Saturday, September 10, 2016

Using The Same Numbers But With Linear Regression

This model uses the WEKA library's LinearRegression algorithm. Still a 10 day out outlook. 

Sym 2016-08-26 2016-08-29 2016-08-30 2016-08-31 2016-09-01 2016-09-02 2016-09-06 2016-09-07 2016-09-08 2016-09-09

2016-09-12 2016-09-13 2016-09-14 2016-09-15 2016-09-16 2016-09-19 2016-09-20 2016-09-21 2016-09-22 2016-09-23
AGQ 0.50% 0.30% 0.00% -0.40% 0.00% 0.50% 0.80% 0.50% 0.30% -0.10%
BIB 4.30% 4.40% 4.20% 5.60% 5.20% 5.20% 5.00% 4.60% 4.30% 4.80%
BIS -3.10% -3.20% -3.30% -3.30% -3.50% -3.50% -1.50% -2.20% -2.50% -2.40%
BOIL -0.50% -0.90% -1.30% -1.70% -2.10% -2.50% -2.90% -3.30% -4.30% -4.00%
BOM 0.30% 0.30% 0.40% 1.20% 0.60% 0.40% 0.30% 0.20% 0.10% 0.00%
BRZU 1.20% 2.20% 2.60% -3.70% -3.30% -3.30% -3.00% -2.50% -2.10% -1.60%
BZQ -0.10% 0.90% 1.00% 1.10% 1.30% 2.00% 2.90% 1.20% 2.50% 14.10%
CURE 4.70% 4.40% 4.80% 3.10% 3.40% 3.10% 2.10% 2.00% 1.80% 3.30%
DDM 0.10% -0.50% 0.10% 0.50% 0.30% 0.80% 0.80% 0.80% 0.80% 0.80%
DGAZ 0.10% 1.50% 2.80% 1.30% 1.90% 1.70% 1.50% 1.10% 1.30% 1.20%
DGLD 0.70% 0.90% 0.10% -0.20% 0.40% 2.10% 3.30% 2.60% 2.20% 2.10%
DIG -0.20% -0.40% 0.20% 1.00% 1.10% 1.30% -0.10% -0.10% 0.10% 1.40%
DRN 2.60% 2.80% 0.30% 2.70% 2.10% 2.30% 2.10% 1.80% 2.00% 3.00%
DRV -4.10% -3.40% -2.50% -2.20% -2.40% -1.90% -1.50% -1.10% 1.70% 2.40%
DSLV 2.50% 2.40% 1.00% 1.90% 2.80% 3.80% 4.50% 8.50% 6.60% 7.80%
DTO -0.50% -0.40% -0.50% -0.60% -0.60% -0.40% -0.30% -0.30% -0.60% -0.50%
DUG -0.20% 0.00% 0.10% -0.20% -0.30% 0.10% 0.90% 1.10% 2.00% 0.70%
DUST 2.50% 3.00% 1.10% -0.30% 2.00% 4.00% 6.70% 7.10% 6.70% 4.80%
DWTI 0.10% 0.70% 1.30% 2.60% 3.80% 3.70% 3.60% 3.50% 2.00% 3.70%
DXD -0.40% 0.10% 0.20% 0.20% 0.30% 0.70% 1.00% 1.20% 1.20% 0.20%
DZK 0.20% 0.20% 0.10% 0.50% -3.30% -2.10% -2.00% -2.70% 1.00% 1.40%
EDC -0.20% 0.90% -2.10% 1.40% 0.90% 3.80% -0.40% 1.20% 0.90% 0.40%
EET 0.40% 0.10% -2.10% 0.50% 0.30% 2.60% -0.50% -0.20% -0.20% 0.20%
ERX 1.00% 0.80% 2.10% 2.80% 2.80% 3.10% 2.00% -1.10% 1.50% 1.00%
ERY -0.60% -0.40% -0.50% -1.00% -1.20% -0.70% 0.10% 0.30% 1.20% 1.40%
EZJ 0.20% 0.40% 0.40% 0.60% 0.50% 0.30% 0.00% 0.20% 0.00% 0.00%
FAS -0.40% -0.40% 0.10% -0.90% -0.20% -1.10% -1.10% -1.10% -1.10% -1.60%
FAZ 2.50% -1.30% -2.30% -2.60% -2.30% -2.30% -1.70% -0.90% -0.80% -0.70%
GASL -6.00% -7.60% -6.00% 0.70% 0.10% -1.10% -3.00% -8.70% -11.60% 0.20%
