Based on 4 separate computer models I'm looking for a general drop in the U.S. markets in the coming 2 to 3 weeks.
In particular note the rise in the VIX while the bottom four are general market indexes. And leading the downers is Transports; didn't Chas. Dow use the Transports as a leading indicator for the general market?
We shall see...
In particular note the rise in the VIX while the bottom four are general market indexes. And leading the downers is Transports; didn't Chas. Dow use the Transports as a leading indicator for the general market?
We shall see...
Symbol | Day 0 | Day 1 | Day 2 | Day 3 | Day 4 | Day 5 | Day 6 | Day 7 | Day 8 | Day 9 | Average |
^VIX | 9.32% | 11.23% | 12.11% | 10.08% | 20.39% | 14.29% | 14.42% | 28.01% | 24.01% | 12.35% | 15.62% |
^XNG | 1.32% | 5.01% | 3.08% | 2.90% | 3.16% | 2.34% | 0.84% | 0.47% | 2.91% | 1.94% | 2.40% |
^BANK | 0.79% | 0.73% | 3.47% | 3.39% | 4.00% | 3.31% | 0.72% | 1.52% | 1.56% | 2.39% | 2.19% |
^IXTC | 1.05% | 0.99% | 0.90% | 0.70% | 1.35% | 1.84% | 0.68% | -0.50% | -0.02% | 1.49% | 0.85% |
^HGX | -1.48% | 1.21% | 1.09% | 0.48% | 0.25% | 0.34% | 0.18% | 0.81% | 0.91% | 1.46% | 0.52% |
^XAU | -2.36% | -0.65% | 0.07% | 1.41% | 1.48% | -0.28% | 0.59% | 0.55% | 1.48% | 2.69% | 0.50% |
^HUI | 0.17% | 2.17% | -0.79% | -1.76% | -1.85% | -1.47% | 1.75% | 1.88% | 0.05% | 1.82% | 0.20% |
^XOI | -0.79% | 0.51% | -0.50% | -0.29% | 0.73% | 0.29% | 0.80% | -0.84% | 1.82% | -0.38% | 0.13% |
^NBI | 0.20% | -0.18% | -0.24% | 0.11% | 0.57% | 0.93% | -1.37% | 0.02% | -0.72% | -1.46% | -0.21% |
^INSR | -0.52% | -0.53% | -0.56% | 0.12% | -0.78% | 0.06% | -1.08% | -0.65% | -0.67% | 1.06% | -0.36% |
^IXCO | -0.51% | -1.01% | -1.40% | -1.06% | -0.56% | 0.09% | -1.94% | -1.70% | -1.06% | 0.41% | -0.87% |
^NASD | -0.32% | -0.18% | -1.65% | -1.57% | -0.98% | -0.58% | -1.91% | -1.42% | -1.44% | -0.11% | -1.02% |
^INDS | -0.83% | -1.42% | -1.63% | -1.11% | -1.46% | -1.43% | -2.59% | -2.15% | -1.51% | 0.34% | -1.38% |
^SP500 | -0.38% | -1.64% | -1.52% | -1.74% | -1.89% | -1.41% | -1.48% | -1.59% | -2.37% | -0.86% | -1.49% |
^UTY | -2.50% | -2.32% | -2.32% | -1.23% | -1.97% | -2.73% | -2.52% | -2.81% | -1.82% | 1.13% | -1.91% |
^TRAN | -3.27% | -1.89% | -2.77% | -2.63% | -2.41% | -3.15% | -6.42% | -3.69% | -4.17% | -1.37% | -3.18% |
- The 4 models:
- Positive Change
- Decide if change is estimated to be:
- greater than average positive change
- positive but not greater than average positive change
- negative change
- Negative Change
- Decide if change is estimated to be:
- less than average negative change
- negative but not less than average negative change
- negative change
- Positive or negative Change
- Decide if change is estimated to be:
- greater than average positive change
- positive but not greater than average positive change
- negative but not less than average negative change
- less than average negative change
- Average change (an average change can be either positive or negative) with standard deviation
- Decide is estimated to be:
- greater than average plus 1.5 * std dev.
- greater than average but less than average plus 1.5 * std dev.
- less than average less 1.5 * std dev.
- less than average
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