Showing posts with label time series forecast. Show all posts
Showing posts with label time series forecast. Show all posts

Friday, January 5, 2018

Leveraged ETFS - $QLD, $UPRO Still in Top 10 Of Best of Class Possible 10 Day Positive Movers

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
$LABD with so many sells in the non-BOC picks makes me hesitant to be one of my choices.

Thursday, January 4, 2018

This Week's Strong Positive Move Has The Models More Positve Than Negative.

... which makes me think that the models will miss the big down turn - when it does finally happen.  In the meantime they're saying GO LONG.
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
BRZU BUY 58.06% 87.10% BRZU BUY 51.66% 93.38%
DGAZ SELL 60.69% 86.71% BZQ SELL 58.43% 93.37%
DIG BUY 59.26% 88.27% CHAU BUY 50.81% 85.48%
DTO SELL 66.46% 82.93% CURE BUY 70.20% 96.46%
ERY SELL 56.91% 86.74% DDM BUY 64.14% 96.97%
EUM SELL 53.99% 85.92% DGAZ SELL 66.46% 93.90%
JNUG BUY 67.90% 85.19% DGLD SELL 72.63% 94.74%
LABD SELL 59.74% 90.26% DGP BUY 64.32% 94.59%
LABU SELL 65.81% 86.32% DIG BUY 65.82% 93.67%
MORL SELL 45.90% 77.05% DTO SELL 67.09% 94.30%
NUGT BUY 50.00% 86.49% DUG SELL 57.31% 94.15%
PSQ SELL 71.98% 91.81% EDC BUY 60.44% 93.96%
PST BUY 42.07% 73.10% EDZ SELL 67.35% 95.41%
QID SELL 72.84% 92.24% EEV SELL 69.07% 96.39%
SCO SELL 68.60% 86.05% EPV SELL 57.69% 91.21%
SQQQ SELL 70.21% 91.49% ERX BUY 55.97% 92.45%
TBF BUY 50.35% 80.85% ERY SELL 68.21% 91.91%
TQQQ BUY 66.20% 86.85% EUM SELL 65.98% 94.85%
UBIO BUY 50.00% 90.74% EURL BUY 63.28% 93.22%
UCO BUY 68.35% 88.61% FXP SELL 62.57% 91.98%
UGL BUY 55.68% 85.80% GASL BUY 44.96% 90.70%
USLV BUY 57.06% 85.88% GLL SELL 65.61% 95.24%
UST SELL 47.17% 77.99% LBJ BUY 55.48% 92.26%

