Friday, January 15, 2016

Model Doesn't Like Gold Next Week.

I closed out my holding that shorted Biotech (BIS) and made a small profit.

I was going to pick up some DGLD to short gold but on Monday the futures market is open for half day (all other US markets are closed) so I assume that waiting until Tuesday would be prudent.

Yahoo
Symbol
Tue 19 Wed 20 Thu 21 Fri 22 Mon 25 Average VSD
^IXCO 2.17% 0.67% 0.91% 2.94% 1.74% 1.69%
^XOI -1.09% 2.17% 2.23% 3.07% 1.17% 1.51%
^UTY -0.20% 0.22% 1.08% 2.02% 2.59% 1.14% >
^IXIC 3.25% -0.11% 0.08% 0.78% -0.02% 0.80%
^IXTC 1.20% 0.25% 1.73% -0.09% 0.48% 0.71%
^XNG -0.21% 3.42% 0.40% -1.12% -0.13% 0.47%
^TRAN 0.16% -1.08% 1.01% 0.39% 1.40% 0.37%
^GSPC 0.61% 0.26% -0.05% 1.11% -0.17% 0.35%
^INSR 1.46% 0.64% 0.64% -0.60% -0.71% 0.29% <
^INDS 0.41% -0.24% -2.19% 0.70% 0.22% -0.22%
^NBI -1.64% 1.17% 0.50% 0.12% -3.16% -0.60%
^RUT 0.15% -2.23% -0.18% -1.78% -1.51% -1.11%
^HUI -0.81% -0.30% -1.52% -4.35% -11.99% -3.80%


Top 10 Positive Moving Leveraged ETFs.



Symbol Tue 19 Wed 20 Thu 21 Fri 22 Mon 25 Average VSD
DUST -0.95% 7.11% -0.51% 26.64% 47.14% 15.89%
JDST 2.66% 8.35% 8.80% 13.08% 38.35% 14.25% >
dgaz* -5.25% -4.97% 7.33% 21.27% 15.15% 6.71%
KOLD -4.34% 1.41% 10.14% 20.28% 5.69% 6.64%
TVIX 8.29% 8.01% 1.50% 0.38% 6.21% 4.88%
SMN -0.78% -0.66% 4.11% -3.84% 22.51% 4.27%
EDC 3.24% 3.62% 3.07% 7.58% 3.64% 4.23%
DTO -0.24% 0.52% 3.16% 1.92% 11.40% 3.35%
LBJ -0.16% 1.10% 5.01% 7.23% 2.69% 3.17%
DRV 2.87% -2.19% 4.83% 7.51% 2.85% 3.17%

2 comments:

douglas gammons said...

interesting about the inverse leveraged ETFs... They are all expected to be up, so your model expects commodities to all be lower by next Monday. They have sold off so badly these last two weeks, I would have expected to the model to anticipate a bounce.

usacoder said...

There's only one 'possible' confirmation, Gold (^HUI) and the miners (DUST & JDST). There are a couple of other gold related l.efts that don't show up: DGLD (inverse) at #11 and GLL (inverse) at #14. While UGL at #66 & UGLD at #85 have mostly negative percentages.

Natural Gas ^XNG does not confirm with DGAZ and KOLD.

The same can be said about oil (^XOI) and DTO.