | |||||
UGLD | BUY | 69.77% | 83.72% | |||||
UPRO | BUY | 86.15% | 92.31% | |||||
URTY | BUY | 73.47% | 81.63% | |||||
UVXY | SELL | 95.29% | 96.00% | |||||
UYG | BUY | 87.30% | 96.00% | |||||
VIXM | SELL | 89.61% | 93.51% | |||||
VIXY | SELL | 85.90% | 94.87% | |||||
YCS | SELL | 81.48% | 88.89% |
How are the models doing?
Results from Previous Call | |||
Chance of Indicated Move |
Percentage Of a Good Call By Model |
Percentage Change for Period |
|
5 Day Model | Fri 22 | ||
all | 89.29% | 6.67% | |
>75% | 89.29% | 6.67% | |
>90% | 100.00% | 3.44% | |
1 Week Model | |||
all | 81.08% | -1.86% | |
>75% | 81.08% | -1.86% | |
>90% | 82.86% | -2.01% | |
10 Day Model | Fri 15 | ||
all | 55.74% | 2.47% | |
>75% | 55.74% | 2.47% | |
>90% | 46.15% | 1.18% | |
2 Week Model | |||
all | 55.36% | 1.16% | |
>75% | 63.33% | 2.84% | |
>90% | 100.00% | 3.98% |
Best of Class Top 10 Picks with Buy Signals for Leveraged ETFs.
Best Of Class Models 10 Day Estimate.
Sym | MA | % | BB | % | MACD | % | Aroon | % | Slope | % | LR | % | Mom | % | TSF | % | BOC | % | Exp Change |
SOXS | Sell | 0.29 | Sell | 0.39 | Sell | 0.27 | ? | ? | Sell | 0 | Sell | 0.46 | Sell | 0.36 | Sell | 0.42 | Buy | 0.78 | 1.44 |
TNA | Buy | 0.53 | Buy | 0.55 | Buy | 0.66 | Buy | 0.54 | Buy | 0.65 | Buy | 0.53 | Buy | 0.53 | Buy | 0.55 | Buy | 0.77 | 1.51 |
DRN | Buy | 0.67 | Buy | 0.57 | Buy | 0.57 | Buy | 0.75 | Buy | 0.72 | Buy | 0.57 | Buy | 0.63 | Buy | 0.64 | Buy | 0.75 | 0.49 |
AGQ | Buy | 0.54 | Buy | 0.67 | Buy | 0.6 | Buy | 0.52 | Buy | 0.54 | Buy | 0.56 | Buy | 0.58 | Buy | 0.55 | Buy | 0.73 | 1.39 |
USLV | Sell | 0.47 | Sell | 0.49 | Sell | 0.37 | Sell | 0.46 | Buy | 0.52 | Buy | 0.53 | Buy | 0.53 | Buy | 0.5 | Buy | 0.73 | 0.41 |
DDM | Buy | 0.52 | Buy | 0.55 | Buy | 0.57 | Buy | 0.62 | Buy | 0.56 | ? | ? | Buy | 0.61 | Buy | 0.61 | Buy | 0.71 | 1.04 |
UPRO | Buy | 0.6 | Buy | 0.54 | Buy | 0.59 | Buy | 0.64 | Buy | 0.56 | Buy | 0.58 | Buy | 0.59 | Buy | 0.66 | Buy | 0.7 | 1.3 |
CURE | Buy | 0.58 | Buy | 0.55 | Buy | 0.55 | Buy | 0.56 | Buy | 0.58 | Buy | 0.6 | Buy | 0.51 | Buy | 0.63 | Buy | 0.69 | 0.79 |
ERY | Buy | 0.51 | Buy | 0.51 | Buy | 0.54 | Sell | 0.43 | Buy | 0.53 | Buy | 0.54 | Buy | 0.51 | Sell | 0.49 | Buy | 0.68 | 1.07 |
SVXY | Buy | 0.66 | Buy | 0.65 | Buy | 0.66 | Buy | 0.66 | Buy | 0.59 | Buy | 0.67 | Buy | 0.65 | Buy | 0.59 | Buy | 0.68 | 1.12 |
BB - Bollinger Bands
MACD - Moving Average Convergence Divergence
Aroon - Aroon Oscillator
Slope - Slope of Price to MA
LR - Linear Regression
Mom - Momentum
TSF - Time Series Forecast
BOC - Best of Class (how to react to the other 8 calls)
Exp Change = an attempt to guess the change
? = not enough data.
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