Friday, August 31, 2018

Top 10 / Bottom 10 Picks For Leveraged ETFs Over the Next 2 Market Weeks

$DGAZ and $KOLD back in the top 10 list,  so it's time to re-examine how the scale works.

Sym Scale
5-0
Positives
(long)
DGAZ 4
KOLD 3.68
TMF 3.28
ERY 3.27
YINN 3.16
DUG 3.15
UGLD 3.15
UPRO 3.14
BIS 3.11
GUSH 3.11
Negative
(short)
BIB 1.6
RUSS 1.59
CURE 1.53
SDOW 1.53
EDC 1.48
SPXS 1.45
FAZ 1.43
VIXY 1.43
UBIO 1.04
BOIL 0.93

In the interim: The estimates from last week for next week so far are not doing very well

Sym Scale
5-0
Last 5 Day
% Change
Positives
(long)
RETL 3.47 0.16%
ERY 3.41 0.58%
DUG 3.35 0.35%
KOLD 3.22 -0.52%
DTO 3.21 -3.62%
EDZ 3.11 3.79%
DGAZ 3.07 -1.22%
UDOW 3.02 0.72%
USLV 3 -6.79%
SVXY 2.97 -0.84%
Average -0.74%
Negative
(short)
RWM 1.5 -0.58%
SKF 1.49 0.11%
ULE 1.49 -0.50%
DGLD 1.47 2.15%
DOG 1.4 -0.21%
GUSH 1.4 2.79%
JDST 1.38 8.61%
SPXU 1.38 -1.62%
DUST 1.19 7.95%
EDC 1.18 -4.40%
Average 1.43%

The call from 2 weeks ago finished well.   $DTO in the longs was the worst call.

Sym Scale
5-0
Last 10 Day
% Change
Positives
(long)
JNUG 4.45 0.46%
AGQ 3.66 -2.63%
UPRO 3.52 5.42%
TNA 3.46 7.07%
KOLD 3.43 4.17%
SOXL 3.38 18.20%
BZQ 3.31 4.30%
DTO 3.17 -11.63%
NUGT 3.17 -0.81%
LABU 3.16 20.60%
Average 4.52%
Negative
(short)
PSQ 1.33 -3.58%
SDS 1.32 -3.49%
VIXM 1.32 2.28%
SQQQ 1.26 -10.53%
YANG 1.26 -8.66%
TECS 1.24 -9.59%
SOXS 1.17 -15.95%
EUM 1.16 -2.61%
JDST 0.9 -4.34%
QID 0.89 -7.10%
Average -6.36%



asdfsdf

Wednesday, August 29, 2018

Making a Stock Price Prediction or Estimate with WEKA - 9th video

I posted a new video about working with WEKA, TA-LIB and Java to make price predictions

Using the best simple moving average intervals (see previous video) I show how to make predictions looking out 5 days for both numeric and buy/sell classifications.

https://youtu.be/nMvd--Pc3Zc

Saturday, August 25, 2018

The Interim Weekly #s Show Last Week's Fix May Have Worked

But then again the previous models tended to work well with up markets and this past week was a positive week for the  markets

Here are this week top 10 and bottom 10 picks for leveraged ETFS.

Sym Scale
5-0
Positives
(long)
RETL 3.47
ERY 3.41
DUG 3.35
KOLD 3.22
DTO 3.21
EDZ 3.11
DGAZ 3.07
UDOW 3.02
USLV 3
SVXY 2.97
Negative
(short)
RWM 1.5
SKF 1.49
ULE 1.49
DGLD 1.47
DOG 1.4
GUSH 1.4
JDST 1.38
SPXU 1.38
DUST 1.19
EDC 1.18

And the one week interim numbers with one more week to go.

Sym Scale
5-0
Last 5 Day
% Change
Positives
(long)
JNUG 4.45 -0.25%
AGQ 3.66 -1.79%
UPRO 3.52 1.21%
TNA 3.46 4.43%
KOLD 3.43 0.84%
SOXL 3.38 9.86%
BZQ 3.31 8.57%
DTO 3.17 -7.10%
NUGT 3.17 -0.80%
LABU 3.16 7.73%
Average 2.27%
Negative
(short)
PSQ 1.33 -1.01%
SDS 1.32 -0.84%
VIXM 1.32 0.29%
SQQQ 1.26 -2.90%
YANG 1.26 -5.24%
TECS 1.24 -3.04%
SOXS 1.17 -9.29%
EUM 1.16 -1.54%
JDST 0.9 -1.60%
QID 0.89 -1.95%
Average -2.71%

Monday, August 20, 2018

One More Attempt By Correcting A Model Variable.

I haven't posted since June 23 because since then the success rate of the models went from fair to bad.  Both buy and sell indicators provided useless calls.  

It turns out that starting at that date I introduced a new sub-model for the scale.  I discovered a mistake just today. The new sub-model was using a 3 day look-ahead instead of a 10 day look-ahead as the original 4 sub-models used. 

So here is the latest top 10 and bottom 10 calls for selected Leveraged ETFs using 5 models.

I will post the interim 1 week call and the final 2 week call, as I did in previous postings, once the appropriate time period has passed.



Sym Scale
5-0
Positives
(long)
JNUG 4.45
AGQ 3.66
UPRO 3.52
TNA 3.46
KOLD 3.43
SOXL 3.38
BZQ 3.31
DTO 3.17
NUGT 3.17
LABU 3.16
Negative
(short)
PSQ 1.33
SDS 1.32
VIXM 1.32
SQQQ 1.26
YANG 1.26
TECS 1.24
SOXS 1.17
EUM 1.16
JDST 0.9
QID 0.89