GLL -0.30% -0.20% -0.50% -0.60% -0.40% -0.20% 0.20% 0.30% 0.20% 0.00%
INDL 1.40% 3.70% 3.00% 2.50% 2.40% 2.60% 2.70% 2.50% 2.30% -0.20%
JDST -7.80% -7.20% -12.50% -14.90% -8.30% -1.30% 5.30% 5.30% 4.80% -0.80%
JNUG 6.30% 5.00% 2.50% 2.00% 2.50% 4.50% 6.80% 7.00% 6.60% 4.50%
KOLD 1.40% 1.40% 0.30% 0.50% -0.30% 0.40% 0.10% -0.10% 0.50% 0.40%
KORU 2.00% 0.70% 3.50% 3.20% 2.90% 0.70% 0.00% -0.80% -1.60% -1.90%
LBJ 0.10% 0.30% 1.00% -0.20% -1.10% -1.20% -1.40% -1.30% -1.20% -1.20%
MIDU -0.10% -0.40% -0.60% -0.40% -0.50% 0.20% 0.30% 0.10% 0.10% -0.10%
MIDZ -1.40% -0.80% -1.10% -1.20% -1.20% -0.20% -1.40% -1.00% -1.40% -3.60%
MVV -1.60% -1.50% -0.50% -0.20% -0.50% 0.80% 0.60% 0.60% 0.40% -0.20%
MZZ -0.30% 0.20% -0.30% -0.50% -0.30% 0.10% -1.10% -0.90% -0.80% -1.20%
NUGT 2.00% 1.30% -1.10% -2.50% 2.90% 3.10% 3.80% 3.00% 2.00% 0.20%
QID -1.30% -1.20% -1.20% -1.20% -1.00% -0.90% -0.60% -0.70% -0.70% -1.20%
QLD 1.20% 1.10% 1.20% 1.30% 1.30% 0.90% 0.80% 0.90% 1.20% 1.70%
RETL 4.10% 1.90% 3.50% 2.70% 3.10% 1.60% 1.40% 2.10% 3.30% 13.50%
REW -0.70% -0.60% -0.40% -0.30% 0.00% -0.40% -0.70% -0.70% -1.50% -0.80%
ROM 0.90% 0.20% 0.50% -0.10% 0.70% 0.80% 0.80% 0.60% 0.50% 1.20%
RUSL -1.30% -1.10% -0.40% 4.60% -0.10% -1.10% -1.60% -1.70% -1.70% -1.60%
RUSS 1.20% 2.10% 2.30% 1.80% 2.40% 4.50% 7.00% 5.60% 5.70% 4.00%
RXD -1.40% -1.30% -1.00% -1.50% -1.50% -0.90% -0.70% -0.20% -0.30% -1.10%
RXL 2.00% 1.80% 1.70% 2.30% 1.00% 1.40% 1.10% 1.50% 0.60% 2.50%
SAA -0.60% -0.50% -0.90% -1.00% -1.20% 0.10% 0.20% 0.00% -0.10% -0.70%
SCC -1.60% -1.40% -1.20% -1.10% -0.90% -0.80% -0.60% -0.40% -0.30% -0.60%
SCO 0.50% 0.50% 0.50% 0.00% -0.30% 0.20% 0.60% 0.90% 1.20% -0.40%
SDP -1.30% -1.30% -0.90% -0.90% -0.70% -0.50% 0.20% 0.30% -0.70% -1.80%
SDS 0.10% 0.40% 0.50% 0.50% 0.70% 1.00% 1.30% 1.50% 1.50% 0.50%
SMN -0.70% -0.10% -0.30% -0.30% -0.20% 0.10% 0.30% 0.60% 1.60% 2.40%
SOXL 5.10% 0.00% 0.50% -1.30% 0.10% -1.90% -0.20% 0.10% -0.10% 0.30%
SPUU -2.80% -1.70% -1.50% -1.40% -1.50% 1.80% 1.70% 1.60% 1.50% 1.40%
SPXL 0.90% -2.10% -2.00% -0.30% -0.20% 2.70% 2.60% 2.60% 2.60% 1.60%
SPXS -0.70% -0.20% -0.20% -0.30% -0.20% 0.30% 0.70% 0.90% 0.90% -1.10%
SQQQ -1.40% -1.00% -1.10% -0.90% -0.60% -0.10% 0.60% -0.80% -0.50% -1.20%
SSO 0.70% -1.30% -1.00% 0.10% 0.20% 1.80% 1.80% 1.80% 1.80% 0.90%
SVXY 0.20% 0.10% 0.90% 0.50% 0.50% -0.10% 1.50% 0.50% 0.50% 1.00%
TBT -1.10% 0.00% -0.70% -0.60% -0.80% -0.10% -0.10% 0.00% 0.10% -1.30%
