Friday, June 3, 2016

Model Expects Gold and Miners To Continue Up.

I did jump into the miners today by purchasing JNUG (jr. miners 3x) and got out with a 5% gain.  It closed above 35% for the day; most of the gain was at the open.  The numbers for HUI on next Wednesday is over 2 std. dev. for a % gain and the same for XAU next Thursday.  I'm not buying the models call - today's huge jump for those indexes are probably having a residual effect on the calculations.

Symbol Fri 03 Mon 06 Tue 07 Wed 08 Thu 09 Average VSD
^HUI 1.17% 6.61% 11.55% 8.66% 7.15% 7.03% .
^XAU -0.56% 5.86% 6.44% 9.46% 7.67% 5.77% .
^UTY -0.23% 1.66% 0.67% 0.82% 0.92% 0.77% .
^IXTC -0.12% -0.15% 1.12% 1.13% 0.56% 0.51% .
^HGX 0.81% 0.20% -0.17% 0.68% 0.26% 0.36% .
^XOI 0.41% 0.42% -0.64% 0.07% -0.10% 0.03% .
^IXCO 0.50% 0.58% -0.15% -0.48% -0.98% -0.10% .
^VIX 0.62% 6.99% -4.66% -2.24% -1.54% -0.17% .
^TRAN 0.15% 0.33% -0.91% -0.59% -0.20% -0.25% .
^GSPC -0.22% -0.20% -0.49% -0.41% -0.21% -0.31% .
^INDS -0.19% 0.33% -0.52% -0.94% -0.51% -0.37% .
^INSR 0.08% -0.72% -0.47% -0.60% -0.17% -0.38% .
^IXIC -0.40% -0.34% -0.16% -0.25% -0.82% -0.39% .
^RUT -0.21% 0.10% -0.58% -0.04% -1.25% -0.40% .
^XNG -0.30% 0.28% -0.73% -1.03% -1.31% -0.62% .
^BANK 0.14% -0.90% -1.36% -1.08% -2.18% -1.08% .
^TYX -0.56% -0.87% -1.62% -1.70% -2.46% -1.44% <
^NBI 0.84% -2.16% -1.85% -1.73% -2.93% -1.57% .

Top 10 Positive Moving Leveraged ETFs.  

Symbol Fri 03 Mon 06 Tue 07 Wed 08 Thu 09 Average VSD
nugt* -1.52% 10.42% 27.44% 24.93% 15.75% 15.41% .
JNUG -1.51% 8.69% 18.01% 21.04% 21.41% 13.53% >
LBJ 0.71% 7.07% 6.67% 9.47% 9.29% 6.64% .
BRZU 1.25% 7.45% 6.92% 5.78% 3.66% 5.01% .
UGLD 1.50% 5.83% 4.88% 8.20% 4.57% 5.00% .
RUSL 2.38% 1.99% 7.13% 4.47% 5.21% 4.23% .
UGL 0.67% 5.08% 3.09% 5.35% 4.85% 3.81% .
USLV -2.90% 4.88% 4.52% 4.79% 6.97% 3.65% .
UBR 0.62% 4.26% 3.42% 4.65% 4.23% 3.44% .
KORU -1.23% 1.16% 2.46% 6.07% 4.65% 2.62% .

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