Friday, January 20, 2012

Gaussian Estimates Still Call For A DJIA Down Day, Like Yesterday's Estimates (and they were wrong).

Using the ROC of a few selected stocks against leverage ETFs here are today's Gaussian estimates.

sym;last roc; avg of 10 best; the best
^dji;1.004;0.994; 0.993
ddm;1.009;1.047; 1.031
dxd;0.992;1.009; 1.004
erx;1.011;1.054; 1.044
ery;0.988;0.936; 0.961
dig;1.007;1.017; 1.013
dug;0.993;0.944; 0.932
qid;0.988;0.975; 0.977
qld;1.013;0.967; 0.966
sso;1.011;1.022; 1.03
sds;0.989;1.033; 1.024
rsu;1.01;1.026; 1.028
rsw;0.989;0.985; 0.989
tyh;1.023;1.076; 1.081
typ;0.976;0.934; 0.917
rom;1.017;1.025; 0.993
rew;0.984;0.988; 0.993
usd;1.023;1.009; 1.011
ssg;0.974;0.987; 0.994
soxl;1.061;0.89; 0.889
soxs;0.941;1.131; 1.127
uym;1.002;1.043; 1.047
smn;0.996;0.985; 0.99
uyg;1.017;0.97; 0.972
skf;0.986;1.037; 1.042
fas;1.025;0.957; 0.966
faz;0.975;0.951; 0.932
saa;1.008;1.035; 1.024
sbb;0.995;0.991; 0.995
tna;1.019;1.019; 0.996
tza;0.981;0.952; 0.953

Basic Materials: no change (up); no change (up);
DJIA: sell; no change (up); sell;  Mixed Signal
Energy: no change (up); no change (up); no change (up); no change (up);
Financials: sell; sell; sell; no change (up);  Selling pressure.
QQQ: no change (up); sell;  Mixed Signal
S&P 500: no change (up); sell; no change (up); no change (up);  Continue up trend.
Semiconductors: no change (up); no change (up); sell; sell;  Mixed signal.
Small Cap: no change (up); no change (up); no change (up); no change (up);
Technology: no change (up); no change (up); no change (up); no change (up);

Using weekly numbers here are the estimates for next Friday.

sym;last roc; avg of 10 best; the best
^dji;1.016;0.979; 0.976
ddm;1.033;1.072; 1.07
dxd;0.967;0.921; 0.927
erx;1.076;1.089; 1.121
ery;0.927;1.112; 1.011
dig;1.054;0.915; 0.912
dug;0.945;0.887; 0.812
qid;0.944;0.874; 0.853
qld;1.057;0.979; 1.012
sso;1.037;0.96; 0.949
sds;0.962;0.964; 0.978
rsu;1.04;0.979; 0.971
rsw;0.962;0.962; 0.969
tyh;1.096;0.665; 0.598
typ;0.91;0.974; 1.001
rew;0.939;0.854; 0.862
rom;1.063;0.996; 1.005
usd;1.115;0.907; 0.881
ssg;0.89;0.877; 0.88
soxl;1.233;0.859; 0.862
soxs;0.795;1.168; 1.161
uym;1.04;1.262; 1.324
smn;0.96;0.984; 0.964
uyg;1.033;1.031; 1.052
skf;0.968;0.943; 0.915
fas;1.051;1.1; 1.092
faz;0.947;0.57; 0.343
saa;1.047;0.782; 0.814
sbb;0.975;0.957; 0.949
tna;1.073;0.916; 0.922
tza;0.93;0.731; 0.731

Basic Materials: no change (up); no change (up);
DJIA: sell; no change (up); no change (up);
Energy: no change (up); sell; sell; no change (up);  Mixed Signals
Financials: no change (up); no change (up); no change (up); no change (up);
QQQ: no change (up); sell;  Mixed Signals
S&P 500: sell; no change (up); sell; no change (up);  Mixed Signals
Semiconductors: sell; no change (up); sell; sell; Mostly sell.
Small Cap: sell; no change (up); sell; no change (up);  Mixed Signals.
Technology: sell; no change (up); no change (up); sell; Mixed Signals.

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