MIDU BUY 66.31% 92.51%
MORL SELL 62.60% 98.37%
MVV BUY 70.00% 96.32%
PSQ SELL 69.86% 97.13%
QID SELL 72.64% 95.75%
QLD BUY 69.90% 95.63%
RUSL BUY 50.00% 90.67%
RUSS SELL 64.67% 97.60%
SOXL BUY 59.45% 95.85%
SOXS SELL 64.73% 96.88%
SPXL BUY 65.33% 94.47%
SPXS SELL 67.96% 97.09%
SQQQ SELL 71.03% 94.86%
SSO BUY 67.84% 94.97%
SVXY BUY 66.36% 94.86%
TBF BUY 65.77% 93.29%
TECL BUY 69.42% 94.66%
TMF SELL 62.41% 97.87%
TQQQ BUY 71.01% 97.58%
UBIO BUY 61.21% 93.10%
UDOW BUY 61.22% 94.90%
UGL BUY 60.92% 91.95%
UPRO BUY 67.00% 95.00%
URE SELL 66.15% 93.85%
UYG BUY 56.54% 93.72%
YINN BUY 65.00% 89.44%
The 10 Day Model The 2 Week Model
AGQ BUY 97.37% 99.40% BDCL SELL 73.53% 82.35%
BDCL BUY 93.18% 97.73% BIB BUY 79.49% 89.74%
BIB BUY 97.37% 99.40% BIS SELL 79.07% 88.37%
BIS SELL 90.38% 99.40% BRZU BUY 77.27% 93.18%
BRZU BUY 94.12% 99.40% BZQ SELL 88.00% 98.00%
BZQ SELL 89.47% 98.25% CEFL BUY 87.27% 94.55%
CEFL BUY 94.34% 99.40% CHAU BUY 72.22% 97.22%
CHAU BUY 88.89% 97.22% CURE BUY 81.25% 91.67%
DGLD SELL 89.36% 95.74% DDM BUY 90.91% 96.97%
DGP BUY 86.36% 97.73% DGAZ BUY 67.50% 82.50%
DOG SELL 98.68% 99.40% DGLD SELL 77.27% 86.36%
DSLV SELL 91.84% 97.96% DGP BUY 76.19% 80.95%
DXD SELL 97.44% 99.40% DIG BUY 75.00% 91.67%
EEV SELL 94.29% 99.40% DOG SELL 91.04% 98.51%
EPV SELL 93.10% 99.40% DRN BUY 74.36% 89.74%
EUM SELL 91.43% 98.57% DSLV SELL 73.81% 92.86%
EURL BUY 92.00% 98.00% DTO SELL 80.43% 86.96%
FAZ SELL 92.86% 99.40% DUG SELL 80.85% 93.62%
FXP SELL 89.66% 98.28% DUST SELL 84.78% 91.30%
GASX BUY 99.40% 99.40% DXD SELL 83.58% 94.03%
GLL SELL 91.67% 97.92% EDC BUY 85.71% 98.21%
GUSH SELL 92.31% 96.15% EPV SELL 86.67% 95.00%
INDL BUY 95.92% 97.96% ERX BUY 66.67% 90.91%
JNUG BUY 90.32% 93.55% ERY SELL 83.67% 91.84%
LABD SELL 95.92% 99.40% EUO SELL 80.77% 94.23%
LABU BUY 94.87% 99.40% EURL BUY 86.79% 96.23%
LBJ BUY 91.18% 99.40% FAS BUY 86.44% 96.61%
MIDZ SELL 94.92% 99.40% FAZ SELL 87.50% 93.75%
MORL BUY 98.36% 99.40% FXP SELL 83.05% 89.83%
PSQ SELL 93.15% 99.40% GASX SELL 30.77% 84.62%
QID SELL 92.00% 99.40% GLL SELL 73.91% 86.96%
QLD BUY 95.71% 99.40% LABD SELL 84.62% 97.44%
RWM SELL 88.33% 99.40% LBJ BUY 88.89% 95.56%
SDOW SELL 98.72% 99.40% MIDU BUY 67.31% 98.08%
SDS SELL 97.44% 99.40% MIDZ SELL 81.97% 99.40%
SH SELL 97.40% 99.40% MORL BUY 90.32% 93.55%
SKF SELL 98.51% 99.40% MVV BUY 79.63% 94.44%
SOXS SELL 97.83% 99.40% NUGT BUY 78.95% 81.58%
SPXS SELL 99.40% 99.40% PSQ SELL 89.04% 94.52%
SPXU SELL 96.15% 99.40% QID SELL 90.54% 97.30%
SQQQ SELL 98.72% 99.40% QLD BUY 84.85% 95.45%
SRTY SELL 90.91% 99.40% RETL BUY 75.00% 82.50%
SVXY BUY 93.85% 99.40% RUSL BUY 83.72% 90.70%
TECS SELL 97.56% 99.40% RWM SELL 81.36% 94.92%
TQQQ BUY 98.55% 99.40% SCO SELL 86.00% 92.00%
TTT SELL 88.89% 99.40% SDOW SELL 92.65% 97.06%
TVIX SELL 99.40% 99.40% SDS SELL 89.55% 94.03%
TVIZ SELL 97.70% 99.40% SH SELL 85.07% 94.03%
TWM SELL 95.45% 99.40% SKF SELL 83.87% 98.39%
TZA SELL 93.94% 99.40% SPXL BUY 93.85% 96.92%
UCO BUY 84.38% 99.40% SPXS SELL 85.07% 97.01%
UDOW BUY 97.22% 98.61% SPXU SELL 83.58% 89.55%
UGL BUY 93.02% 99.40% SQQQ SELL 96.00% 99.40%
UGLD BUY 87.18% 99.40% SRS SELL 72.00% 86.00%
ULE SELL 78.95% 99.40% SSO BUY 89.39% 93.94%
USLV BUY 97.37% 97.37% SVXY BUY 92.06% 93.65%
UST SELL 84.62% 99.40% TBF BUY 73.33% 83.33%
UVXY SELL 99.40% 99.40% TBT BUY 57.14% 67.86%
VIXM SELL 97.65% 99.40% TECS SELL 91.78% 98.63%
VIXY SELL 98.86% 99.40% TMF SELL 67.86% 85.71%
YANG SELL 95.16% 99.40% TNA BUY 76.36% 83.64%
YINN BUY 86.96% 99.40% TQQQ BUY 81.25% 93.75%
ZSL SELL 93.88% 99.40% TVIX SELL 90.24% 96.34%

TVIZ SELL 89.33% 98.67%
TWM SELL 81.36% 94.92%
TZA SELL 86.67% 95.00%
UBIO BUY 75.00% 92.86%
UCO BUY 84.44% 91.11%
UDOW BUY 83.87% 93.55%
UGL BUY 67.50% 80.00%
UGLD BUY 72.50% 82.50%
ULE BUY 86.36% 88.64%
UPRO BUY 89.06% 93.75%
URTY BUY 74.55% 83.64%
UST SELL 65.71% 82.86%
UVXY SELL 89.02% 97.56%
UWM BUY 78.57% 80.36%
UYG BUY 84.75% 93.22%
VIXM SELL 85.14% 97.30%
VIXY SELL 88.31% 96.10%
YANG SELL 75.86% 82.76%
YCS SELL 81.63% 91.84%
YINN BUY 76.79% 89.29%
ZSL SELL 67.50% 85.00%



Results from Previous Call
Chance of
Indicated Move
Percentage
Of a Good
Call Made
By Model
Percentage
Change for
Period



Wed 27

5 Day Model

all 59.26% 2.87%
>75% 59.26% 2.87%
>90% 62.50% 3.98%



1 Week Model

all 83.33% 2.64%
>75% 89.29% 3.60%
>90% 88.46% 3.41%



Tue 19

10 Day Model

all 61.90% 2.55%
>75% 61.90% 2.55%
>90% 70.59% 4.62%



2 Week Model

all 73.68% -0.60%
>75% 73.68% -0.60%
>90% 75.68% -0.42%

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
MA -Moving Average
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%