Friday, October 12, 2018

Top 10 & Bottom 10 Picks for Selected Leveraged ETFs for the Next 2 Weeks.

I've been away so there is no reference to picks over the previous 2 weeks.


Sym Scale
5-0
Positives
(long)
LABU 3.91
SOXL 3.77
UPRO 3.63
TNA 3.57
MORL 3.55
UST 3.31
YINN 3.24
SPXL 3.23
URE 3.21
SSO 3.19
Negative
(short)
SH 0.98
SDOW 0.96
DRV 0.95
BIS 0.92
SDS 0.88
UVXY 0.83
QID 0.8
SOXS 0.74
SQQQ 0.71
TVIX 0.56

Friday, September 21, 2018

Top 10 / Bottom 10 Picks For Leveraged ETFs Over the Next 10 Market Days

Looking out 2 Weeks.

Sym Scale
5-0
Positives
(long)
KOLD 4.11
DGAZ 3.94
EUO 3.59
TMF 3.35
MORL 3.32
QLD 3.18
DGLD 3.13
YCS 3.09
UST 3.06
DDM 3.02
Negative
(short)
TTT 1.29
VIXM 1.27
SRS 1.24
UCO 1.22
SPXS 1.19
SOXS 1.12
DRV 1.08
UGAZ 0.65
EDC 0.64
BOIL 0.43

Interim Report - Last Week's 2 Weeks Call so far

Sym Scale
5-0
5 Day
% Change
Positives
(long)
DUG 3.75 -3.16%
FAS 3.62 5.01%
BZQ 3.57 -9.98%
LABU 3.46 3.59%
BIB 3.3 3.36%
URTY 3.27 0.45%
URE 3.24 -1.14%
UWM 3.2 0.37%
ERY 3.08 -4.09%
TQQQ 3.08 2.26%
Average -0.33%
Negative
(short)
SQQQ 1.53 -2.57%
UCO 1.51 5.41%
LBJ 1.48 13.65%
SRS 1.44 1.15%
DOG 1.43 -2.16%
YANG 1.38 -12.51%
SPXU 1.33 -3.35%
ULE 1.18 1.25%
MIDZ 1.15 -0.44%
TMV 1.05 3.72%
Average 0.42%


From 2 Weeks Ago

Sym Scale
5-0
10 Day
% Change
Positives
(long)
UYG 3.55 2.66%
BZQ 3.5 -5.20%
EURL 3.48 10.40%
JNUG 3.47 17.62%
AGQ 3.43 1.74%
QLD 3.33 2.27%
URE 3.32 -1.69%
USLV 3.25 2.47%
YINN 3.25 15.39%
SSO 3.14 3.29%
Average
4.90%
Negative
(short)
LBJ 1.45 15.37%
MIDZ 1.45 -1.14%
SPXS 1.43 -4.72%
QID 1.34 -2.39%
SQQQ 1.32 -3.59%
SOXS 1.17 -3.36%
YANG 1.16 -14.58%
JDST 1.15 -17.60%
VIXY 1.12 -11.96%
DUST 0.94 -16.93%
Average
-6.09%



Friday, September 14, 2018

Top 10 / Bottom 10 Picks For Selected Leveraged ETFs Over the Next 2 Market Weeks

The models say the market may recover over the next 2 weeks.
Sym Scale
5-0
Positives
(long)
DUG 3.75
FAS 3.62
BZQ 3.57
LABU 3.46
BIB 3.3
URTY 3.27
URE 3.24
UWM 3.2
ERY 3.08
TQQQ 3.08
Negative
(short)
SQQQ 1.53
UCO 1.51
LBJ 1.48
SRS 1.44
DOG 1.43
YANG 1.38
SPXU 1.33
ULE 1.18
MIDZ 1.15
TMV 1.05

In the interim last week's 10 day call is holding up well.

Sym Scale
5-0
5 Day
% Change
Positives
(long)
UYG 3.55 -0.42%
BZQ 3.5 8.25%
EURL 3.48 4.70%
JNUG 3.47 2.93%
AGQ 3.43 -0.35%
QLD 3.33 2.94%
URE 3.32 0.56%
USLV 3.25 -0.76%
YINN 3.25 4.95%
SSO 3.14 2.06%
Average 2.49%
Negative
(short)
LBJ 1.45 -0.22%
MIDZ 1.45 -2.50%
SPXS 1.43 -2.98%
QID 1.34 -2.90%
SQQQ 1.32 -4.30%
SOXS 1.17 -0.51%
YANG 1.16 -5.32%
JDST 1.15 -4.31%
VIXY 1.12 -9.21%
DUST 0.94 -4.98%
Average -3.72%


 The call from 2 weeks ago did well with 3 exceptions on the long side $TMF, $YINN and $GUSH; and 1 on the short side $FAZ.

Sym Scale
5-0
10 Day
% Change
Positives
(long)
DGAZ 4 7.13%
KOLD 3.68 6.90%
TMF 3.28 -3.82%
ERY 3.27 1.37%
YINN 3.16 -7.50%
DUG 3.15 1.08%
UGLD 3.15 0.98%
UPRO 3.14 0.09%
BIS 3.11 6.03%
GUSH 3.11 -6.69%
Average
0.56%
Negative
(short)
BIB 1.6 -6.03%
RUSS 1.59 -2.50%
CURE 1.53 2.79%
SDOW 1.53 -1.49%
EDC 1.48 -7.09%
SPXS 1.45 -0.06%
FAZ 1.43 2.14%
VIXY 1.43 -3.84%
UBIO 1.04 -8.96%
BOIL 0.93 -6.85%
Average
-3.19%


 

Friday, September 7, 2018

Top 10 / Bottom 10 Picks For Leveraged ETFs Over the Next 10 Market Days

Personally I think the market will be down next week. 

Sym Scale
5-0
Positives
(long)
UYG 3.55
BZQ 3.5
EURL 3.48
JNUG 3.47
AGQ 3.43
QLD 3.33
URE 3.32
USLV 3.25
YINN 3.25
SSO 3.14
Negative
(short)
LBJ 1.45
MIDZ 1.45
SPXS 1.43
QID 1.34
SQQQ 1.32
SOXS 1.17
YANG 1.16
JDST 1.15
VIXY 1.12
DUST 0.94


Last week's 10 day call is holding up despite $YINN and $GUSH & $RUSS and $VIXY.
Sym Scale
5-0
5 Day
% Change
Positives
(long)
DGAZ 4 9.08%
KOLD 3.68 6.47%
TMF 3.28 -1.85%
ERY 3.27 6.37%
YINN 3.16 -7.72%
DUG 3.15 4.71%
UGLD 3.15 0.31%
UPRO 3.14 -2.31%
BIS 3.11 5.66%
GUSH 3.11 -13.83%
Average 0.69%
Negative
(short)
BIB 1.6 -5.69%
RUSS 1.59 7.87%
CURE 1.53 0.11%
SDOW 1.53 -0.10%
EDC 1.48 -7.74%
SPXS 1.45 2.32%
FAZ 1.43 1.53%
VIXY 1.43 5.11%
UBIO 1.04 -8.61%
BOIL 0.93 -6.49%
Average -1.17%

From 2 weeks ago; the long call wasn't too bad (with the exception of $USLV). The short call  average was destroyed by the $JDST and $DUST.

