Friday, December 9, 2016

Model Isn't Calling for Much Change Next Week.

Last week the model worked well for natural gas and oil.  It missed with tech (which was the headline) and the VIX.

Symbol Mon 12 Tue 13 Wed 14 Thu 15 Fri 16 Average VSD
^TRAN 1.65% 0.13% -0.14% 2.64% 0.21% 0.90% .
^XOI 0.36% 1.00% 0.90% 1.07% 1.08% 0.88% .
^XNG 0.49% -0.10% -0.12% 2.02% 1.47% 0.75% .
^BANK 0.31% -0.01% 1.18% 1.45% 0.16% 0.62% .
^RUT -0.21% 1.19% 0.00% 0.65% 1.43% 0.61% .
^HGX -0.65% 0.64% 1.38% 1.68% -1.36% 0.34% .
^UTY -0.02% 1.18% 1.19% -2.11% 1.30% 0.31% .
^INSR -0.18% -0.30% 0.35% 0.64% 0.81% 0.26% .
^GSPC 0.02% 0.01% 0.00% -0.36% -0.43% -0.15% <
^INDS 0.11% 0.00% -0.45% 0.72% -1.17% -0.16% .
^IXIC -0.07% -0.21% -0.73% -1.76% 0.61% -0.43% .
^IXTC -0.33% -0.10% -0.73% -1.72% -1.02% -0.78% .
^IXCO -0.11% 0.41% -1.18% -2.03% -0.99% -0.78% .
^XAU 0.54% -2.07% -0.10% -2.28% -0.67% -0.92% .
^HUI 0.64% -3.07% -1.59% -2.20% -1.19% -1.48% .
^VIX 1.20% -2.15% 3.64% 0.08% -10.73% -1.59% .
^NBI -0.29% -1.34% -3.04% -2.10% -2.72% -1.90% .

Positive Leveraged ETFs


Symbol Mon 12 Tue 13 Wed 14 Thu 15 Fri 16 Average VSD
UGAZ -0.23% 10.95% 14.42% 17.06% 25.15% 13.47% >
BOIL -0.09% 6.82% 3.57% 8.03% 17.84% 7.24% .
JDST -0.69% 19.61% 6.09% 4.70% 1.27% 6.20% .
labd* -4.49% 5.92% 9.28% -0.50% 10.99% 4.24% .
RETL -0.39% 1.12% 4.11% 5.45% 9.15% 3.89% >
INDL 4.47% 0.56% 0.31% 4.43% 8.77% 3.71% .
RUSL 1.54% 1.27% 1.14% 9.73% 4.22% 3.58% .
TECL -0.20% -0.47% 2.56% 6.21% 7.45% 3.11% .
DRN 1.64% -1.38% 2.64% 5.78% 5.93% 2.92% .
SAA -0.05% 3.72% 0.72% 4.05% 5.77% 2.84% .

Negative Levaraged ETFs


Symbol Mon 12 Tue 13 Wed 14 Thu 15 Fri 16 Average VSD
BOM 0.00% 4.99% -2.73% -9.50% -9.50% -3.35% .
RUSS -1.21% -1.60% -4.34% -7.38% -4.50% -3.81% .
FAZ 0.31% -1.61% -3.38% -5.93% -9.05% -3.93% <
NUGT 0.65% -2.53% -7.60% -8.06% -3.32% -4.17% .
JNUG -0.47% -7.36% -12.65% -3.11% 2.00% -4.32% .
DRV 0.32% -1.34% -3.28% -5.75% -11.64% -4.34% <
ery* -2.78% -0.58% -3.43% -13.64% -3.32% -4.75% .
LABU 4.45% -3.18% -9.26% -4.79% -13.43% -5.24% .
KOLD 0.26% -6.30% -2.13% -7.45% -12.65% -5.65% .
DGAZ 0.00% -4.52% -11.03% -16.35% -23.06% -11.00% <

Positive  SP100


Symbol Mon 12 Tue 13 Wed 14 Thu 15 Fri 16 Average VSD
EXC 0.48% 3.01% 1.13% 1.89% 3.21% 1.94% .
SLB 5.16% -0.42% 1.78% 0.62% 1.80% 1.79% .
UNH 0.38% -0.03% 3.25% 2.72% 1.77% 1.62% .
CVS 0.65% 0.78% 0.79% 3.05% 2.76% 1.61% .
DD 0.19% 0.84% 1.53% 3.34% 1.01% 1.38% .
GOOGL 0.34% 1.34% -0.22% 1.43% 3.64% 1.31% .
GM 0.51% 0.97% 0.82% 2.83% 0.63% 1.15% .
BA 0.08% 0.30% 2.10% 1.75% 1.38% 1.12% .
DOW 3.24% -0.28% -0.59% 2.21% 0.78% 1.07% .
BMY 0.56% -0.29% 2.31% 1.49% 1.26% 1.07% .

Negative SP100

Symbol Mon 12 Tue 13 Wed 14 Thu 15 Fri 16 Average VSD
SBUX 0.09% -0.46% 1.22% 0.56% -3.94% -0.51% .
AMGN -0.18% -0.37% -0.62% -1.01% -0.98% -0.63% .
LLY 0.08% 0.85% 0.10% -1.01% -3.36% -0.67% .
PEP 0.07% 0.83% -1.23% -2.48% -1.04% -0.77% .
BIIB -0.07% 0.67% -1.68% -0.04% -2.98% -0.82% .
CSCO -0.22% -0.25% -0.95% -1.82% -0.93% -0.83% .
MDT -0.03% -0.03% 1.31% -2.95% -2.48% -0.83% .
GILD 0.19% 0.38% -1.26% -3.05% -1.35% -1.02% .
ACN -1.32% 1.20% -1.72% -1.94% -1.88% -1.13% .
MDLZ -2.25% -0.01% -2.40% -3.92% -1.23% -1.96% .
NEE 0.81% -26.93% -2.91% -54.59% -26.95% -22.12% .

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