Wednesday, January 3, 2018

Longer Term Models (10 day and 2 week) Performing Well For Estimating Moves by Leveraged ETFs.

Latin American ($LBJ) and Brazilian ($BRZU) related L.ETFs look enticing.
Updated 1/4/2018 6:00 AM - weekly model extraction logic correction.

The 5 Day Model
The One Week Model
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
BIB BUY 53.57% 89.88% BIB BUY 67.74% 90.32%
BRZU BUY 59.09% 86.36% BRZU BUY 65.52% 93.10%
BZQ SELL 61.24% 89.33% BZQ SELL 74.29% 99.40%
CEFL BUY 62.79% 90.70% CHAU BUY 50.00% 92.31%
DGAZ SELL 63.37% 87.79% DGP BUY 51.85% 96.30%
DIG BUY 63.35% 90.68% DIG BUY 73.08% 88.46%
DRV SELL 59.13% 91.35% DUG SELL 78.57% 89.29%
DTO SELL 61.96% 84.66% EDC BUY 68.57% 99.40%
DUG SELL 55.43% 80.57% ERX BUY 76.00% 88.00%
ERX BUY 60.25% 84.47% ERY SELL 66.67% 90.00%
ERY SELL 60.00% 87.78% EUM SELL 72.97% 99.40%
JNUG BUY 66.67% 85.19% EURL BUY 51.72% 99.40%
LABD SELL 61.44% 90.20% FXP SELL 60.53% 97.37%
LBJ BUY 50.67% 76.67% GLL SELL 55.17% 96.55%
NUGT BUY 49.66% 82.99% INDL BUY 61.76% 99.40%
PSQ SELL 66.81% 90.52% LBJ BUY 66.67% 99.40%
PST BUY 41.38% 72.41% QLD BUY 72.09% 99.40%
QID SELL 73.28% 91.81% SVXY BUY 72.50% 99.40%
RUSL BUY 51.41% 86.62% TVIX SELL 64.15% 98.11%
SKF BUY 46.23% 74.53% TVIZ SELL 70.59% 98.04%
SOXL BUY 68.87% 92.45% UBIO BUY 63.64% 90.91%
SOXS SELL 73.25% 95.47% UGL BUY 42.31% 88.46%
SQQQ SELL 72.77% 91.91% UGLD BUY 33.33% 92.59%
TECS SELL 74.58% 97.50% USLV BUY 58.33% 83.33%
UBIO BUY 48.15% 87.96% UVXY SELL 60.78% 98.04%
UCO BUY 64.33% 85.99% VIXM SELL 67.35% 99.40%
USLV BUY 51.76% 84.71% VIXY SELL 65.31% 97.96%
UST BUY 52.78% 83.89% YANG SELL 73.68% 97.37%
YCS SELL 53.55% 81.94% YINN BUY 52.94% 82.35%
ZSL BUY 46.20% 79.75%
The 10 Day Model The 2 Week Model
AGQ BUY 97.50% 99.40% BDCL SELL 69.70% 78.79%
BDCL BUY 91.11% 95.56% BIB BUY 68.42% 86.84%
BIB BUY 79.49% 89.74% BIS SELL 80.85% 89.36%
BIS SELL 96.36% 98.18% BOIL SELL 86.54% 96.15%
BRZU BUY 93.94% 99.40% BRZU BUY 82.22% 88.89%
BZQ SELL 89.47% 96.49% BZQ SELL 76.92% 98.08%
CEFL BUY 92.59% 98.15% CEFL BUY 87.93% 93.10%
CHAU BUY 91.67% 97.22% CURE BUY 79.25% 92.45%
DGLD SELL 89.36% 95.74% DDM BUY 89.23% 98.46%
DGP SELL 96.88% 99.40% DGAZ BUY 67.57% 91.89%
DOG SELL 99.40% 99.40% DGLD SELL 82.98% 89.36%
DSLV SELL 88.00% 98.00% DGP BUY 84.78% 89.13%
DUG SELL 96.00% 98.00% DIG BUY 72.97% 89.19%
DXD SELL 99.40% 99.40% DOG SELL 84.85% 95.45%
EPV SELL 92.86% 98.21% DSLV SELL 83.72% 93.02%
ERY SELL 91.53% 96.61% DTO SELL 80.43% 86.96%
EUM SELL 92.96% 99.40% DUG SELL 77.78% 93.33%
FAZ SELL 97.18% 99.40% DUST SELL 82.98% 93.62%
FXP SELL 88.33% 98.33% DXD SELL 86.36% 98.48%
GASX BUY 99.40% 99.40% EDC BUY 84.75% 99.40%
GLL SELL 91.67% 97.92% EPV SELL 80.36% 92.86%
LABD SELL 94.00% 99.40% ERX BUY 60.53% 81.58%
LABU BUY 90.00% 97.50% ERY SELL 73.47% 89.80%
LBJ BUY 85.71% 99.40% EURL BUY 90.00% 94.00%
MIDZ SELL 95.16% 99.40% FAS BUY 79.66% 98.31%
MORL BUY 95.16% 99.40% FAZ SELL 85.71% 96.83%
PSQ SELL 97.33% 99.40% FXP SELL 75.81% 87.10%
QID SELL 94.67% 99.40% GLL SELL 82.98% 93.62%
RUSL BUY 85.29% 94.12% JNUG BUY 73.68% 86.84%
RWM SELL 88.14% 99.40% LABD SELL 72.50% 87.50%
SDOW SELL 97.44% 99.40% LBJ BUY 83.72% 99.40%
SDS SELL 94.81% 99.40% MIDU BUY 77.55% 89.80%
SH SELL 94.81% 99.40% MORL BUY 80.65% 90.32%
SKF SELL 94.29% 99.40% MVV BUY 80.00% 90.00%
SOXS SELL 97.83% 99.40% PSQ SELL 82.35% 92.65%
SPXS SELL 94.94% 99.40% QID SELL 86.96% 95.65%
SPXU SELL 96.10% 99.40% RETL BUY 76.19% 85.71%
SQQQ SELL 96.05% 99.40% RUSL BUY 84.21% 94.74%
SRTY SELL 95.38% 99.40% SDOW SELL 86.76% 92.65%
SVXY BUY 91.18% 98.53% SDS SELL 91.30% 95.65%
TECS SELL 97.62% 99.40% SH SELL 85.29% 89.71%
TVIX SELL 98.92% 99.40% SKF SELL 80.95% 96.83%
TVIZ SELL 97.70% 99.40% SOXL SELL 57.89% 57.89%
TWM SELL 88.71% 98.39% SPXL BUY 89.39% 92.42%
TZA SELL 92.42% 98.48% SPXS SELL 88.57% 94.29%
UCO BUY 90.62% 99.40% SPXU SELL 87.32% 94.37%
UDOW BUY 98.63% 99.40% SQQQ SELL 88.89% 97.22%
UGL BUY 85.00% 99.40% SRS BUY 74.07% 81.48%
UGLD BUY 84.62% 97.44% SRTY SELL 81.36% 94.92%
ULE BUY 97.06% 99.40% SSO BUY 86.57% 91.04%
USLV BUY 97.44% 97.44% SVXY BUY 85.71% 95.24%
UST SELL 81.48% 99.40% TBF BUY 74.07% 92.59%
UVXY SELL 98.92% 99.40% TBT BUY 70.37% 81.48%
UYG BUY 91.67% 99.40% TECS SELL 88.89% 95.83%
VIXM SELL 96.43% 99.40% TMF SELL 70.00% 83.33%
VIXY SELL 99.40% 99.40% TMV BUY 68.00% 80.00%
YANG SELL 89.39% 99.40% TQQQ BUY 84.13% 92.06%
YINN BUY 93.48% 99.40% TTT BUY 56.00% 72.00%
ZSL SELL 90.00% 98.00% TVIX SELL 95.06% 99.40%

