Tuesday, October 31, 2017

2 Day and 5 Day Look Ahead With Bollinger Band Based Machine Learning Models.

2 Day Look Ahead
5 Day Look Ahead
Symbol Indicated
Move
Chance Better
Than Average
Indicated Move
Chance of
Indicated Move

Symbol Indicated
Move
Chance Better
Than Average
Indicated Move
Chance of
Indicated Move
AGQ SELL 38.26% 81.88%
AGQ SELL 73.10% 100.00%
BDCL SELL 48.28% 80.17%
BDCL SELL 60.58% 96.15%
BIB SELL 31.88% 74.64%
BIB SELL 62.32% 97.83%
BIS BUY 27.69% 67.69%
BIS BUY 64.29% 97.62%
BOIL SELL 53.72% 85.11%
BRZU SELL 74.84% 97.48%
BRZU SELL 47.02% 80.79%
CEFL SELL 65.14% 95.41%
CURE SELL 33.87% 75.81%
DDM BUY 70.56% 97.78%
DRN SELL 36.89% 81.97%
DGLD BUY 74.51% 98.69%
DSLV BUY 44.03% 81.13%
DGP SELL 73.29% 98.76%
DTO SELL 40.91% 73.48%
DOG SELL 76.19% 97.88%
DUG BUY 37.18% 77.56%
DRN SELL 68.22% 99.22%
EUM SELL 50.89% 86.39%
DRV BUY 64.35% 93.04%
EUO BUY 49.07% 85.09%
DSLV BUY 71.71% 100.00%
FXP SELL 46.63% 86.50%
DXD SELL 72.63% 100.00%
LBJ SELL 55.35% 80.50%
EDC SELL 72.73% 99.30%
MORL SELL 39.32% 76.07%
EDZ BUY 71.43% 96.83%
NUGT SELL 41.21% 81.82%
GUSH SELL 59.32% 97.46%
QID SELL 49.46% 94.02%
INDL BUY 74.40% 98.81%
RETL SELL 38.62% 75.17%
JDST BUY 75.21% 100.00%
SCO SELL 48.97% 82.07%
JNUG SELL 77.56% 95.51%
SPXS SELL 55.88% 89.41%
LABU SELL 64.81% 100.00%
SPXU SELL 52.98% 88.69%
LBJ SELL 69.87% 99.36%
SQQQ SELL 51.58% 93.16%
MORL SELL 63.16% 96.49%
SRS BUY 32.43% 78.38%
NUGT SELL 66.46% 97.47%
TBF SELL 46.29% 86.86%
PSQ SELL 80.73% 98.62%
TVIX SELL 64.25% 95.65%
QID SELL 80.45% 99.55%
UBIO SELL 35.05% 76.29%
RETL SELL 71.32% 96.12%
UGAZ SELL 45.81% 89.94%
SDOW SELL 76.72% 99.47%
URE SELL 32.76% 75.00%
SPXS SELL 73.96% 98.96%
USLV SELL 49.10% 83.23%
SQQQ SELL 77.83% 99.10%
UVXY SELL 59.13% 94.23%
TMF SELL 70.21% 97.16%
VIXM SELL 64.92% 88.48%
TVIX SELL 80.71% 100.00%
VIXY SELL 65.22% 97.10%
TVIZ SELL 78.26% 99.52%
YANG SELL 53.01% 86.14%
UBIO SELL 65.35% 99.01%





UDOW BUY 67.43% 98.86%





URE SELL 59.65% 94.74%

How Did The New Bollinger Band Model Do After 5 Days

Symbol Indicated
Move
Chance Better
Than Average
Indicated Move
Chance of
Indicated Move


