Friday, March 16, 2018

A.I. Performace Estimates for Leveraged ETFs In 2 Weeks Time

This week's call looks a lot like last week's call which looks a lot like the previous week's call

Sym Scale
4-0
Positives (long)
RUSL 2.7
BRZU 2.62
DTO 2.56
SCO 2.5
KOLD 2.33
TQQQ 2.33
FAS 2.32
DUG 2.31
DGAZ 2.3
INDL 2.25
Negative (short)
SKF 0.54
SPXS 0.53
SOXS 0.52
VIXY 0.51
PSQ 0.5
SPXU 0.49
VIXM 0.48
TVIZ 0.4
FAZ 0.38
TECS 0.36
Last week's long call is holding up,  The short call not so much.
Sym Scale
4-0
Last 5 Day
% Change
Positives (long)
DGAZ 2.65 6.27%
ERY 2.53 4.24%
BRZU 2.48 -9.35%
RUSL 2.42 -9.48%
DUG 2.34 2.75%
LABD 2.32 9.66%
KOLD 2.31 4.40%
JNUG 2.2 -3.40%
ULE 2.12 -0.44%
INDL 2.11 -4.34%
Average 0.03%
Negative (short)
VIXY 0.69 2.20%
ERX 0.67 -4.20%
SDOW 0.66 4.31%
SPXS 0.66 3.93%
TVIZ 0.64 2.48%
PSQ 0.62 1.31%
SH 0.62 1.27%
SKF 0.62 3.09%
SPXU 0.58 3.97%
FAZ 0.52 4.16%
Average 2.25%

The call from 2 weeks ago isn't too bad overall,  sure missed the first 4 long calls.

Sym Scale
4-0
Last 10 Day
% Change
Positives (long)
RUSL 3.15 -9.08%
BRZU 2.99 -5.35%
DGAZ 2.79 -1.09%
NUGT 2.68 -0.84%
EURL 2.66 4.42%
LABU 2.63 5.22%
SOXL 2.46 11.66%
UYG 2.46 3.35%
UBIO 2.4 7.56%
EDC 2.38 7.06%
Average
2.29%
Negative (short)
DXD 0.56 -1.47%
QID 0.56 -5.32%
SOXS 0.56 -11.32%
YANG 0.56 -10.47%
VIXM 0.48 -2.15%
SPXS 0.46 -4.94%
SPXU 0.45 -4.82%
SDOW 0.41 -2.24%
VIXY 0.29 -8.88%
TVIZ 0.28 -4.61%
Average
-5.62%



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