Saturday, March 11, 2017

For The Next 10 Days, Model's Most and Least 10 Favorite ETF Movers.

Sym Weight
Positive
yinn* 1.31
ERY 1.28
EWC 1.14
XPP 1.11
EWY 1.1
FXP 1.08
EWJ 1.05
IEFA 1.03
EFA 1.01
KBE 1.01
Negative
PFF -1
QLD -1.02
SOXS -1.03
UMDD -1.03
USO -1.05
SPXU -1.09
EWU -1.24
VXX -1.26
SLV -1.41
EMB -1.42

3 comments:

douglas gammons said...

Hi, You have YINN and XPP, both China funds, expected to go up in price. But you also have FXP, a China bear fund, expected to up in price. Does that make sense? How?
Doug

usacoder said...

It's the way the current #s play out with the algorithm.

Here are the algorithm's results for each over of the 10 days:

yinn*: +BUY+ ++BUY++ +BUY+ +++BUY+++ +++BUY+++ +++BUY+++ +++BUY+++ +++BUY+++ ++BUY++ +++BUY+++

XPP: +BUY+ +BUY+ b buy s ++BUY++ ++BUY++ +++BUY+++ ++BUY++ ++BUY++

The XPP's 'b' and 's' (for Wednesday and Friday) are marginal buy and sell signals. The more '+'s the stronger the buy signal.

It will be interesting to see who's correct. We'll find out over the next 10 days. I see the Shanghai opened lower and the HANG SENG opened higher today (Monday their time)

usacoder said...

I just noticed a contradiction produced by the model. XPP at #4 and FXP at #6 ... they are inverses of each other. Both with buy signals shows a conflict in the model's logic.

But a confirmation (not shown) is with YANG, YINN's inverse. YANG is at #139 (of 157 tracked ETFs) with a sell weight of -0.76 while YINN is #1.