Sym Scale
5-0
 10 Day
% Change
Positives
(long)
RETL 3.47 -1.81%
ERY 3.41 6.67%
DUG 3.35 4.82%
KOLD 3.22 8.10%
DTO 3.21 0.98%
EDZ 3.11 14.10%
DGAZ 3.07 10.68%
UDOW 3.02 0.65%
USLV 3 -14.02%
SVXY 2.97 -2.49%
Average
2.77%
Negative
(short)
RWM 1.5 0.51%
SKF 1.49 0.28%
ULE 1.49 -0.91%
DGLD 1.47 2.82%
DOG 1.4 -0.17%
GUSH 1.4 -10.36%
JDST 1.38 19.13%
SPXU 1.38 0.51%
DUST 1.19 21.35%
EDC 1.18 -13.54%
Average
1.96%


 

MACD with RSI Expecting A Major Market Turn ... Down

Using a simple MACD & RSI scan  against  a couple hundred ETFs  it looks like the overall market is going to go down.   There are a bunch of sell calls (and buy calls for inverse ETFs).    See below.

check bom for possible sell
check ijr for possible sell
check pff for possible sell
check psq for possible buy - inverse etf
check qid for possible buy - inverse etf
check qld for possible sell
check qqq for possible sell
check rew for possible buy - inverse etf
check rwm for possible buy - inverse etf
check smll for possible sell
check spuu for possible sell
check sqqq for possible buy - inverse etf
check srty for possible buy - inverse etf
check tecl for possible sell
check tecs for possible buy - inverse etf
check tqqq for possible sell
check twm for possible buy - inverse etf
check tza for possible buy - inverse etf
check xlk for possible sell


The scan logic  is simple:
   MACD crossing over MACD Signal with a RSI cross under at 30 is a BUY
 while
   MACD crossing under MACD Signal with a RSI cross over at 70 is a SELL



code:
      ix is the current date position.
      delta = 30;
        if (outMACD[ix] > outMACDSignal[ix] & outMACD[ix - 1] < outMACDSignal[ix - 1]) {
            if ((outRSI[ix] > delta & outRSI[ix - 1] < delta) | (outRSI[ix - 1] > delta & outRSI[ix - 2] < delta) | (outRSI[ix - 2] > delta & outRSI[ix - 3] < delta))
                System.out.println("check " + symbol + " for possible buy");
        } else if (outMACD[ix - 1] > outMACDSignal[ix - 1] & outMACD[ix - 2] < outMACDSignal[ix - 2]) {
            if ((outRSI[ix - 1] > delta & outRSI[ix - 2] < delta) | (outRSI[ix - 2] > delta & outRSI[ix - 3] < delta) | (outRSI[ix - 3] > delta & outRSI[ix - 3] < delta))
                System.out.println("check " + symbol + " for possible buy");

        } else if (outMACD[ix] < outMACDSignal[ix] & outMACD[ix - 1] > outMACDSignal[ix - 1]) {
            if ((outRSI[ix] < (100 - delta) & outRSI[ix - 1] > (100 - delta)) | (outRSI[ix - 1] < (100 - delta) & outRSI[ix - 2] > (100 - delta))
                    | (outRSI[ix - 2] < (100 - delta) & outRSI[ix - 3] > (100 - delta)))
                System.out.println("check " + symbol + " for possible sell");

        } else if (outMACD[ix - 1] < outMACDSignal[ix - 1] & outMACD[ix - 2] > outMACDSignal[ix - 2]) {
            if ((outRSI[ix - 1] < (100 - delta) & outRSI[ix - 2] > (100 - delta)) | (outRSI[ix - 2] < (100 - delta) & outRSI[ix - 3] > (100 - delta))
                    | (outRSI[ix - 3] < (100 - delta) & outRSI[ix - 4] > (100 - delta)))
                System.out.println("check " + symbol + " for possible sell");

        }

Friday, August 31, 2018

Top 10 / Bottom 10 Picks For Leveraged ETFs Over the Next 2 Market Weeks

$DGAZ and $KOLD back in the top 10 list,  so it's time to re-examine how the scale works.

