Aggregating For Expectations: November 2014

2014-11-28

MidCaps and SP500 Models Back With The Bulls. So No Bearish Models.

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	SELL - 2014-11-17	BUY - 2014-11-19
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	SELL - 2014-11-25	BUY - Today
spxl	SELL - 2014-11-25	BUY - Today
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	SELL - 2014-11-20	BUY - 2014-11-24
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	SELL - 2014-11-20	BUY - 2014-11-24

Buy Today: Mid Caps(MIDU) SP 500(SPXL)
So in the paper account I will be buying.
Score - Bulls: 10 Bears: 0
---- T H E B U L L S ----

Biotechnology as represented by BIB
Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Mid Caps as represented by MIDU
SP 500 as represented by SPXL
Technology as represented by TECL
Small Caps as represented by TNA
Russell 2000 as represented by URTY

---- T H E B E A R S ----

2014-11-26

Another Model R2K Joins The Bears.

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	SELL - 2014-11-17	BUY - 2014-11-19
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	BUY - 2014-11-21	SELL - 2014-11-25
spxl	BUY - 2014-11-21	SELL - 2014-11-25
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	SELL - 2014-11-20	BUY - 2014-11-24
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	BUY - 2014-11-24	SELL - Today

Sell Today: Russell 2000(URTY)
So in the paper account I will be selling.
Score - Bulls: 7 Bears: 3
---- T H E B U L L S ----

Biotechnology as represented by BIB
Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Technology as represented by TECL
Small Caps as represented by TNA

---- T H E B E A R S ----

Mid Caps as represented by MIDU
SP 500 as represented by SPXL
Russell 2000 as represented by URTY

2014-11-25

MidCaps and SP500 Model Bearish

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	SELL - 2014-11-17	BUY - 2014-11-19
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	BUY - 2014-11-21	SELL - Today
spxl	BUY - 2014-11-21	SELL - Today
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	SELL - 2014-11-20	BUY - 2014-11-24
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	SELL - 2014-11-20	BUY - 2014-11-24

Sell Today: Mid Caps(MIDU) & SP 500(SPXL)
So in the paper account I will be selling.
Score - Bulls: 8 Bears: 2
---- T H E B U L L S ----

Biotechnology as represented by BIB
Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Technology as represented by TECL
Small Caps as represented by TNA
Russell 2000 as represented by URTY

---- T H E B E A R S ----

Mid Caps as represented by MIDU
SP 500 as represented by SPXL

2014-11-24

Small Caps and R2K Back With Bulls. 100% Bullish

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	SELL - 2014-11-17	BUY - 2014-11-19
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	SELL - 2014-11-19	BUY - 2014-11-21
spxl	SELL - 2014-11-19	BUY - 2014-11-21
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	SELL - 2014-11-20	BUY - Today
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	SELL - 2014-11-20	BUY - Today

Buy Today: Small Caps(TNA) and Russell 2000(URTY)

So in the paper account I will be buying.

Score - Bulls: 10 Bears: 0

---- T H E B U L L S ----

Biotechnology as represented by BIB
Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Mid Caps as represented by MIDU
SP 500 as represented by SPXL
Technology as represented by TECL
Small Caps as represented by TNA
Russell 2000 as represented by URTY

---- T H E B E A R S ----

2014-11-21

MidCaps and SP500 Back With The Bulls.

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	SELL - 2014-11-17	BUY - 2014-11-19
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	SELL - 2014-11-19	BUY - Today
spxl	SELL - 2014-11-19	BUY - Today
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	BUY - 2014-11-18	SELL - 2014-11-20
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	BUY - 2014-11-18	SELL - 2014-11-20

Buy Today: Mid Caps(MIDU) SP 500(SPXL)
So in the paper account I will be buying.
Score - Bulls: 8 Bears: 2
---- T H E B U L L S ----

Biotechnology as represented by BIB
Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Mid Caps as represented by MIDU
SP 500 as represented by SPXL
Technology as represented by TECL

---- T H E B E A R S ----

Small Caps as represented by TNA
Russell 2000 as represented by URTY

2014-11-20

Small Caps and R2K in Bear Camp.

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	SELL - 2014-11-17	BUY - 2014-11-19
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	BUY - 2014-11-17	SELL - 2014-11-19
spxl	BUY - 2014-11-17	SELL - 2014-11-19
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	BUY - 2014-11-18	SELL - Today
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	BUY - 2014-11-18	SELL - Today

Sell Today: Small Caps(TNA) Russell 2000(URTY)
So in the paper account I will be selling.
Score - Bulls: 6 Bears: 4
---- T H E B U L L S ----

Biotechnology as represented by BIB
Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Technology as represented by TECL

---- T H E B E A R S ----

Mid Caps as represented by MIDU
SP 500 as represented by SPXL
Small Caps as represented by TNA
Russell 2000 as represented by URTY

2014-11-19

Flip-Flopping Around With BioTech MidCaps and SP500

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	SELL - 2014-11-17	BUY - Today
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	BUY - 2014-11-17	SELL - Today
spxl	BUY - 2014-11-17	SELL - Today
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	SELL - 2014-11-14	BUY - 2014-11-18
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	SELL - 2014-11-14	BUY - 2014-11-18

Buy Today: Biotechnology(BIB)
Sell Today: Mid Caps(MIDU) and SP 500(SPXL)

So in the paper account I will be buying & selling.

Score - Bulls: 8 Bears: 2
---- T H E B U L L S ----

Biotechnology as represented by BIB
Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Technology as represented by TECL
Small Caps as represented by TNA
Russell 2000 as represented by URTY

---- T H E B E A R S ----

Mid Caps as represented by MIDU
SP 500 as represented by SPXL

2014-11-18

Small Caps ant R2K Back With The Bulls.

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	BUY - 2014-10-21	SELL - 2014-11-17
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	SELL - 2014-11-13	BUY - 2014-11-17
spxl	SELL - 2014-11-13	BUY - 2014-11-17
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	SELL - 2014-11-14	BUY - Today
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	SELL - 2014-11-14	BUY - Today

Buy Today: Small Caps(TNA) Russell 2000(URTY)
So in the paper account I will be buying.
Score - Bulls: 9 Bears: 1
---- T H E B U L L S ----

Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Mid Caps as represented by MIDU
SP 500 as represented by SPXL
Technology as represented by TECL
Small Caps as represented by TNA
Russell 2000 as represented by URTY

---- T H E B E A R S ----

Biotechnology as represented by BIB

2014-11-17

Mid Caps and SP500 Models Back With Bulls While Biotech Joins The Bears.

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	BUY - 2014-10-21	SELL - Today
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	SELL - 2014-11-13	BUY - Today
spxl	SELL - 2014-11-13	BUY - Today
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	BUY - 2014-10-27	SELL - 2014-11-14
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	BUY - 2014-10-27	SELL - 2014-11-14

Buy Today: Mid Caps(MIDU) SP 500(SPXL)
Sell Today: Biotechnology(BIB)
So in the paper account I will be buying. selling.
Score - Bulls: 7 Bears: 3
---- T H E B U L L S ----

Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Mid Caps as represented by MIDU
SP 500 as represented by SPXL
Technology as represented by TECL

---- T H E B E A R S ----

Biotechnology as represented by BIB
Small Caps as represented by TNA
Russell 2000 as represented by URTY

2014-11-14

3 More Models (Biotech, Small Caps and R2K) Join The Bears

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	BUY - 2014-10-21	SELL - Today
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	BUY - 2014-11-11	SELL - 2014-11-13
spxl	BUY - 2014-11-11	SELL - 2014-11-13
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	BUY - 2014-10-27	SELL - Today
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	BUY - 2014-10-27	SELL - Today

Sell Today: Biotechnology(BIB) Small Caps(TNA) Russell 2000(URTY)
So in the paper account I will be selling.
Score - Bulls: 5 Bears: 5
---- T H E B U L L S ----

Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Technology as represented by TECL

---- T H E B E A R S ----

Biotechnology as represented by BIB
Mid Caps as represented by MIDU
SP 500 as represented by SPXL
Small Caps as represented by TNA
Russell 2000 as represented by URTY

2014-11-13

Mid Caps and SP500 Flip Back To The Bears

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	SELL - 2014-10-08	BUY - 2014-10-21
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	BUY - 2014-11-11	SELL - Today
spxl	BUY - 2014-11-11	SELL - Today
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	SELL - 2014-10-23	BUY - 2014-10-27
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	SELL - 2014-10-23	BUY - 2014-10-27

Sell Today: Mid Caps(MIDU) SP 500(SPXL)
So in the paper account I will be selling.
Score - Bulls: 8 Bears: 2
---- T H E B U L L S ----

Biotechnology as represented by BIB
Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Technology as represented by TECL
Small Caps as represented by TNA
Russell 2000 as represented by URTY

---- T H E B E A R S ----

Mid Caps as represented by MIDU
SP 500 as represented by SPXL

2014-11-11

All Models Back to Bullish.

