Friday, June 10, 2016

And The Model Says, "The Only Thing Looking Positive Next Week Is The VIX."

Looking back at last week's blog post I should have held on to JNUG.  What a move this week.

Symbol Mon 13 Tue 14 Wed 15 Thu 16 Fri 17 Average VSD
^VIX 17.28% 21.72% 21.49% 24.91% 27.84% 22.65% .
^HUI -1.44% -0.27% 2.73% 1.77% 1.45% 0.85% .
^UTY -0.28% 0.46% 0.85% 0.96% 1.08% 0.61% >
^XAU -1.49% -1.22% 1.80% 0.86% 2.52% 0.49% .
^TRAN -0.84% -0.93% -0.41% 0.78% 0.83% -0.11% .
^INSR -0.36% -0.66% -0.31% -0.29% -0.26% -0.37% .
^GSPC -0.42% -1.17% -0.99% -0.72% -0.45% -0.75% .
^IXCO -0.78% -1.13% -0.94% -0.67% -0.62% -0.83% .
^RUT -0.94% -2.05% -1.41% -1.07% -0.14% -1.12% .
^HGX -1.06% -1.86% -1.68% -0.65% -0.46% -1.14% .
^INDS -0.97% -1.58% -1.51% -1.17% -0.99% -1.24% .
^XOI -2.01% -2.96% -2.51% -0.32% 1.05% -1.35% .
^IXIC -1.02% -1.75% -1.52% -1.32% -1.30% -1.38% .
^BANK -0.59% -1.95% -1.76% -2.06% -1.18% -1.51% .
^IXTC -1.33% -2.03% -2.10% -1.29% -1.31% -1.61% .
^TYX -1.01% -2.65% -3.71% -3.98% -2.99% -2.87% .
^XNG -3.43% -3.68% -4.29% -3.28% -0.37% -3.01% .
^NBI -2.37% -4.06% -4.61% -6.94% -5.84% -4.76% .

 

 

Top 10 Positive Moving Leveraged ETFs.

Symbol Mon 13 Tue 14 Wed 15 Thu 16 Fri 17 Average VSD
UVXY 17.32% 21.48% 22.27% 23.27% 19.96% 20.86% .
TVIX 16.54% 20.33% 22.21% 22.62% 19.42% 20.23% .
USLV 0.97% 5.09% 17.23% 15.54% 17.72% 11.31% .
BIS 4.79% 8.50% 8.27% 14.14% 10.51% 9.24% .
ugaz* -3.91% 11.15% 8.28% 11.00% 18.94% 9.09% .
AGQ 0.53% 3.22% 10.75% 10.29% 11.95% 7.35% .
yang* 8.76% 10.23% 9.50% 5.63% 1.73% 7.17% .
RUSS 10.44% 14.35% 9.70% 3.15% -4.12% 6.70% .
JNUG -5.18% -0.85% 12.58% 8.74% 17.92% 6.64% .
UGLD 1.94% 3.23% 7.87% 7.77% 7.46% 5.65% .

 

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