Sym Scale
5-0
Positives
(long)
DGAZ 4
KOLD 3.68
TMF 3.28
ERY 3.27
YINN 3.16
DUG 3.15
UGLD 3.15
UPRO 3.14
BIS 3.11
GUSH 3.11
Negative
(short)
BIB 1.6
RUSS 1.59
CURE 1.53
SDOW 1.53
EDC 1.48
SPXS 1.45
FAZ 1.43
VIXY 1.43
UBIO 1.04
BOIL 0.93

In the interim: The estimates from last week for next week so far are not doing very well

Sym Scale
5-0
Last 5 Day
% Change
Positives
(long)
RETL 3.47 0.16%
ERY 3.41 0.58%
DUG 3.35 0.35%
KOLD 3.22 -0.52%
DTO 3.21 -3.62%
EDZ 3.11 3.79%
DGAZ 3.07 -1.22%
UDOW 3.02 0.72%
USLV 3 -6.79%
SVXY 2.97 -0.84%
Average -0.74%
Negative
(short)
RWM 1.5 -0.58%
SKF 1.49 0.11%
ULE 1.49 -0.50%
DGLD 1.47 2.15%
DOG 1.4 -0.21%
GUSH 1.4 2.79%
JDST 1.38 8.61%
SPXU 1.38 -1.62%
DUST 1.19 7.95%
EDC 1.18 -4.40%
Average 1.43%

The call from 2 weeks ago finished well.   $DTO in the longs was the worst call.

Sym Scale
5-0
Last 10 Day
% Change
Positives
(long)
JNUG 4.45 0.46%
AGQ 3.66 -2.63%
UPRO 3.52 5.42%
TNA 3.46 7.07%
KOLD 3.43 4.17%
SOXL 3.38 18.20%
BZQ 3.31 4.30%
DTO 3.17 -11.63%
NUGT 3.17 -0.81%
LABU 3.16 20.60%
Average 4.52%
Negative
(short)
PSQ 1.33 -3.58%
SDS 1.32 -3.49%
VIXM 1.32 2.28%
SQQQ 1.26 -10.53%
YANG 1.26 -8.66%
TECS 1.24 -9.59%
SOXS 1.17 -15.95%
EUM 1.16 -2.61%
JDST 0.9 -4.34%
QID 0.89 -7.10%
Average -6.36%



asdfsdf

Wednesday, August 29, 2018

Making a Stock Price Prediction or Estimate with WEKA - 9th video

I posted a new video about working with WEKA, TA-LIB and Java to make price predictions

Using the best simple moving average intervals (see previous video) I show how to make predictions looking out 5 days for both numeric and buy/sell classifications.

https://youtu.be/nMvd--Pc3Zc

Saturday, August 25, 2018

The Interim Weekly #s Show Last Week's Fix May Have Worked

But then again the previous models tended to work well with up markets and this past week was a positive week for the  markets

Here are this week top 10 and bottom 10 picks for leveraged ETFS.

Sym Scale
5-0
Positives
(long)
RETL 3.47
ERY 3.41
DUG 3.35
KOLD 3.22
DTO 3.21
EDZ 3.11
DGAZ 3.07
UDOW 3.02
USLV 3
SVXY 2.97
Negative
(short)
RWM 1.5
SKF 1.49
ULE 1.49
DGLD 1.47
DOG 1.4
GUSH 1.4
JDST 1.38
SPXU 1.38
DUST 1.19
EDC 1.18

And the one week interim numbers with one more week to go.

Sym Scale
5-0
Last 5 Day
% Change
Positives
(long)
JNUG 4.45 -0.25%
AGQ 3.66 -1.79%
UPRO 3.52 1.21%
TNA 3.46 4.43%
KOLD 3.43 0.84%
SOXL 3.38 9.86%
BZQ 3.31 8.57%
DTO 3.17 -7.10%
NUGT 3.17 -0.80%
LABU 3.16 7.73%
Average 2.27%
Negative
(short)
PSQ 1.33 -1.01%
SDS 1.32 -0.84%
VIXM 1.32 0.29%
SQQQ 1.26 -2.90%
YANG 1.26 -5.24%
TECS 1.24 -3.04%
SOXS 1.17 -9.29%
EUM 1.16 -1.54%
JDST 0.9 -1.60%
QID 0.89 -1.95%
Average -2.71%

Monday, August 20, 2018

One More Attempt By Correcting A Model Variable.

