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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