| StockFetcher Forums · General Discussion · ETF....ETF......ETF....ETF...ETF....ETF...ETF.... | << 1 2 3 4 >>Post Follow-up |
| Kevin_in_GA 4,599 posts msg #86888 - Ignore Kevin_in_GA modified |
1/23/2010 8:22:18 PM Here is a list of 2x and 3x leveraged ETFs. Enjoy! 3X ETFs – Long BGU Large Cap Bull 3x Shares MWJ Mid Cap Bull 3x Shares TNA Small Cap Bull 3x Shares ERX Energy Bull 3x Shares FAS Financial Bull 3x Shares DRN Real Estate Bull 3x Shares TYH Technology Bull 3X Shares DZK Developed Markets Bull 3X Shares EDC Emerging Markets Bull 3X Shares TYD 10-Year Treasury Bull 3x Shares TMF 30-Year Treasury Bull 3x Shares 3X ETFs – Short BGZ Large Cap Bear 3x Shares MWN Mid Cap Bear 3x Shares TZA Small Cap Bear 3x Shares ERY Energy Bear 3x Shares FAZ Financial Bear 3x Shares DRV Real Estate Bear 3x Shares TYP Technology Bear 3X Shares DPK Developed Markets Bear 3X Shares EDZ Emerging Markets Bear 3x Shares TYO 10-Year Treasury Bear 3x Shares TMV 30-Year Treasury Bear 3x Shares 2X ETFs – Long QLD Ultra QQQ DDM Ultra Dow30 SSO Ultra S&P500 UWC Ultra Russell3000 MVV Ultra MidCap400 SAA Ultra SmallCap600 UWM Ultra Russell2000 UPRO UltraPro S&P500 UVG Ultra Russell1000 Value UKF Ultra Russell1000 Growth UVU Ultra Russell MidCap Value UKW Ultra Russell MidCap Growth UVT Ultra Russell2000 Value UKK Ultra Russell2000 Growth UYM Ultra Basic Materials UGE Ultra Consumer Goods UCC Ultra Consumer Services UYG Ultra Financials RXL Ultra Health Care UXI Ultra Industrials DIG Ultra Oil & Gas URE Ultra Real Estate USD Ultra Semiconductors ROM Ultra Technology LTL Ultra Telecommunications UPW Ultra Utilities UCD Ultra DJ-UBS Commodity UCO Ultra DJ-UBS Crude Oil UGL Ultra Gold AGQ Ultra Silver ULE Ultra Euro YCL Ultra Yen EFO Ultra MSCI EAFE EET Ultra MSCI Emerging Markets XPP Ultra FTSE/Xinhua China 25 EZJ Ultra MSCI Japan 2X ETFs – Short QID UltraShort QQQ DXD UltraShort Dow30 SDS UltraShort S&P500 TWQ UltraShort Russell3000 MZZ UltraShort MidCap400 SDD UltraShort SmallCap600 TWM UltraShort Russell2000 SPXU UltraPro Short S&P500 SJF UltraShort Russell1000 Value SFK UltraShort Russell1000 Growth SJL UltraShort Russell MidCap Value SDK UltraShort Russell MidCap Growth SJH UltraShort Russell2000 Value SKK UltraShort Russell2000 Growth SMN UltraShort Basic Materials SZK UltraShort Consumer Goods SCC UltraShort Consumer Services SKF UltraShort Financials RXD UltraShort Health Care SIJ UltraShort Industrials DUG UltraShort Oil & Gas SRS UltraShort Real Estate SSG UltraShort Semiconductors REW UltraShort Technology TLL UltraShort Telecommunications SDP UltraShort Utilities EFU UltraShort MSCI EAFE EEV UltraShort MSCI Emerging Markets EPV UltraShort MSCI Europe JPX UltraShort MSCI Pacific ex-Japan BZQ UltraShort MSCI Brazil FXP UltraShort FTSE/Xinhua China 25 EWV UltraShort MSCI Japan SMK UltraShort MSCI Mexico Investable Mkt PST UltraShort 7-10 Year Treasury TBT UltraShort 20+ Year Treasury CMD UltraShort DJ-UBS Commodity SCO UltraShort DJ-UBS Crude Oil GLL UltraShort Gold ZSL UltraShort Silver EUO UltraShort Euro YCS UltraShort Yen |
| fortyfour 189 posts msg #86917 - Ignore fortyfour modified |
1/24/2010 3:12:15 PM UCO, USO (long oils) just about at trendline support. ps: I shouldve said that March WTI crude is near trendline. 74 ish |
| drew9 171 posts msg #86925 - Ignore drew9 |
1/24/2010 5:51:05 PM Couple more new ones worth checking out. SPXU - ProShares UltraPro Short S&P500 - leveraged 3X UPRO - ProShares UltraPro S&P 500 - leveraged 3X Both averaging over 1 million shares traded. Still a bit light but I wanted to point these out as they are Nasdaq listed. All the others are NY. I have found on my fills that with buying at the open transactions I get much better fills on Nasdaq stocks than on those on the NY. Specialist does not have the ability to screw with your fills. Just get the best available on the open. I have seen very little variance from the posted opening price with the Nasdaq stocks and my actual fills. |
