Friday, May 12, 2017

Using A New Machine Learning Algorithm for L.ETFs 10 Day Outlook.

This week note the JNUG and NUGT cantango.

 I made an adjustment as to what method is used to make for the machine learning choices..  The IbK logic was dropped in favor of  RandomForest.

Sym Scale
3-0
Positive
JNUG 2.33
BND 2.3
VNQ 2.22
XLU 2.2
EWC 2.18
IWM 2.16
JNK 2.15
TLT 2.15
EPI 2.14
UYM 2.14
Negative
NUGT 0.56
FAZ 0.58
UBIO 0.63
UVXY 0.67
SQQQ 0.69
QID 0.7
SPXU 0.7
SRTY 0.7
VIXY 0.71
VXX 0.71

Last week then negatives were a good call, but still 5 days left.

Sym Scale
3-0
Last 5 Day
% Change
Positive
XOP 2.49 1.35%
AGG 2.38 -0.08%
TLT 2.34 -0.45%
VNQ 2.24 -1.00%
GDX 2.23 2.71%
BND 2.22 -0.12%
EPI 2.22 0.99%
MVV 2.19 -1.18%
IWD 2.18 -0.43%
PGX 2.15 0.35%
Negative
VIXY 0.88 -2.63%
VXX 0.88 -2.65%
LABU 0.86 -3.55%
UVXY 0.85 -5.34%
TBT 0.83 0.95%
NUGT 0.81 8.43%
UBIO 0.76 -3.84%
TVIX 0.73 -5.37%
UGAZ 0.73 4.22%
ERY 0.57 -2.04%

The final call for 2 weeks ago is down-right horrible.

Sym Scale
3-0
Last 10 Day
% Change
Positive
XOP 2.71 -0.03%
TLT 2.68 -1.12%
AGG 2.59 -0.56%
OIH 2.5 -1.83%
BND 2.47 -0.46%
XBI 2.42 -2.50%
JNK 2.37 -0.39%
DIG 2.36 -1.20%
CURE 2.33 0.33%
URTY 2.32 -1.61%
Negative
SRTY 0.85 1.37%
DXD 0.84 -0.33%
ERY 0.79 1.16%
FAZ 0.79 -1.23%
FXP 0.61 1.23%
LABD 0.61 7.37%
YANG 0.61 1.83%
VIXY 0.53 -5.06%
SOXS 0.51 -5.07%
BIS 0.12 2.42%

No comments: