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

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