| Kevin_in_GA 4,599 posts msg #86928 - Ignore Kevin_in_GA |
1/24/2010 6:52:35 PM Thanks Drew! Not sure how they did not get on this list - I thought they were there. And I bought in on UPRO, TNA, and BGU on Thursday, then again on Friday. |
| drew9 171 posts msg #86932 - Ignore drew9 |
1/24/2010 8:05:04 PM For tomorrow: UWM and SSO. These are the from my BB filter scan. Kevin you scaling into the ETf's now? What methodology are you going with? |
| Kevin_in_GA 4,599 posts msg #86933 - Ignore Kevin_in_GA |
1/24/2010 8:11:46 PM I had not planned on scaling in ... the VIX BB strategy gave a very clear BUY on Thursday, and then (of course) again on Friday. Hence my averaging in - I had planned for this possibility when placing my entry on Thursday. |
| karennma 8,057 posts msg #86936 - Ignore karennma |
1/24/2010 8:37:56 PM the VIX BB strategy gave a very clear BUY on Thursday ============================================== Kevin: The Stockcharts one you posted or the SF one? |
| fortyfour 189 posts msg #86956 - Ignore fortyfour |
1/25/2010 1:01:35 AM I am also long here. ( TYH ) I would like to get back tp S&P500 112 levels to go with the 3x short SP500. Dont think its gonna happen though................ |
| Kevin_in_GA 4,599 posts msg #86965 - Ignore Kevin_in_GA |
1/25/2010 7:59:42 AM the VIX BB strategy gave a very clear BUY on Thursday ============================================== Kevin: The Stockcharts one you posted or the SF one? +++++++++++++++++++++++++++++++++++ I backtested this system using VIX-BB(9,2) data since 1/2/2008. BUY when the VIX closes above the upper BB, and either SELL when it closes below the 9 day MA (reversion approach) or wait until a new SELL signal is generated by the VIX closing below the lower BB. Data was collect...ed from www.freestockcharts.com. I used SSO and SDS as the trading stocks for this. 2x leveraged and highly liquid. I cheated slightly here by excluding Oct 2008, when the VIX was at or above 70. I think this was a highly anomalous period that is unlikely to reoccur. If there is a real desire to see the entire data set, I'll redo the analysis. Reversion approach - 26 trades entered. 19 were profitable (average return +4.41%), 7 were unprofitable (average return -2.33%). Expectancy = (19/26 * 4.41%) + (7/26 * -2.33%) = 2.60% per trade. Signal-to-Signal approach - 11 trades entered. 9 were profitable (average return of +11.89%), 2 were unprofitable (average return of -2.43%). Expectancy = (9/11 * 11.89%) + (2/11 * -2.33%) = 9.29% This is why I went long Thursday (and added a second unit of each at the close Friday). I have some small reservations about averaging in, but in the few times I have done so it worked quite nicely. Here's hoping for a green day on Monday. BTW, 11 of the last 12 Mondays were green, along with 18 of the last 20. Good odds at least. |
| fortyfour 189 posts msg #87084 - Ignore fortyfour |
1/26/2010 8:01:08 PM Not much of a bouce there.......sold (TYH) and took a position today in SPXU........not at a support area... more at a breakout area.......2 day range that I will use is small.... I'm on the slow recovery US/world bandwagon......looking for lower prices..... X steel maker hammered after hours on "slow recovery"......Probably wont be noticed..... |
| StockFetcher Forums · General Discussion · ETF....ETF......ETF....ETF...ETF....ETF...ETF.... | << 1 2 3 4 >>Post Follow-up |
Copyright 2022 - Vestyl Software L.L.C.•Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data
Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus