Thursday, December 10, 2015

Model Looks Negative

This afternoon I got out of my long play for ^NBI  by selling BIB.

Now I am considering several inverse leverage ETFs based on energy.  

Yahoo
Symbol
Fri 11 Mon 14 Tue 15 Wed 16 Thu 17 Average VSD
^NBI 0.14% 0.04% 1.22% 0.47% 1.88% 0.75%
GLD -0.31% -0.45% -0.28% -1.40% 0.85% -0.32%
^TRAN 0.76% 0.55% -2.52% -2.03% -0.11% -0.67%
^GSPC -0.04% -0.44% -1.63% -0.49% -0.78% -0.68%
^INDS -0.12% -1.28% -1.39% -0.71% -0.62% -0.82%
^IXIC -0.24% -1.06% -1.50% -1.15% -0.43% -0.87%
^INSR 0.30% -1.17% -1.01% -1.41% -1.69% -1.00%
^XNG -0.26% 0.92% 0.53% -2.47% -4.38% -1.13%
^IXCO -0.25% -1.46% -1.68% -2.21% -0.94% -1.31%
^RUT -0.10% -1.30% -1.48% -2.17% -2.20% -1.45% <
^IXTC 0.27% -2.35% -2.71% -3.37% -0.93% -1.82%
OIL 1.15% -1.57% -0.45% -7.65% -7.95% -3.29%


Top 10 Positive Leverage ETFs.


Symbol Fri 11 Mon 14 Tue 15 Wed 16 Thu 17 Average VSD
DWTI -1.46% 3.92% 6.53% 33.56% 37.82% 16.07% >
DGAZ 0.74% 6.54% -0.21% 22.49% 28.43% 11.60%
uvxy* 5.06% -1.69% 14.92% 33.18% -1.47% 10.00%
tvix* 5.39% -1.32% 14.21% 31.68% -0.94% 9.80%
SCO -0.82% 3.13% -1.05% 19.49% 19.79% 8.11%
YANG -2.38% 3.78% 9.64% 12.46% 12.02% 7.10%
KOLD 0.45% 6.31% 0.94% 9.10% 17.29% 6.82%
DTO -1.59% 1.93% -0.35% 17.12% 15.69% 6.56%
FAZ 0.19% 5.78% 5.91% 10.24% 6.77% 5.78%
MIDZ 2.16% 4.30% 5.20% 7.10% 3.93% 4.54%

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