Actual Success
Rate
AGQ SELL 58.17% 93.46%
AGQ SELL 1
BDCL SELL 48.08% 90.38%
BDCL SELL 1
BIB SELL 53.96% 92.09%
BIB SELL 1
BIS BUY 55.56% 88.89%
BIS BUY 1
BRZU SELL 57.06% 88.34%
BRZU SELL 1
DGP SELL 62.58% 94.19%
DGP SELL 1
DIG SELL 52.90% 90.97%
DIG BUY 0
DOG SELL 64.67% 98.37%
DOG BUY 0
DRN SELL 58.96% 88.06%
DRN SELL 1
DRV BUY 60.94% 86.72%
DRV BUY 1
DSLV SELL 59.51% 93.25%
DSLV BUY 0
DUG BUY 54.17% 89.58%
DUG SELL 0
DXD SELL 63.24% 95.68%
DXD BUY 0
JDST BUY 50.82% 94.26%
JDST BUY 1
LABU SELL 55.56% 90.74%
LABU BUY 0
LBJ SELL 61.84% 94.08%
LBJ SELL 1
MORL SELL 54.55% 88.43%
MORL SELL 1
RUSL SELL 55.70% 91.28%
RUSL SELL 1
SDOW SELL 65.76% 97.83%
SDOW BUY 0
SDS SELL 70.56% 97.46%
SDS SELL 1
SPXS SELL 74.11% 96.95%
SPXS SELL 1
SPXU SELL 73.23% 97.47%
SPXU SELL 1
TQQQ SELL 50.42% 83.19%
TQQQ BUY 0
TVIX SELL 75.32% 98.30%
TVIX SELL 1
TVIZ SELL 58.38% 97.30%
TVIZ SELL 1
UBIO SELL 51.43% 90.48%
UBIO SELL 1
UGLD SELL 64.07% 95.81%
UGLD SELL 1
URE SELL 53.28% 87.70%
URE SELL 1
USLV SELL 70.93% 93.60%
USLV SELL 1
UVXY SELL 74.47% 99.57%
UVXY SELL 1
VIXM SELL 70.20% 96.97%
VIXM SELL 1
VIXY SELL 76.99% 99.12%
VIXY SELL 1
YCS BUY 55.84% 92.86%
YCS SELL 0
YINN SELL 58.62% 87.59%
YINN BUY 0
ZSL SELL 59.01% 95.65%
ZSL BUY 0







68.57%

Friday, October 27, 2017

AI Models for Leveraged ETFs Still Have The Gold Miners In Play

10 Day Estimates

 The leveraged ETF for the miners $NUGT a strong positive and $DUST & &JDST strong negatives.

Sym Scale
4-0
Positive
MORL 3.23
NUGT 3.09
DUG 2.92
RETL 2.89
TMF 2.84
BIB 2.82
DRN 2.82
EURL 2.75
DDM 2.72
SCO 2.71
Negative
TBT 0.98
UVXY 0.95
DXD 0.94
TVIZ 0.88
UCO 0.7
TVIX 0.64
BIS 0.63
DUST 0.6
JDST 0.56
GASL 0.34

Last week's 10 Day Estimates... so far not looking to good.

$NUGT was in last week's 10 day call,  it's going to need a very strong week for it to get back to positive.  The same for $JNUG and the mortgage related $MORL.
Sym Scale
4-0
Last 5 Day
% Change
Positive
DGAZ 3.17 10.38%
TMF 3 -3.08%
JNUG 2.98 -10.97%
DUG 2.97 0.71%
NUGT 2.64 -9.41%
AGQ 2.6 -3.10%
BRZU 2.58 -5.31%
ERY 2.56 1.41%
MORL 2.56 -6.33%
DTO 2.69 -5.92%
Average -3.16%
Negative
TECS 1 -3.80%
UVXY 1 5.30%
TBT 0.98 2.09%
UCO 0.96 5.35%
BIS 0.95 8.98%
TMV 0.94 3.05%
UGAZ 0.93 -9.81%
TTT 0.87 3.00%
RUSS 0.83 2.17%
GASL 0.74 -1.91%
Average 1.44%

What was called from 2 weeks ago.

Another 2% average gain in the positive group.
Sym Scale
4-0
Last 10 Day
% Change
Positive
DUG 3.22 3.35%
DDM 2.98 4.19%
DGAZ 2.92 9.29%
TQQQ 2.89 -0.30%
UDOW 2.88 6.23%
SCO 2.85 -4.19%
RETL 2.84 4.24%
SPXL 2.76 1.17%
QLD 2.75 -0.16%
DTO 2.69 -3.71%
Average 2.01%
Negative
DIG 1.12 -3.38%
TBF 1.12 2.48%
SQQQ 1.11 0.05%
UBIO 1.11 -16.38%
TECS 1.08 -3.78%
TMV 1.08 7.44%
ERX 1.07 -4.53%
GASL 1.07 -9.91%
UGAZ 1.04 -9.41%
TVIX 0.91 2.89%
Average -3.45%

Tuesday, October 24, 2017

New AI Method Using Bollinger Bands for Leveraged ETFs.

