Models Rebuilt

The 10 models have been rebuilt using a period count of 10.   Using the new models only 2 are bullish.

Model Run

Symbol	Previous Call & Date	Current Call & Date
BIB	SELL 2014-07-23**	BUY 2014-08-01**
ERX	BUY 2014-01-24**	SELL 2014-07-15**
FAS	BUY 2014-05-06**	SELL 2014-09-17**
MIDU	BUY 2014-04-07**	SELL 2014-09-12**
SPXL	BUY 2014-04-07**	SELL 2014-09-19**
TECL	BUY 2014-07-09**	SELL 2014-09-19**
TNA	BUY 2014-05-14**	SELL 2014-09-11**
UGAZ	SELL 2014-07-01**	BUY 2014-08-18**
UGLD	BUY 2014-04-14**	SELL 2014-07-10**
URTY	BUY 2014-06-03**	SELL 2014-09-12**

** - before model build date of 2014-09-30
 Score - Bulls: 2   Bears: 8
----   T H E   B U L L S   ----

• Biotechnology as represented by BIB
• Natural Gas as represented by UGAZ

----   T H E  B E A R S   ----

• 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

Failure To Load

With the Yahoo Historical Stock Market data files not up to date the models will not be run today.

Another Late Buy Call Found

When running the models this afternoon I see that I missed a buy call on Small Caps (TNA).  The date was 7.28.  I went into the paper account a place a buy on that day using the closing #.

There may be an error with the models runs since this is the 2nd time in a row that a call was missed.

Model Run

Symbol	Previous Call & Date	Current Call & Date
BIB	BUY 2014-04-28**	SELL 2014-07-23
ERX	BUY 2014-01-24**	SELL 2014-07-15
FAS	BUY 2014-04-25**	SELL 2014-07-16
MIDU	SELL 2014-04-22**	BUY 2014-04-28**
SPXL	SELL 2014-04-02**	BUY 2014-04-07**
TECL	SELL 2014-03-31**	BUY 2014-05-07**
TNA	SELL 2014-07-23	BUY 2014-07-28
UGAZ	SELL 2014-02-04**	BUY 2014-07-16
UGLD	SELL 2014-04-04**	BUY 2014-05-28**
URTY	SELL 2014-04-01**	BUY 2014-05-15**

** - before model build date of 2014-06-30
no changes Today
So in the paper account I will be
Score - Bulls: 7   Bears: 3
----   T H E   B U L L S   ----

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

----   T H E  B E A R S   ----

• Biotechnology as represented by BIB
• Energy as represented by ERX
• Finance as represented by FAS

Missed A Bullish Call on Nat. Gas Last Week.

Model Run from Today shows a buy call for UGAZ last week.

Symbol	Previous Call & Date	Current Call & Date
BIB	SELL 2014-03-19**	BUY 2014-04-28**
ERX	BUY 2014-01-24**	SELL 2014-07-15
FAS	SELL 2014-04-02**	BUY 2014-04-25**
MIDU	SELL 2014-04-22**	BUY 2014-04-28**
SPXL	SELL 2014-04-02**	BUY 2014-04-07**
TECL	SELL 2014-03-31**	BUY 2014-05-07**
TNA	SELL 2014-03-18**	BUY 2014-05-15**
UGAZ	SELL 2014-02-04**	BUY 2014-07-16
UGLD	SELL 2014-04-04**	BUY 2014-05-28**
URTY	SELL 2014-04-01**	BUY 2014-05-15**

** - before model build date of 2014-06-30

So in the paper account I will be buying UGAZ even though it's late.

Score - Bulls: 9   Bears: 1
----   T H E   B U L L S   ----

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

----   T H E  B E A R S   ----

• Energy as represented by ERX

Most Models Remain Bullish - No Change Since May

Model Run

Symbol	Previous Call & Date	Current Call & Date
BIB	SELL 2014-03-19**	BUY 2014-04-28**
ERX	SELL 2014-01-07**	BUY 2014-01-24**
FAS	SELL 2014-04-02**	BUY 2014-04-25**
MIDU	SELL 2014-04-22**	BUY 2014-04-28**
SPXL	SELL 2014-04-02**	BUY 2014-04-07**
TECL	SELL 2014-03-31**	BUY 2014-05-07**
TNA	SELL 2014-03-18**	BUY 2014-05-15**
UGAZ	BUY 2014-01-09**	SELL 2014-02-04**
UGLD	SELL 2014-04-04**	BUY 2014-05-28**
URTY	SELL 2014-04-01**	BUY 2014-05-15**

** - before model build date of 2014-06-30
no changes Today




Score - Bulls: 9   Bears: 1
----   T H E   B U L L S   ----

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

----   T H E  B E A R S   ----

• Natural Gas as represented by UGAZ

New Models Built - Paper Trading Starts Tuesday.

The models have been built using the latest data for the 10 leverage ETFs.

Based on what I have seen during the last 3 weeks of testing is that there will be very little trading.  
Most likely the calls will be monthly for most of the ETFS.

Here are the results using a start date of 2013-01-01

Symbol	Backtest $	Buy & Hold $	Previous Call	Execute Date	Current Call	Execute Date
BIB	33,576.45	32,763.86	SELL	2014-03-19**	BUY	2014-04-28**
ERX	26,159.17	25,257.91	SELL	2014-01-07**	BUY	2014-01-24**
FAS	20,109.48	24,167.40	SELL	2014-04-02**	BUY	2014-04-25**
MIDU	25,156.36	24,948.73	SELL	2014-04-22**	BUY	2014-04-28**
SPXL	21,527.27	25,346.83	SELL	2014-04-02**	BUY	2014-04-07**
TECL	24,508.88	22,497.35	SELL	2014-03-31**	BUY	2014-05-07**
TNA	26,329.15	24,746.31	SELL	2014-03-18**	BUY	2014-05-15**
UGAZ	25,489.76	10,431.86	BUY	2014-01-09**	SELL	2014-02-04**
UGLD	14,118.30	3,761.09	SELL	2014-04-04**	BUY	2014-05-28**
URTY	27,938.29	24,969.03	SELL	2014-04-01**	BUY	2014-05-15**

** - before model build date of 2014-06-30

Changing Algorithm

For previous followers of this blog - you can see I have changed the blog's name.  Why?  - the last algorithm didn't work.  

Here's my latest algorithm - a 3 function cross-over based on:

1. Price Tipping Point
2. MACD
3. RSI.

I track the outcome of the calls in a simple database.  Tracking will commence on the first trading day of July.