TVIZ SELL 94.52% 97.26%
TWM SELL 86.44% 94.92%
TZA SELL 83.33% 95.00%
UBIO BUY 79.31% 93.10%
UCO BUY 79.55% 88.64%
UDOW BUY 84.13% 98.41%
UGL BUY 74.42% 88.37%
UGLD BUY 79.07% 86.05%
ULE BUY 83.72% 90.70%
UPRO BUY 83.58% 89.55%
URTY BUY 72.00% 84.00%
UVXY SELL 96.30% 99.40%
UWM BUY 88.46% 92.31%
UYG BUY 83.61% 95.08%

VIXM SELL 88.89% 99.40%
VIXY SELL 90.67% 98.67%
YANG SELL 79.03% 87.10%
YINN BUY 85.45% 87.27%
ZSL SELL 86.36% 93.18%
Results from Previous Call
Chance of
Indicated Move
Percentage
Of a
Good Call
By Model
Percentage
Change for
Period





5 Day Model

Tue 26
all 89.47% 4.43%
>75% 89.47% 4.43%
>90% 100.00% 7.00%



1 Week Model

all 86.49% 0.42%
>75% 86.49% 0.42%
>90% 85.29% 0.10%

10 Day Model

Mon 18
all 76.79% 5.81%
>75% 76.79% 5.81%
>90% 76.92% 5.60%



2 Week Model

all 55.36% 2.71%
>75% 73.33% 5.35%
>90% 100.00% 9.00%

No comments: