Friday, June 24, 2016

Model Calling For A Continuation of Friday's Sell-off

Symbol Mon 27 Tue 28 Wed 29 Thu 30 Fri 01 Average VSD
^VIX 29.92% 14.03% 26.86% 24.48% 20.15% 23.09% .
^HUI 7.37% 4.50% 7.40% 4.78% 4.44% 5.70% .
^XAU 4.43% 2.84% 4.98% 2.82% 3.20% 3.65% .
^UTY 1.08% 0.47% 0.44% 0.46% -0.19% 0.45% .
^HGX -0.39% -1.53% -1.19% -1.42% -0.53% -1.01% .
^GSPC -0.73% -2.37% -1.66% -1.79% -0.94% -1.50% .
^RUT -0.96% -1.96% -1.70% -2.07% -1.25% -1.59% .
^INSR -1.51% -2.71% -1.92% -1.35% -1.16% -1.73% .
^TYX -2.63% -2.64% -2.25% -1.11% -0.20% -1.76% .
^XOI -2.82% -2.32% -2.13% -1.46% -0.23% -1.79% >
^INDS -1.19% -2.80% -2.12% -2.28% -1.42% -1.96% .
^IXCO -1.92% -2.37% -2.41% -2.04% -1.29% -2.01% .
^IXIC -1.71% -2.68% -2.06% -2.23% -1.43% -2.02% .
^XNG -1.85% -2.89% -3.36% -2.28% -1.15% -2.31% .
^BANK -3.66% -2.79% -2.30% -2.20% -1.21% -2.43% >
^NBI -2.91% -2.20% -1.89% -2.98% -2.68% -2.53% .
^IXTC -3.13% -3.49% -3.04% -2.93% -2.60% -3.04% .
^TRAN -2.79% -3.40% -3.23% -3.62% -2.61% -3.13% .

Top 10 Positive Moving Leveraged ETFS.


Symbol Mon 27 Tue 28 Wed 29 Thu 30 Fri 01 Average VSD
uvxy* 24.14% 11.56% 18.45% 18.70% 6.06% 15.78% .
tvix* 23.39% 11.56% 16.89% 19.99% 4.60% 15.29% .
NUGT 19.75% 13.91% 20.82% 12.20% 9.16% 15.17% .
JNUG 16.85% 16.18% 16.34% 6.63% 10.23% 13.24% .
DWTI 12.11% 7.46% 9.87% 10.86% 5.16% 9.09% .
RUSS 15.80% 2.12% 10.09% 7.67% 2.34% 7.60% .
ugld* 9.64% 9.14% 7.89% 5.75% 5.00% 7.48% <
faz* 12.73% 6.06% 7.86% 6.01% 4.06% 7.34% .
MIDZ 10.84% 7.07% 8.14% 6.52% 3.43% 7.20% .
SMN 10.69% 4.45% 6.61% 6.41% 5.73% 6.78% .

1 comment:

douglas gammons said...

Looks like we were at Boston University at the same time. I graduated 1979.