Saturday, January 13, 2018

The Long Calls From 2 Weeks Ago Didn't Do Well; And Last Week''s #s Are In Trouble


With $DGAZ on top of the longs and $UGAZ on the bottom of shorts and with the current cold snap across the U.S.  ...  just using price change in the models' attributes is not enough....

Sym Scale
4-0
Positives (long)
DGAZ 3.85
DRN 3.27
MORL 3.08
TMF 3.07
URE 3.03
GASX 2.97
DTO 2.88
UST 2.68
DSLV 2.64
DDM 2.63
Negative (short)
VIXY 1.07
BOIL 1.06
USLV 1.05
SOXS 1.03
SRS 1.02
DRV 1
GASL 0.85
UVXY 0.84
TVIX 0.78
ugaz* 0.23


 Last week's top/bottom 10 ... hopefully they'll recover.

Sym Scale
4-0
Last 5 Day
% Change
Positives (long)
NUGT 3.23 1.77%
DRN 3.07 -8.53%
DSLV 3.03 1.05%
JNUG 2.96 1.49%
DTO 2.91 -7.31%
URE 2.85 -5.63%
TMF 2.82 -3.10%
UST 2.69 -0.85%
ZSL 2.63 0.55%
MORL 2.59 -3.32%
Average -2.39%
Negative (short)
SOXS 1.07 2.62%
ugaz* 1.05 28.05%
DRV 1.04 9.09%
TVIZ 0.97 -4.01%
VIXY 0.97 -1.18%
SRS 0.96 5.94%
GASL 0.94 8.11%
UCO 0.84 7.12%
UVXY 0.68 -2.36%
TVIX 0.4 -2.47%
Average 5.09%

The longs got by just barely.

 
Sym Scale
4-0
Last 10 Day
% Change
Positives (long)
DGAZ 3.54 -4.19%
NUGT 3.17 -0.40%
DTO 2.96 -10.48%
SOXL 2.95 9.97%
DRN 2.85 -13.03%
UST 2.77 -1.77%
CURE 2.76 11.42%
TMF 2.76 -4.78%
DDM 2.72 6.49%
fas* 2.7 7.76%
Average 0.10%
Negative (short)
GASL 1.13 13.04%
TVIZ 1.07 -8.56%
SOXS 1.06 -10.25%
SQQQ 1.03 -11.07%
TECS 0.98 -9.49%
VIXY 0.87 -5.56%
BOIL 0.83 -2.31%
TVIX 0.72 -11.24%
UVXY 0.56 -11.43%
ugaz* 0.28 -0.62%
Average -5.75%

No comments: