Is The Model Over-Estimating The VIX?
Symbol |
Mon 12 |
Tue 13 |
Wed 14 |
Thu 15 |
Fri 16 |
Average |
VSD |
^VIX |
-5.28% |
20.90% |
22.92% |
19.11% |
11.89% |
13.91% |
. |
^TYX |
1.18% |
2.95% |
4.57% |
4.25% |
5.75% |
3.74% |
. |
^XNG |
-0.63% |
-0.58% |
0.74% |
2.34% |
4.44% |
1.26% |
> |
^TRAN |
-0.08% |
-1.16% |
-0.10% |
0.52% |
0.24% |
-0.12% |
. |
^XOI |
-0.42% |
-1.01% |
-1.80% |
0.18% |
1.76% |
-0.26% |
. |
^BANK |
-0.25% |
-0.70% |
0.10% |
-1.16% |
-0.27% |
-0.46% |
. |
^NBI |
1.21% |
-1.58% |
-1.31% |
-0.03% |
-0.93% |
-0.53% |
. |
^RUT |
0.63% |
-1.91% |
-2.30% |
-1.71% |
-1.02% |
-1.26% |
. |
^INSR |
-0.09% |
-1.67% |
-2.69% |
-1.39% |
-0.57% |
-1.28% |
. |
^GSPC |
0.11% |
-1.75% |
-1.76% |
-1.79% |
-1.71% |
-1.38% |
. |
^INDS |
0.60% |
-1.95% |
-2.70% |
-1.83% |
-1.76% |
-1.53% |
. |
^IXIC |
-0.10% |
-2.20% |
-2.46% |
-1.85% |
-2.16% |
-1.76% |
. |
^UTY |
-0.35% |
-2.65% |
-2.59% |
-3.01% |
-0.89% |
-1.90% |
. |
^XAU |
-0.72% |
-3.42% |
-4.73% |
-2.07% |
0.84% |
-2.02% |
. |
^IXTC |
-0.28% |
-2.03% |
-3.24% |
-2.90% |
-2.06% |
-2.10% |
. |
^IXCO |
-0.45% |
-2.46% |
-3.02% |
-2.55% |
-2.21% |
-2.14% |
. |
^HGX |
-0.70% |
-3.90% |
-2.96% |
-3.19% |
-2.64% |
-2.68% |
. |
^HUI |
-1.95% |
-3.17% |
-6.29% |
-3.23% |
-1.38% |
-3.21% |
. | |
Top 10 Estimated Positive Moving Leveraged ETFs
Symbol |
Mon 12 |
Tue 13 |
Wed 14 |
Thu 15 |
Fri 16 |
Average |
VSD |
MIDZ |
3.52% |
5.38% |
8.37% |
8.25% |
2.83% |
5.67% |
. |
UWTI |
5.16% |
-1.72% |
3.79% |
5.09% |
11.65% |
4.79% |
. |
SQQQ |
2.71% |
7.55% |
5.11% |
5.31% |
2.87% |
4.71% |
. |
TVIX |
-6.56% |
9.27% |
8.10% |
11.23% |
1.47% |
4.70% |
. |
dust* |
2.23% |
4.98% |
14.67% |
8.55% |
-8.57% |
4.37% |
. |
TZA |
1.89% |
6.38% |
6.32% |
3.94% |
2.82% |
4.27% |
. |
DRV |
-6.91% |
6.13% |
8.04% |
7.49% |
6.37% |
4.23% |
. |
TECS |
-0.61% |
7.05% |
5.78% |
5.33% |
3.35% |
4.18% |
. |
BZQ |
-0.44% |
5.28% |
3.12% |
7.69% |
3.59% |
3.85% |
. |
UVXY |
0.62% |
6.14% |
5.38% |
8.27% |
-1.31% |
3.82% |
. |
Top 10 Estimated Positive Moving SP100 Stocks
Symbol |
Mon 12 |
Tue 13 |
Wed 14 |
Thu 15 |
Fri 16 |
Average |
VSD |
APA |
-1.49% |
1.11% |
6.56% |
11.03% |
17.53% |
6.95% |
> |
COP |
0.18% |
-0.38% |
2.17% |
2.52% |
4.22% |
1.74% |
. |
MET |
-0.23% |
0.67% |
2.46% |
0.97% |
1.89% |
1.15% |
. |
GILD |
0.17% |
0.69% |
0.35% |
2.24% |
0.74% |
0.84% |
. |
WBA |
-0.29% |
-0.27% |
1.31% |
1.11% |
0.81% |
0.54% |
. |
LLY |
-0.30% |
-0.24% |
-0.47% |
1.19% |
1.95% |
0.43% |
. |
COF |
-0.72% |
-0.53% |
1.32% |
0.43% |
0.81% |
0.26% |
. |
MS |
0.86% |
0.44% |
-0.14% |
0.25% |
-0.23% |
0.23% |
. |
MA |
-0.17% |
-0.93% |
0.18% |
0.63% |
0.82% |
0.11% |
. |
AXP |
-0.01% |
-1.01% |
-0.39% |
0.39% |
1.17% |
0.03% |
. |
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