Statistical
Ticker STDEV IV RANK CODEX IV Ratio
AAPL 0.8651 0.93 0.64652 4.49109
VXX 0.4287 0.65 0.94351 0.44134
XOM 0.6708 0.82 0.55524 1.41690
SLB 0.4357 0.66 0.11068 0.67879
WMT 0.6211 0.79 0.21086 2.90962
BABA 0.8401 0.92 0.66751 0.22219

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.

screenshot-docs-google-com-2016-12-05-19-39-21

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.

screenshot-www-macroaxis-com-2016-12-05-19-44-17
The above graph shows the Energy Fund’s profit since inception in February 2016.  Macroaxis is the platform we use to build and track our portfolios. The initial capital invested was $20,000. There was a dip in July so we rebalanced the portfolio at that time.  The time frame for the above chart is one month or  30 days.  The Total Value is calibrated to the last 20 days.   Dividend payout has totaled $871.47.  The Energy Fund earned $6,064 to date.   

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.

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