2 Models (Biotech and R2K) Get Bullish

In the paper account I will be buying Biotechnology(BIB), Russell 2000(URTY),

Mid Cap Model Goes To The Buy Side.

So in the paper account I will be buying Mid Caps(MIDU),

Maybe on tap tomorrow (if the #s hold) Biotech (BIB) and R2K (URTY) are looking like a buy.

Biotech and Russell 2000 Models Say Sell.

The models for Biotech and the R2K index went to the sell side. 

So in the paper account I will be selling Biotechnology(BIB), and Russell 2000(URTY).

3 Models Flip Back to Buy

The FAS, SPXL and URTY models say buy; the 3 flipped to the sell side just days ago.

So in the paper account I will be buying SP 500(SPXL), Russell 2000(URTY), and Finance(FAS)

MidCaps A Buy

So in the paper account we will be buying MIDU.

On tap for tomorrow, based on the 1PM #'s, is to buy FAS and URTY; both of which were sold yesterday.

Only One Sell

Yesterday I reported that BIB was to bought and MIDU was to be sold during today's session.  The overnight run dropped the BIB purchase. 

So in the paper account I will be just selling MIDU.

Preliminary numbers indicate that tomorrow I may be selling FAS, SPXL and URTY.

3 New Buys For Today.

Today we get 3 buy signals: FAS, SPXL and URTY

So in the paper account the three will be purchased some time this afternoon.

Preliminary numbers show tomorrow we may be buying BIB and selling MIDU.  There is some churning going on here because yesterday BIB was a sell and MIDU was a buy.

MIDU Model Says Buy.

After yesterday's sell-off I was expecting a lot of activity with the models.  But only one came up and it was - buy the MidCap-based Leveraged ETF MIDU.

So sometime late in today's trading day the paper account will be buying MIDU.

As a side-note - yesterday's run showed that BIB - biotech, should have been sold.  Since the buy indicator was thrown for a day last year and I am reporting on activity starting this year no action was required in the paper account.

3 Models Generate 3 Sells (late) and 2 buys.

Real quick-like, the models for FAS (small caps), SPXL (S&P 500) and URTY (Russell 2000) get bearish - quick because the models gave buy indications just in past couple of days.

By itself the model for TECL (tech) generated a buy.

Using the overnight numbers TECL and TNA are buys on Friday.

As usual, thees activities will occur in the paper account tomorrow.

For Thursday 2 Buys and 1 Sell

The models have spoken - buy ERX (energy) and RETL (retail);  sell MIDU (mid caps).  So tomorrow late in the trading day I will just that in the paper account.

Models Go With 3 New Buys

Using the 4 PM numbers the models for FAS, SPXL, URTY all said "buy."  So in the paper account I will be buying the 3 late in tomorrow's trading hours.

Mid Cap Leverage ETF(MIDU) Says "BUY"

Surprisingly the MIDU model went over to the buy side.  So in the paper account it will be purchased sometime late in the selling day.

ERX and RETL Sold

Using the  models the paper account will sell (for a loss)  ERX (Energy) and RETL (RETL).  

ERX and RETL Bought

Using the newly built models the paper account purchased ERX (Energy) and RETL (RETL).   The models also had sell indicators for tomorrow on the following FAS, SPXL and URTY but since the paper account started yesterday these ETFs weren't owned and so can't be sold.  That said it looks like there may be a sell-off tomorrow much like today's.

Test Run

 Below is the output the model program generates using closing numbers from 12/31/2013.  There are several buy signals for yesterday and Monday but I will ignore these until the market opens for 2014.

Update - I was wrong to assume that the Execute Date of Today meant 12/31.  That execute date is for 1/2/2014 so on Thursday I will be buying in the paper trail  ERX and RETL.

Interestingly there are a couple of old buy signals for October (DRN) and November (TNA).  I assumed all the models would be much more active.

M.A. (KAMA) Tipping Point Model

Symbol	Backtest $	Buy & Hold $	Previous Call	Execute Date	Current Call	Execute Date
BIB	27,769.26	24,543.79	SELL	2013-12-06	BUY	2013-12-11
DRN	11,260.46	10,116.15	SELL	2013-10-24	BUY	2013-10-30
ERX	18,991.64	16,866.86	SELL	2013-12-27	BUY	Today
FAS	22,991.89	22,010.98	SELL	2013-12-26	BUY	Previous Day
MIDU	21,993.04	21,515.46	BUY	2013-12-13	SELL	2013-12-26
RETL	23,103.50	22,392.70	SELL	2013-12-27	BUY	Today
SPXL	22,796.26	20,605.22	SELL	2013-12-26	BUY	Previous Day
TECL	18,606.63	17,619.76	BUY	2013-12-16	SELL	2013-12-26
TNA	24,938.51	24,712.09	SELL	2013-10-29	BUY	2013-11-01
URTY	26,369.99	24,873.79	SELL	2013-12-26	BUY	Previous Day