Based on various programs here is some information to view the current market analysis.
Updated: 15 August 2015
Their is currently no Extreme risks in the markets based on various models.
Up Down Day Count
SPY
All Time Historical Up/Down Avg: 1.13
365 day Up/Down Avg: 1.19
Last Share Price: 209
Anticipated Target based on Historical Avg: 198
Above Mean: 5%
The Take Away: The sideways movement over the last 6 months has helped the SPY stabilize and move into a more risk-less phase.
GLD
All Time Historical Up/Down Avg: 1.12
365 day Up/Down Avg: 0.84
Last Share Price: 106
Anticipated Target based on Historical Avg: 142
Below Mean: 33%
The Take Away: The recent run drop and run up has provided some strong investment opportunities in this asset class.
| Historical Avg | 365 Average | Potential Move | Last | Antic Target | |
| GLD | 1.12 | 0.84 | 33.59% | 106.85 | 142.74 |
| XME | 1.01 | 0.78 | 29.94% | 20.03 | 26.03 |
| SLV | 1.11 | 0.86 | 29.61% | 14.55 | 18.86 |
| FXY | 0.99 | 0.77 | 28.45% | 78.09 | 100.30 |
| HYG | 1.03 | 0.81 | 27.24% | 86.38 | 109.91 |
| FXE | 1.01 | 0.81 | 24.43% | 108.96 | 135.58 |
| USO | 0.99 | 0.80 | 23.64% | 13.99 | 17.30 |
| UCO | 0.98 | 0.79 | 22.99% | 22.24 | 27.35 |
| AGQ | 1.09 | 0.89 | 22.50% | 34.01 | 41.66 |
| EWG | 1.00 | 0.83 | 20.66% | 28.07 | 33.87 |
| EEM | 1.12 | 0.94 | 19.42% | 35.53 | 42.43 |
| EZU | 1.08 | 0.92 | 18.08% | 38.25 | 45.17 |
| FAZ | 0.84 | 0.74 | 12.78% | 10.26 | 11.57 |
| OIH | 1.03 | 0.92 | 12.61% | 31.12 | 35.04 |
| EWW | 1.02 | 0.91 | 12.28% | 54.29 | 60.96 |
| EWZ | 1.03 | 0.93 | 11.29% | 26.29 | 29.26 |
| XLI | 1.10 | 1.01 | 9.25% | 54.38 | 59.41 |
| EEB | 1.06 | 0.98 | 8.82% | 26.71 | 29.07 |
| GDX | 0.96 | 0.89 | 8.77% | 14.49 | 15.76 |
| XOP | 1.06 | 0.98 | 8.73% | 39.15 | 42.57 |
| GDXJ | 0.91 | 0.84 | 8.13% | 20.89 | 22.59 |
| FXI | 1.07 | 0.99 | 7.84% | 40.43 | 43.60 |
| XLE | 1.07 | 0.99 | 7.79% | 69.34 | 74.74 |
| NUGT | 0.93 | 0.87 | 7.63% | 3.84 | 4.13 |
| TBT | 0.87 | 0.81 | 6.76% | 43.85 | 46.81 |
| EFA | 1.11 | 1.04 | 6.58% | 64.00 | 68.21 |
| VWO | 1.10 | 1.03 | 6.42% | 36.82 | 39.19 |
| SSO | 1.21 | 1.14 | 6.13% | 66.48 | 70.56 |
| TNA | 1.17 | 1.12 | 4.84% | 80.42 | 84.31 |
| EWI | 1.01 | 0.97 | 4.50% | 15.60 | 16.30 |
| ^AXJO | 1.10 | 1.06 | 3.78% | 5356.50 | 5559.16 |
| MDY | 1.18 | 1.14 | 3.63% | 273.29 | 283.20 |
| UNG | 0.88 | 0.86 | 2.66% | 13.45 | 13.81 |
| RSX | 1.03 | 1.00 | 2.52% | 16.40 | 16.81 |
| IWM | 1.12 | 1.10 | 1.41% | 120.35 | 122.05 |
| DUST | 1.03 | 1.02 | 1.03% | 26.70 | 26.98 |
| XLB | 1.05 | 1.06 | -0.24% | 45.72 | 45.61 |
| IYR | 1.12 | 1.14 | -2.21% | 75.94 | 74.26 |
| SDS | 0.79 | 0.81 | -2.97% | 20.26 | 19.66 |
| TZA | 0.82 | 0.85 | -3.20% | 10.49 | 10.15 |
| EWP | 1.00 | 1.03 | -3.52% | 33.97 | 32.77 |
| XLY | 1.06 | 1.10 | -4.08% | 78.36 | 75.16 |
| FAS | 1.14 | 1.19 | -4.64% | 34.75 | 33.14 |
| SPY | 1.13 | 1.19 | -5.01% | 209.36 | 198.87 |
| XRT | 1.11 | 1.17 | -5.28% | 96.90 | 91.79 |
| EWA | 0.97 | 1.03 | -5.79% | 19.86 | 18.71 |
| XLP | 1.06 | 1.13 | -6.44% | 50.16 | 46.93 |
| TLT | 1.09 | 1.19 | -8.53% | 123.96 | 113.39 |
| XLU | 1.08 | 1.18 | -8.76% | 45.57 | 41.58 |
| DIA | 1.11 | 1.22 | -8.92% | 174.87 | 159.27 |
| XLK | 1.11 | 1.22 | -9.26% | 42.41 | 38.48 |
| XLF | 1.01 | 1.12 | -9.64% | 25.25 | 22.82 |
| QQQ | 1.14 | 1.26 | -9.79% | 110.51 | 99.69 |
| XHB | 0.99 | 1.12 | -11.46% | 38.14 | 33.77 |
| EWC | 0.99 | 1.12 | -11.69% | 25.16 | 22.22 |
| ITB | 0.94 | 1.07 | -11.98% | 28.71 | 25.27 |
| DXJ | 1.05 | 1.21 | -12.73% | 57.16 | 49.88 |
| XLV | 1.06 | 1.23 | -14.20% | 75.38 | 64.67 |
| EWJ | 0.91 | 1.07 | -14.64% | 12.92 | 11.03 |
| UUP | 0.87 | 1.08 | -19.21% | 25.24 | 20.39 |
Note: This is not a trade recommendation but rather to provide a factual data set so you can have a feel of where the current market is based on Historical trading day up/down day counts. Obviously the market moves up and down within these figures and are in no way a trade based just of this data set. Further analysis would need to be completed.