After a lull finally some action from these models. All models bullish.

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	SELL - 2014-10-08	BUY - 2014-10-21
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	SELL - 2014-11-07	BUY - Today
spxl	SELL - 2014-11-07	BUY - Today
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	SELL - 2014-10-23	BUY - 2014-10-27
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	SELL - 2014-10-23	BUY - 2014-10-27

Buy Today: Mid Caps(MIDU) & SP 500(SPXL). So in the paper account I will be buying.

Score - Bulls: 10 Bears: 0
---- T H E B U L L S ----

Biotechnology as represented by BIB
Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Mid Caps as represented by MIDU
SP 500 as represented by SPXL
Technology as represented by TECL
Small Caps as represented by TNA
Russell 2000 as represented by URTY

---- T H E B E A R S ----

2014-11-07

MidCaps and SP500 Models Bearish

Model Run

Symbol	Previous Call & Date	Current Call & Date
bib	SELL - 2014-10-08	BUY - 2014-10-21
erx	SELL - 2014-10-17	BUY - 2014-10-21
fas	SELL - 2014-10-17	BUY - 2014-10-21
midu	BUY - 2014-10-27	SELL - Today
spxl	BUY - 2014-10-27	SELL - Today
tecl	SELL - 2014-10-17	BUY - 2014-10-21
tna	SELL - 2014-10-23	BUY - 2014-10-27
ugaz	SELL - 2014-10-10	BUY - 2014-10-21
ugld	SELL - 2014-03-24^**	BUY - 2014-10-27
urty	SELL - 2014-10-23	BUY - 2014-10-27

Sell Today: Mid Caps(MIDU) SP 500(SPXL)
So in the paper account I will be selling.
Score - Bulls: 8 Bears: 2
---- T H E B U L L S ----

Biotechnology as represented by BIB
Natural Gas as represented by UGAZ
Gold as represented by UGLD
Energy as represented by ERX
Finance as represented by FAS
Technology as represented by TECL
Small Caps as represented by TNA
Russell 2000 as represented by URTY

---- T H E B E A R S ----

Mid Caps as represented by MIDU
SP 500 as represented by SPXL

The Process

This model creates a short to medium term indicator - generally one to four weeks.

We select several leveraged ETFs that best represent the overall market or industry they represent.

For each ETF the process finds the best 50 or so stocks that correlate to the ETF's price movement. Then it finds the average Momentum indicator value for all 50 over 3, 4 and 5 day periods. We accumulate all possible cross-over values or buy/sell points.

Finally a series of back-tests are run that determine the best choice of each period and buy/sell points that occur over the past year.

These best choices are then used daily to calculate current buy/sell points for each ETF using data from the past 6 months.

Aggregating For Expectations

What

2014-11-28

MidCaps and SP500 Models Back With The Bulls. So No Bearish Models.

2014-11-26

Another Model R2K Joins The Bears.

2014-11-25

MidCaps and SP500 Model Bearish

2014-11-24

Small Caps and R2K Back With Bulls. 100% Bullish

2014-11-21

MidCaps and SP500 Back With The Bulls.

2014-11-20

Small Caps and R2K in Bear Camp.

2014-11-19

Flip-Flopping Around With BioTech MidCaps and SP500

2014-11-18

Small Caps ant R2K Back With The Bulls.

2014-11-17

Mid Caps and SP500 Models Back With Bulls While Biotech Joins The Bears.

2014-11-14

3 More Models (Biotech, Small Caps and R2K) Join The Bears

2014-11-13

Mid Caps and SP500 Flip Back To The Bears

2014-11-11

All Models Back to Bullish.

2014-11-07

MidCaps and SP500 Models Bearish

The Process

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