Friday, August 11, 2017

Models Are Looking For A Return To Normal.

Brazil tops the list and the inverse VIXs are at the bottom.
Sym Scale
4-0
Positive
BRZU 3.15
MIDU 2.84
TQQQ 2.82
UWM 2.82
TNA 2.79
UPRO 2.73
CEFL 2.7
URTY 2.66
MVV 2.64
SSO 2.58
Negative
TVIZ 0.5
TVIX 0.81
SQQQ 0.85
UVXY 0.85
BOIL 0.93
SOXS 0.93
VIXM 0.95
SKF 0.98
SPXS 0.99
TECS 1




Last week's call for next week is (so far) horrible with only 1 correct call on both sides.
A note about $CEFL is that it issued a significant dividend this week.

Sym Scale
4-0
Last 5 Day
% Change
Positive
DTO 3.16 2.10%
SOXL 2.99 -0.78%
CEFL 2.84 -4.02%
TECL 2.78 -1.36%
TMF 2.76 1.74%
TQQQ 2.76 -1.73%
BRZU 2.7 -1.11%
MIDU 2.69 -4.57%
ROM 2.67 -1.07%
DRN 2.65 -3.95%

Average -1.48%
Negative
TVIZ 0.59 10.52%
TVIX 0.6 24.25%
UVXY 0.6 24.63%
VIXY 0.66 12.06%
SOXS 0.7 0.33%
VIXM 0.91 5.07%
DRV 0.99 4.40%
DIG 1.22 -3.43%
PSQ 1.24 0.52%
MIDZ 1.26 4.20%

Average 8.26%



The final call - this week's jump in the VIX did not help the negative calls at all.  On the positive side while the right/wrong was 50/50 the overal average  was still a positive.

Sym Scale
4-0
Last 10 Day
% Change
Positive
TMF 3.22 4.25%
DTO 3.17 1.88%
CEFL 2.93 -1.35%
SOXL 2.88 -3.41%
DDM 2.86 1.68%
UPRO 2.78 -0.58%
BRZU 2.77 7.61%
QLD 2.76 -0.74%
UDOW 2.76 2.56%
EUO 2.74 -0.75%

Average 1.12%
Negative
TVIX 0.76 10.15%
UGAZ 0.81 -9.89%
SOXS 0.93 2.80%
TVIZ 0.94 5.87%
UVXY 0.96 10.40%
DXD 1.09 -1.53%
SDOW 1.09 -2.58%
TECS 1.1 -0.62%
JNUG 1.11 -7.17%
TBT 1.12 -2.69%

Average 0.47%

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