Friday, August 26, 2016

Model Looking For A Down Week To End August

The model expects precious metals and the miners to continue down.

Symbol Mon 29 Tue 30 Wed 31 Thu 01 Fri 02 Average VSD
^VIX -0.82% 2.53% -0.22% 11.70% 18.50% 6.34% .
^TYX -0.26% 0.93% 2.50% 1.11% 0.72% 1.00% .
^INSR 0.25% -0.14% 0.49% 0.47% 0.32% 0.28% .
^BANK -0.75% 0.02% 0.37% 0.86% 0.74% 0.25% .
^IXTC -0.50% -0.18% 0.06% 0.20% 0.58% 0.03% >
^IXCO 0.22% 0.26% -0.10% -0.30% -0.12% -0.01% .
^RUT 0.71% 0.06% -0.31% -0.71% -0.78% -0.21% <
^IXIC 0.22% -0.13% -0.68% -0.68% 0.20% -0.21% .
^TRAN 0.46% -0.28% -0.56% -0.29% -0.44% -0.22% .
^GSPC 0.57% -0.25% -0.60% -0.74% -0.52% -0.31% .
^XOI 0.33% -0.30% -0.38% -0.47% -1.29% -0.42% <
^INDS -0.06% -0.10% -0.62% -0.47% -0.88% -0.43% .
^XNG -0.11% -0.05% -1.20% -0.65% -1.82% -0.77% .
^HGX -0.52% -1.04% -2.64% -0.74% 0.25% -0.94% .
^UTY -0.15% -1.06% -1.15% -1.06% -1.56% -1.00% .
^NBI 0.88% 0.82% -2.55% -3.87% -2.11% -1.37% .
^HUI 1.94% 0.73% -0.24% -7.56% -7.93% -2.61% <
^XAU 0.85% 0.84% -1.16% -7.22% -9.30% -3.20% <

Top 10 Positive Moving  L.ETFs

 
Symbol Mon 29 Tue 30 Wed 31 Thu 01 Fri 02 Average VSD
UGAZ 1.72% 5.23% 3.58% 17.77% 30.29% 11.72% .
JDST 4.91% -1.24% 8.98% 13.48% 23.40% 9.91% .
BOIL -2.99% 2.74% 2.39% 11.76% 16.70% 6.12% .
dust* 0.71% -3.61% 1.78% 6.92% 19.30% 5.02% .
uvxy* -0.92% 0.60% 5.30% 7.22% 7.03% 3.85% .
TVIX -2.34% 2.43% 5.61% 5.98% 4.87% 3.31% .
DTO -0.22% -1.96% 2.73% 3.99% 11.14% 3.14% .
BZQ 0.19% 2.39% 0.73% 3.22% 8.70% 3.04% .
BIS 1.20% -1.44% 6.83% 3.63% 4.59% 2.96% .
RUSS 6.95% 2.13% 3.35% 0.33% 1.41% 2.83% .


 Top 10 Positive Moving SP100 Stocks.


Symbol Mon 29 Tue 30 Wed 31 Thu 01 Fri 02 Average VSD
BAC -0.43% 1.55% 1.77% 3.00% 3.19% 1.82% >
MET -0.34% 0.96% 2.08% 3.02% 2.34% 1.61% .
MS 4.43% 0.24% 1.06% 1.29% 0.48% 1.50% .
SBUX -0.27% 0.30% 0.75% 1.43% 3.41% 1.12% >
AMZN -0.79% 1.35% 2.29% 0.56% 1.77% 1.03% .
MON 0.19% 0.65% -0.12% 2.23% 2.10% 1.01% .
CSCO -0.38% 0.05% 0.52% 2.09% 2.66% 0.99% >
BK -0.14% 0.39% 1.14% 0.98% 0.98% 0.67% .
MA 1.14% 1.02% -0.18% 0.17% 1.19% 0.67% .
NSC -0.42% 0.57% 1.38% 1.30% 0.47% 0.66% .

5 comments:

Patrick said...

How did your predictions for JDST and DUST compare to actual returns last week?

usacoder said...

dust
-est 0.42% 1.39% 2.38% 6.36% 10.06%
-actual 4.97% 4.21% 21.38% -3.63% 1.61%

jdst
-est 1.51% 2.24% 0.15% 9.21% 2.62%
-actual 6.45% 6.49% 24.59% -10.28% 2.15%

usacoder said...

above actuals are for next day changes but the estimates are for changes from close (Fri 19) so here are the actual changes from the 19th's close.

dust 4.97% 9.39% 32.78% 27.96% 30.02%

jdst 6.45% 13.36% 41.24% 26.73% 29.45%

Unknown said...

Hi, what does your model predict for FCX?

usacoder said...

FCX 1.06% -0.35% -6.60% -4.98% -6.30%