Here are the results with a new machine learning program I am testing.   The testing looks at possible moves over the next 5 days.  The %s are back testing numbers.   We'll see...
Symbol Indicated
Move
Chance Better
Than Average
Indicated Move
Chance of
Indicated Move
Agq SELL 75.70% 95.40%
BIB SELL 69.70% 92.80%
BIS BUY 62.20% 88.80%
BRZU SELL 84.00% 92.40%
DGAZ BUY 89.20% 92.40%
DRN SELL 50.90% 91.40%
DSLV SELL 78.60% 93.80%
DUG BUY 22.90% 85.30%
DUST BUY 81.00% 89.10%
EDC SELL 66.90% 89.00%
ERY BUY 63.00% 91.90%
GASL SELL 87.10% 95.50%
GASX BUY 54.20% 84.10%
GUSH SELL 82.00% 88.40%
JDST BUY 81.80% 87.00%
JNUG SELL 82.40% 90.70%
LABU SELL 71.60% 91.00%
LBJ SELL 76.60% 90.40%
NUGT SELL 79.00% 89.50%
RETL SELL 45.60% 89.50%
RUSL SELL 73.60% 91.30%
SOXS SELL 74.60% 99.60%

Friday, October 20, 2017

10 Day Mover Top and Bottom 10 Leveraged ETF List.

Estimated best and worst in 2 weeks.  $JNUG and $DTO, in the positive list, ruined the results for the call 2 weeks ago.
Sym Scale
4-0
Positive
DGAZ 3.17
TMF 3
JNUG 2.98
DUG 2.97
NUGT 2.64
AGQ 2.6
BRZU 2.58
ERY 2.56
MORL 2.56
DTO 2.69
Negative
TECS 1
UVXY 1
TBT 0.98
UCO 0.96
BIS 0.95
TMV 0.94
UGAZ 0.93
TTT 0.87
RUSS 0.83
GASL 0.74

Last week's 10 day call so far
Sym Scale
4-0
Last 5 Day
% Change
Positive
DUG 3.22 1.82%
DDM 2.98 2.93%
DGAZ 2.92 3.66%
TQQQ 2.89 -0.27%
UDOW 2.88 4.25%
SCO 2.85 0.34%
RETL 2.84 3.69%
SPXL 2.76 1.49%
QLD 2.75 -0.15%
DTO 2.69 1.22%
Average 1.90%
Negative
DIG 1.12 -1.73%
TBF 1.12 0.97%
SQQQ 1.11 0.20%
UBIO 1.11 -2.72%
TECS 1.08 -1.27%
TMV 1.08 2.86%
ERX 1.07 -2.30%
GASL 1.07 -3.91%
UGAZ 1.04 -4.21%
TVIX 0.91 -5.51%
Average -1.76%
2 weeks ago call.
Sym Scale
4-0
Last 10 Day
% Change
Positive
TMF 3.11 2.42%
UST 2.83 0.18%
GASX 2.82 5.56%
DDM 2.72 4.00%
SSO 2.71 1.49%
CEFL 2.65 -0.97%
JNUG 2.64 -10.86%
UDOW 2.64 5.98%
TQQQ 2.62 2.04%
DTO 2.59 -6.29%
Average 0.36%
Negative
GASL 0.69 -5.00%
GUSH 0.88 -3.45%
TBT 0.89 -1.66%
TVIZ 0.89 -8.69%
TMV 0.92 -2.41%
UBIO 0.92 -5.00%
TBF 1 -0.79%
UCO 1 8.71%
PST 1.01 -0.19%
RUSS 1.01 -1.72%
Average -2.02%
asdf

Saturday, October 14, 2017

Inverse Energy and General Market Leveraged ETFs Top The Next 10 Day Positive Outlook List


Sym Scale
4-0
Positive
DUG 3.22
DDM 2.98
DGAZ 2.92
TQQQ 2.89
UDOW 2.88
SCO 2.85
RETL 2.84
SPXL 2.76
QLD 2.75
DTO 2.69
Negative
DIG 1.12
TBF 1.12
SQQQ 1.11
UBIO 1.11
TECS 1.08
TMV 1.08
ERX 1.07
GASL 1.07
UGAZ 1.04
TVIX 0.91

Last week's picks - so far so good.

Sym Scale
4-0
Last 5 Day
% Change
Positive
TMF 3.11 3.98%
UST 2.83 0.90%
GASX 2.82 1.55%
DDM 2.72 0.86%
SSO 2.71 0.42%
CEFL 2.65 -0.64%
JNUG 2.64 -1.67%
UDOW 2.64 1.32%
TQQQ 2.62 0.97%
DTO 2.59 -4.94%
Average 0.28%
Negative
GASL 0.69 -1.16%
GUSH 0.88 -0.11%
TBT 0.89 -2.68%
TVIZ 0.89 -3.65%
TMV 0.92 -3.87%
UBIO 0.92 -2.79%
TBF 1 -1.31%
UCO 1 6.19%
PST 1.01 -0.75%
RUSS 1.01 -3.87%
Average -1.40%

The 10 day call 2 weeks ago did very well.

