|Ticker||STDEV||IV RANK||CODEX||IV Ratio|
The Energy Fund Matrix posted above contains three outliers of the Energy Fund. Descending from top to bottom: Apple, VXX Index, Exxon, Schlumberger Limited Profile, Wal Mart and Alibaba. The formula for calculating the Standard Deviation is an aggregate of each asset individually. Than, to find the daily Implied Volatility Rank, the Standard Deviation value is SQUARED. The Codex Score is the final calculation that determines the directional move of the asset’s price: A time frame from 15 minutes to 2 hours.
The Energy Fund Matrix values are inputed to the gauges below.
The above gauged dashboard is calibrated to the Energy Fund’s calculated Implied Volatility Rank and the Codex Valuation. The last two gauges at the bottom far right is the aggregated value. The gauges show a favorable correlation meaning the price of the assets have been moving in tandem.
Validation of the Energy Fund is shown on the Macroaxis Financial Services website.
Forecast for 2017. It is questionable what will happen to Wall Street’s Bullish Trend, after breaking 19,000 on the DOW. It is unusual for a portfolio to carry a consistency as we’ve seen with the Energy Fund. Our strategy for 2017 is to have “mixed” holdings – and not be tied into just one sector as we did this past year.