I haven't posted since June 23 because since then the success rate of the models went from fair to bad.  Both buy and sell indicators provided useless calls.  

It turns out that starting at that date I introduced a new sub-model for the scale.  I discovered a mistake just today. The new sub-model was using a 3 day look-ahead instead of a 10 day look-ahead as the original 4 sub-models used. 

So here is the latest top 10 and bottom 10 calls for selected Leveraged ETFs using 5 models.

I will post the interim 1 week call and the final 2 week call, as I did in previous postings, once the appropriate time period has passed.



Sym Scale
5-0
Positives
(long)
JNUG 4.45
AGQ 3.66
UPRO 3.52
TNA 3.46
KOLD 3.43
SOXL 3.38
BZQ 3.31
DTO 3.17
NUGT 3.17
LABU 3.16
Negative
(short)
PSQ 1.33
SDS 1.32
VIXM 1.32
SQQQ 1.26
YANG 1.26
TECS 1.24
SOXS 1.17
EUM 1.16
JDST 0.9
QID 0.89

Saturday, June 23, 2018

Top 10 / Bottom 10 Picks For Leveraged ETFs Over the Next 2 Market Weeks

Looking out 2 weeks.
Sym Scale
5-0
Positives
(long)
YINN 4.29
SOXL 3.93
DTO 3.8
FAS 3.43
UDOW 3.33
NUGT 3.24
DGP 3.23
CURE 3.19
KOLD 3.19
SPXL 3.17
Negative
(short)
SPXS 1.44
RUSL 1.3
SDS 1.28
SDOW 1.23
FAZ 1.17
YANG 1.15
UVXY 1.13
SOXS 1.11
TVIX 1.03
TECS 0.74

Last week... so far.
Sym Scale
4-0
Last 5 Day
% Change
Positives
(long)
DGAZ 3.89 2.60%
KOLD 2.96 1.97%
YINN 2.76 -13.20%
SVXY 2.51 -3.72%
FAS 2.38 -1.65%
GUSH 2.29 7.41%
LABU 2.29 5.03%
UDOW 2.28 -6.34%
DTO 2.23 -6.53%
SOXL 2.16 -8.20%
Average -2.26%
Negative
(short)
MIDZ 0.7 0.68%
SKF 0.65 0.95%
FAZ 0.63 1.25%
TECS 0.61 3.56%
SDOW 0.49 5.44%
GASX 0.46 -8.19%
BRZU 0.37 -3.25%
UGAZ 0.33 -3.35%
YANG 0.33 14.34%
BOIL 0.2 -2.37%
Average 0.91%
From 2 weeks ago.
Sym Scale
4-0
Last 10 Day
% Change
Positives
(long)
DTO 2.67 -2.08%
RUSL 2.55 -5.41%
SOXL 2.43 -5.93%
KOLD 2.36 -3.68%
CHAU 2.35 -12.92%
DGAZ 2.35 -5.27%
SCO 2.28 -2.19%
DGP 2.27 -4.90%
DUG 2.27 4.63%
DSLV 2.26 8.19%
Average -2.96%
Negative
(short)
SDOW 0.69 9.17%
SKF 0.69 3.59%
VIXM 0.69 1.15%
SPXU 0.66 2.21%
PSQ 0.65 -1.18%
SOXS 0.63 5.73%
TVIZ 0.62 2.21%
FAZ 0.59 4.40%
GASX 0.52 -4.42%
TECS 0.52 1.43%
Average 2.43%