Sym Scale
4-0
Last 10 Day
% Change
Positive
GASX 2.92 4.68%
TMF 2.85 1.62%
DGAZ 2.75 1.47%
NUGT 2.74 9.89%
TQQQ 2.72 5.19%
EDC 2.69 10.57%
UST 2.68 0.42%
CEFL 2.53 0.45%
QLD 2.48 3.48%
BIB 2.43 0.73%
Average 3.85%
Negative
TVIZ 0.96 -6.21%
TBF 0.95 -0.53%
VIXM 0.92 -3.10%
SQQQ 0.88 -5.01%
TBT 0.88 -1.13%
TMV 0.85 -1.61%
JDST 0.84 -10.13%
BOIL 0.76 -2.77%
GASL 0.75 -4.32%
UGAZ 0.7 -3.64%
Average -3.85%

Here are the results from the 10 day call 3 weeks ago.  It may indicate that holding on does even better.

Sym Scale
4-0
Last 15 Day
% Change
Positive
dgaz* 3.3 4.30%
GASX 3.11 -1.91%
DDM 2.81 4.72%
DGLD 2.79 1.49%
TQQQ 2.7 9.29%
SOXL 2.69 20.98%
UDOW 2.68 7.46%
dto* 2.59 1.32%
SSO 2.58 4.35%
QLD 2.56 6.17%
Average 5.82%
Negative
SQQQ 0.72 -8.80%
TVIZ 0.72 -11.25%
UGAZ 0.72 -7.13%
GASL 0.78 1.11%
QID 0.78 -5.97%
TMV 0.85 3.04%
GUSH 0.86 1.29%
TECS 0.87 -10.49%
VIXY 0.9 -13.02%
PSQ 0.91 -3.01%
Average -5.42%

Friday, October 6, 2017

2 Treasury Related Leveraged ETFs At The Top For Best Movers Over The Next 10 Days.

Sym Scale
4-0
Positive
TMF 3.11
UST 2.83
GASX 2.82
DDM 2.72
SSO 2.71
CEFL 2.65
JNUG 2.64
UDOW 2.64
TQQQ 2.62
DTO 2.59
Negative
GASL 0.69
GUSH 0.88
TBT 0.89
TVIZ 0.89
TMV 0.92
UBIO 0.92
TBF 1
UCO 1
PST 1.01
RUSS 1.01

Last week's 10 day call so far so good.  With an almost 3% gain

Sym Scale
4-0
Last 5 Day
% Change
Positive
GASX 2.92 1.20%
TMF 2.85 -1.54%
DGAZ 2.75 8.70%
NUGT 2.74 5.37%
TQQQ 2.72 4.13%
EDC 2.69 6.09%
UST 2.68 -0.21%
CEFL 2.53 0.53%
QLD 2.48 2.81%
BIB 2.43 2.69%
Average 2.98%
Negative
TVIZ 0.96 -4.38%
TBF 0.95 0.49%
VIXM 0.92 -2.26%
SQQQ 0.88 -4.07%
TBT 0.88 1.00%
TMV 0.85 1.56%
JDST 0.84 -5.35%
BOIL 0.76 -5.97%
GASL 0.75 -1.09%
UGAZ 0.7 -8.90%
Average -2.90%


 The results from the call 10 Days ago have an average gain better than 5%

Sym Scale
4-0
Last 10 Day
% Change
Positive
dgaz* 3.3 9.75%
GASX 3.11 -5.28%
DDM 2.81 3.52%
DGLD 2.79 7.38%
TQQQ 2.7 7.11%
SOXL 2.69 12.98%
UDOW 2.68 5.55%
dto* 2.59 4.98%
SSO 2.58 3.77%
QLD 2.56 4.76%
Average 5.45%
Negative
SQQQ 0.72 -6.94%
TVIZ 0.72 -8.79%
UGAZ 0.72 -10.55%
GASL 0.78 4.75%
QID 0.78 -4.67%
TMV 0.85 5.82%
GUSH 0.86 4.14%
TECS 0.87 -7.47%
VIXY 0.9 -9.11%
PSQ 0.91 -2.33%
Average -3.52%