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the Vanguard energy sector ETF | Asset-Specific Analysis | Aug 28 2019


VanAurum Analysis

VanAurum has identified a significant relationship between this signal and one or more of the 2-week, 2-month, or 6-month returns for at least one asset. These are shown below, along with the analytics for each:


CAD_D
126-day returns for the Canadian Dollar where the Vanguard energy sector ETF's 46-day balance of power moving average has been less than or equal to -0.160947395665011
Signal: -13.25

GDX_D
126-day returns for the VanEck senior gold miners ETF (GDX) where the Vanguard energy sector ETF's price proximity to the 180-day upper bollinger band has been less than or equal to -0.0847811892726555
Signal: 7.05

TSX60_D
126-day returns for the TSX 60 Index where the Vanguard energy sector ETF's 46-day balance of power moving average has been less than or equal to -0.160947395665011
Signal: -10.22

USD_D
126-day returns for the US Dollar where the Vanguard energy sector ETF's 46-day balance of power moving average has been less than or equal to -0.160947395665011
Signal: 6.70

WTI_CRUDE_OIL_D
126-day returns for WTI Crude Oil futures where the Vanguard energy sector ETF's 46-day balance of power moving average has been less than or equal to -0.160947395665011
Signal: -21.24

XOP_D
126-day returns for the SPDR S&P Oil & Gas Explorers ETF where the Vanguard energy sector ETF's 46-day balance of power moving average has been less than or equal to -0.160947395665011
Signal: -31.45


17 indicators at extremes




Click here to learn more about technical indicators that are shown.


Market Extremes | the Vanguard energy sector ETF


Below is a table of market indicators for the Vanguard energy sector ETF that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
425523 08/28/2019 VDE_D BOPMA14 2.48530197755211 -0.26076829491896
425524 08/28/2019 VDE_D BOPMA20 2.00749464668094 -0.221237599538621
425525 08/28/2019 VDE_D BOPMA24 2.51875669882101 -0.199689069092176
425526 08/28/2019 VDE_D BOPMA26 1.84986595174263 -0.199484369318006
425527 08/28/2019 VDE_D BOPMA32 1.53061224489796 -0.183526193565758
425528 08/28/2019 VDE_D BOPMA34 1.12842557764643 -0.18388061113336
425529 08/28/2019 VDE_D BOPMA36 2.68817204301075 -0.160409184299525
425512 08/28/2019 VDE_D SLOWSTOCHS120 2.86186020913594 3.0
425513 08/28/2019 VDE_D SLOWSTOCHS125 2.81069165059245 3.0
425514 08/28/2019 VDE_D SLOWSTOCHS130 2.81456953642384 3.0
425515 08/28/2019 VDE_D SLOWSTOCHS135 2.74937828129317 3.0
425516 08/28/2019 VDE_D SLOWSTOCHS140 2.68400664084117 3.0
425517 08/28/2019 VDE_D SLOWSTOCHS145 2.67387087835966 3.0
425518 08/28/2019 VDE_D SLOWSTOCHS150 2.58046614872364 3.0
425519 08/28/2019 VDE_D SLOWSTOCHS155 2.55626562934148 3.0
425520 08/28/2019 VDE_D SLOWSTOCHS160 2.5180856983862 3.0
425521 08/28/2019 VDE_D SLOWSTOCHS165 2.45193647255503 3.0
425522 08/28/2019 VDE_D UPDOWNSUM25 2.45242562315733 -9.0