TECL 0.30% -0.40% -0.40% -0.40% -0.60% 1.80% 1.50% 1.20% 1.30% 1.70%
TECS -0.70% -0.30% -0.10% 0.10% 0.50% -0.50% 0.30% -1.10% -0.90% -2.00%
TMF 2.30% 1.90% 2.10% 2.10% 1.20% 1.60% 1.10% 0.30% 1.40% 10.30%
TNA -2.20% -0.80% -1.40% -1.30% -1.30% -0.60% -0.80% -1.60% -1.10% -0.20%
TQQQ 3.00% 1.70% 1.60% 1.60% 1.50% 1.70% 1.60% 1.60% 1.60% 2.20%
TVIX -5.50% -5.40% -5.40% -5.40% -5.40% -5.20% -4.30% -3.70% -3.30% -3.70%
TWM -0.80% -0.80% -0.60% -0.70% -0.70% -0.30% -0.50% -0.60% -0.60% -1.70%
TZA -1.90% -1.50% -1.20% -1.30% -1.10% -0.20% -2.10% -2.20% -2.00% -2.80%
UBR -0.50% 0.90% 0.80% -2.70% -2.40% -2.20% -1.90% -1.60% -1.30% -1.60%
UBT 1.30% 1.40% 1.60% 1.60% 1.20% 1.50% 1.20% 1.20% 1.80% 4.30%
UCC 0.20% 0.20% 0.00% 0.30% 1.10% 1.20% 1.10% 1.00% -0.50% 0.30%
UCO 2.30% 2.40% 2.30% 0.00% -1.00% -0.70% 1.60% 0.20% 2.30% -0.50%
UDOW 0.00% -0.80% -0.40% 0.00% -0.20% 2.00% 1.80% 1.70% 1.60% 1.80%
UGAZ -3.80% -4.20% -4.50% -4.90% -5.20% -5.60% -5.80% -6.20% -6.80% -6.30%
UGE 0.60% 0.70% 0.70% 0.50% 0.60% 0.60% 1.40% 1.20% 1.50% 0.80%
UGL 0.90% 1.30% 0.70% 0.70% 1.00% 0.90% 0.80% 0.70% 0.70% 0.60%
UGLD 0.30% 0.60% -0.50% 0.60% 0.20% 0.20% 0.40% 0.10% -0.10% -0.40%
UMDD -1.30% -1.40% -0.40% -0.80% -0.50% 2.00% 1.80% 1.70% 1.60% 0.50%
UPRO 1.50% -0.80% -0.60% 0.70% 0.80% 3.20% 3.00% 3.00% 3.00% 2.80%
UPW -2.10% -2.50% 0.10% 1.10% 1.30% -0.70% -1.00% -0.60% -0.20% 1.20%
URE 1.30% 0.00% 0.60% 0.80% 0.90% 0.80% 0.80% 0.80% 1.00% 1.40%
URTY -1.40% -0.20% -0.40% -0.50% -0.50% -0.40% -0.70% -0.50% -0.70% 0.60%
USD 1.30% 0.50% 0.60% 0.30% 0.20% 1.40% 1.20% 0.70% 0.60% 0.60%
USLV 0.30% -0.70% -0.90% -0.50% -4.10% -5.10% -4.80% -3.30% -2.50% -1.90%
UVXY -5.20% -4.60% -4.40% -4.50% -4.40% -3.50% -3.70% -4.00% -4.50% -8.80%
UWM -1.40% -0.50% -0.80% -0.70% -0.70% -0.20% -0.40% -0.10% -0.30% -0.10%
UWTI 1.20% 1.10% 1.50% 0.60% 0.20% 0.50% -1.60% 1.20% 0.60% -4.60%
UXI -0.70% 0.20% 0.00% -0.10% -0.10% -0.50% -0.30% -0.30% 0.00% 1.20%
UYG 0.00% -0.20% 0.00% 0.00% -0.10% -0.10% -0.10% 0.00% 0.00% -0.30%
UYM 0.50% 0.40% 0.40% 0.20% 0.10% -0.10% -0.10% -0.20% -0.30% -0.50%
YANG -0.80% -0.40% -0.10% -0.10% 0.30% 1.10% -0.40% -0.90% -0.50% -1.40%
YINN 1.70% 1.00% 0.70% 0.30% 0.10% 0.60% -0.60% 1.00% 1.40% 1.90%
ZSL -2.00% -1.50% -1.80% -1.40% -0.90% 0.10% 1.10% 0.40% 0.00% -0.40%

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