Friday, November 4, 2016

Model Still Favors VIX Being Up, Expects Energies To Stay Flat or Worse.

 I wish I could enter a "election" attribute to the model but I can't.  Tuesday's results may and probably will change the model's numbers.

Symbol Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
^VIX -1.06% -2.12% 6.14% 19.19% 23.03% 9.04% .
^XAU 0.71% 0.32% 1.62% 1.26% 3.39% 1.46% .
^HUI 0.75% 0.99% -1.55% 1.77% 1.77% 0.75% .
^TRAN 0.54% 0.43% 0.41% 0.20% 0.94% 0.50% .
^GSPC 0.23% 0.68% 0.12% 0.55% 0.23% 0.36% .
^RUT 0.61% 1.15% 0.60% -0.42% -1.89% 0.01% .
^BANK 0.79% 0.63% 0.16% -1.04% -0.53% 0.00% .
^HGX -0.20% 1.42% 0.20% -0.42% -1.16% -0.03% .
^IXTC 0.51% 0.53% 0.08% -0.70% -0.83% -0.08% .
^XOI 0.63% 0.22% -0.13% -1.04% -1.46% -0.36% <
^NBI 0.25% 0.94% 0.11% -0.50% -3.12% -0.46% .
^UTY 0.16% 0.39% -0.36% -1.76% -0.75% -0.47% .
^INSR 0.09% -0.12% -0.15% -1.85% -1.79% -0.76% .
^INDS -0.12% -0.26% -0.63% -1.59% -1.72% -0.86% <
^IXIC -0.14% -0.29% -1.28% -1.64% -2.29% -1.13% <
^XNG -0.41% -0.29% -0.66% -2.31% -3.35% -1.40% .
^IXCO -1.59% -1.02% -1.40% -2.50% -2.70% -1.84% .

Top 10 Positive Moving Leveraged ETFs

Symbol Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
TVIX 29.72% 6.74% 13.77% 19.05% 16.48% 17.15% .
DWTI 6.14% -1.72% 10.30% 21.67% 34.55% 14.19% .
DGAZ -6.58% 0.94% 14.03% 25.11% 29.99% 12.70% >
UVXY 1.70% 5.25% 10.01% 17.12% 13.89% 9.60% .
DTO 5.44% 0.49% 6.61% 13.23% 20.62% 9.28% .
RUSS 7.96% 2.26% 11.84% 13.42% 8.95% 8.89% .
KOLD -2.78% 1.62% 2.45% 13.32% 16.05% 6.13% >
SCO 1.93% 1.29% 5.78% 4.07% 17.03% 6.02% .
YANG 5.16% 0.87% 8.25% 1.28% 4.84% 4.08% .
TECS -0.62% 1.94% 4.53% 5.47% 6.84% 3.63% >

Top 10 Negative Moving Leveraged ETFs

Symbol Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
GASL 2.60% -0.27% -1.58% -10.66% -11.95% -4.37% <
EDC -3.06% -2.66% -4.93% -6.98% -6.53% -4.83% .
SVXY 0.10% -1.95% -5.48% -8.47% -8.97% -4.96% <
INDL 0.70% -4.23% -5.14% -8.31% -8.95% -5.18% <
BOIL 0.40% -1.70% -2.95% -8.23% -14.47% -5.39% <
RUSL -2.30% 1.60% -9.00% -10.84% -6.70% -5.45% .
UCO -0.86% -1.43% -5.20% -7.06% -14.91% -5.89% <
LBJ -1.07% -3.92% -4.78% -8.77% -11.43% -5.99% <
UWTI -4.51% 0.47% -11.37% -21.30% -27.41% -12.82% .
ugaz* 2.07% -4.18% -13.85% -21.57% -27.27% -12.96% <

Top 10 Positive Moving SP 100 Stocks

Symbol Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
DVN 2.19% 0.61% 4.72% 4.97% 1.23% 2.74% .
FOXA 1.44% 1.81% 3.12% 2.21% 2.79% 2.27% .
FCX 1.45% 5.02% -0.52% -1.71% 1.38% 1.12% .
BLK -0.12% 1.08% 1.11% 1.50% 1.55% 1.02% >
MET 0.13% 0.87% 1.69% 2.31% 0.07% 1.01% .
FDX -0.31% 0.73% 2.07% 1.63% 0.78% 0.98% .
HAL 0.99% 0.47% 0.45% 2.11% 0.17% 0.84% .
ACN 0.01% -0.09% 0.76% 1.23% 2.05% 0.79% .
MDT -0.50% 0.60% 1.56% 0.59% 1.64% 0.78% .
ABT 0.84% 1.51% 0.85% 1.46% -0.86% 0.76% .

Top 10 Negative Moving SP 100 Stocks

Symbol Mon 07 Tue 08 Wed 09 Thu 10 Fri 11 Average VSD
PFE 0.39% 0.31% -0.97% -2.56% -3.62% -1.29% <
SPG 0.35% 0.23% -0.32% -3.07% -3.67% -1.30% <
TXN -0.39% -1.18% -0.79% -2.09% -2.65% -1.42% .
INTC 0.07% -1.14% -1.25% -3.13% -2.10% -1.51% .
AAPL 0.24% -1.36% -0.36% -2.86% -3.26% -1.52% .
MDLZ 0.65% -1.14% -2.03% -3.80% -4.31% -2.12% <
OXY 0.39% -0.45% -1.44% -4.42% -5.49% -2.28% <
FB 0.48% -0.10% -3.03% -4.85% -4.52% -2.40% .
APA 0.76% -0.67% -3.64% -2.78% -7.93% -2.85% .
AIG 1.41% -2.47% -3.83% -5.36% -5.78% -3.21% <

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