""" Implied Volatility Skew Study Weekly Portfolios Author: BCR aka BlackarbsCEO twitter: @blackarbsceo website: blackarbs.com """ p1_long = [VOX,XLF,XLI,XLP,IYT,EPI,HEDJ,XLV] p1_short = [KRE,GDXJ,EWT,XLB,XRT,XHB,VGK,EZU] p2_long = [VPU,IYT,INDA,IWB,FEZ,IJR,HEDJ] p2_short = [IAU,LQD,VDE,EWW,EEM,EWT,EWH] p3_long = [XLU,VWO,EEM,KRE,HEDJ] p3_short = [JNK,EWW,XLP,IYR,HACK] p4_long = [GDXJ,XME,IYT,XLP,MDY,XHB,XRT,XLY] p4_short = [XLU,XLI,JNK,EWQ,VEU,EPI,HEDJ] p5_long = [GDX,XLB,XLU,XLP,VO,XHB,XLY,HACK] p5_short = [VPU,ECH,VWO,IYJ,VGK,ACWI,IWB,VB] p6_long = [IJR, ACWI, IJH, KBE, VWO, XLY, XLU, IYG] p6_short = [EWU,XHB,VXUS,VPU,IXC,EWW,VGK,EPI] p7_long = [RTH, FDN, IDU, EPI, HACK, XLU, IYG, HEDJ] p7_short = [EWA,MOO, VOX, VGK, EWH, EWW, IAU, IJR] p8_long = [IYG, XLP, EWW, EPI, MDY, XLU, IYR, IAU] p8_short = [HEDJ, INDA, IWB, VXUS, EWS, EZU, EWU, LQD] p9_long = [HACK, EWW, XLV, XLY, XLB, ECH, IVV, IYE, XLP] p9_short = [KRE, VO, XHB, VXUS,HEDJ, XRT, FEZ, BND] p10_long = [IYZ, HACK, MOO, HEDJ,XLY, TLT, IYT, FEZ, XLV] p10_short = [LIT, RWO, VO, IXC, ECH, RWX, BIL, EWI, KIE] p11_long = [IYZ, GLD, TLT, EWL,SHY, FDN, ECH, RWR, IEF] p11_short = [VO, RWO, IXP, IYJ, FXG, FEZ, KIE, INDA, AAXJ] p12_long = [XHB, IBB, XLI, XLU,IYR, SIL, XLE, GLD, IEF] p12_short = [AAXJ, VWO, IXC, EWW, VIS, VDE, FXD, HEDJ, DGT] p13_long = [XBI, IBB, IWM, EEM, XLY, XLP, RSX, XRT, AGG] p13_short = [HACK, EPI, VPU, IDU, RWO, RTH, EWS, DGT, IXP] p14_long = [GLD, XLE, AGG, GDXJ, RSX, IYE, OIH, VDC, IGE, EWP] p14_short = [IYR, VWO, EWW, EPI, RWO, XBI, VPU, XLK, VO, EWS] p15_long = [KRE, KBE, IYT, EWP, FEZ, IYG, EPI, IWM, GLD, XRT] p15_short = [RWO, SIL, VOX, IGE, AAXJ, FXG, IXP, VPU, VDE, BNO] p16_long = [GLD, AGG, EWW, GDXJ, VDC, BND, IBB, XME, XLK] p16_short = [EPI, VWO, XLY, HEDJ, KRE, FEZ, XLV, MDY, IJH] p17_long = [XME, VDC, EWZ, GDX, TLT, AGG, GLD, XLU, GDXJ] p17_short = [VEU, MDY, HEDJ, FEZ, KRE, VWO, XOP, EWW, EPI] p18_long = [XBI, IBB, XLV, XHB, SMH, XLP, HACK, AGG, IYT, EWH, FXI] p18_short = [VEU, SIL, RWX, VDE, IGE, IWR, OIH, IJH, DGT, IYE, ECON] p19_long = [XOP, XME, HACK, OIH, KBE, SMH, FXI, EWH, IBB, XBI] p19_short = [LIT, IWR, VPU, FXG, VEU, DGT, IJH, FM, RWX, RWO] p20_long = [SMH, KRE, KBE, EWI, OIH, EEM, EZU, HACK, VDE, IYT] p20_short = [VEU, FXG, RWO, IWR, VPU, IJH, FM, IJR, DGT, JNK] p21_long = [IGE, FXD, SPY, XHB, OIH, IXP, GLD, AGG, IYT, XME] p21_short = [LIT, VDE, RWX, XBI, KIE, IBB, DGT, FM, EWP, XLV] p22_long = [IXP, RWO, VXUS, ECH, IYT, INDA, AGG, IGE, IXC, GDX, EWZ] p22_short = [VDE, RWX, HEDJ, KRE, KIE, LIT, FEZ, DGT, XHB, VPU, ECON] p23_long = [BND, EWP, OIH, RWO, VXUS, IYZ, IXP, IYT, IGE, AGG, INDA] p23_short = [SIL, VDE, RWX, VPU, GDXJ, KIE, ECON, DGT, IDU, XBI, EWI] p24_long = [IYZ, HEDJ, HACK, IXP, XBI, VGK, IBB, IXC, IYT, EWW] p24_short = [VDE, VPU, IDU, AAXJ, RWX, KIE, ECON, DGT, IVV, VIS] p25_long = [IBB, EWA, ECH, XLV, HEDJ, KRE, VXUS, IXC, XBI] p25_short = [IGE, RWX, LIT, EPI, FDN, EWU, VOO, RWR, IWR] p26_long = [IWM, EPI, XOP, XME, EEM, IBB, XBI, HEDJ, FEZ, EWU] p26_short = [RWX, LIT, IXP, RWR, FDN, VXUS, XLU, SIL, IYE, VPU] p27_long = [SIL, IYT, XOP, VGK, EWH, IYG, XLK, HACK, KBE, EWL, FEZ] P27_short = [LIT, IGE, RWX, XME, VDC, IXP, RWR, IYE, OIH, VOX, EWW] p28_long = [IYG, XLE, EWY, XOP, KBE, EZU, EWD, BNO, EWQ, EWH, EWL] p28_short = [LIT, RWX, IGE, VDC, RWR, IXP, IYE, IYJ, VO, IXC, XBI] p29_long = [XBI, SPY, GDX, FXG, IAU, XLE, RWO, XLF, VDC, IXP, EWU] p29_short = [LIT, HACK, VB, VXUS, ECON, XHB, IYG, IGE, IXC, HEDJ, VEU] p30_long = [XLP, IYE, RWX, VIS, IJR, VDC, RWO, LIT, VCR, VOX, IXP] P30_short = [MOO, IGE, BNO, VB, EWA, MINT, IYJ, EWQ, EWH, FEZ, INDA] p31_long = [VGK, IBB, VDE, EWD, VEU, SPY, BND, RSX, AGG, IXP, XLU] p31_short = [OIH, EWU, VXUS, HACK, XLK, EWI, XLB, XLP, KRE, SIL] p32_long = [XLV, RSX, KIE, VCR, RTH, FDN, FXD, INDA, IJH, OIH, SIL, IYE] P32_short = [EWU, MOO, VXUS, HACK, KRE, IXP, IYG, VO, IWB, XLU] p33_long = [VPU, FXG, FXD, EWW, GDXJ, EPI, FDN, SIL, IYZ, VCR, IAU] p33_short = [LIT, EWU, MOO, VXUS, HACK, VO, IYG, IXP, XLB, VOX] p34_long = [GDXJ, BNO, VIS, IJR, VEU, VDC, FXD, SIL, IYZ, HACK] p34_short = [LIT, VOX, XLB, KRE, FEZ, XLP, XHB, EWU, HEDJ, IGE] p35_long = [XBI, VEU, ECH, SIL, FXD, HACK, VCR, IAU, LIT, IYZ] p35_short = [VXUS, INDA, MOO, IYG, EWA, FM, VDC, EWI, VOX, IXC] [2016-Oct-24] p36_long = [LIT, UNG, XBI, BNO, GDX, EWY, TLT, AAXJ, SLV, VPU] p36_short = [HACK, EWU, EPI, IEF, XLB, KRE, XLP, XLI, FEZ, HEDJ] [2016-Oct-31] p37_long = [XOP, XME, AGG, VWO, GDXJ, IYZ, FEZ, XLK, XLB, HACK, EWU, IAU] p37_short = [VXUS, EWI, INDA, EPI, MOO, LIT, SIL, XLF, IYG, HEDJ] [2016-Nov-8]**missed data collection on Monday A.M. p38_long = [GDX, AAXJ, GDXJ, EWL, LIT, EPI, XLP, SIL, INDA, HACK] p38_short = [IAU, FEZ, KRE, VWO, IYJ, IYE, IWB, ACWI] [2016-Nov-14] p39_long = [XHB, XLV, VB, XLK, XLU, ECH, EPI, SIL, AGG, EWL] p39_short = [VXUS, XLF, IVV, SHY, LIT, IAU, VOX, FM, BND, BIL] [2016-Nov-20] p40_long = [IGE, GDX, IDU, GLD, EWW, INDA, BND, SIL, EWL, ECON] p40_short = [VXUS, SHY, EWI, EPI, XLF, FEZ, AAXJ, EWU, VWO, XLB] [2016-Nov-27] p41_long = [IBB, XHB, BNO, IYT, GLD, VDC, IYE, RWO, IJR, EWI, AGG, LIT] p41_short = [EWU, XLP, XLK, XLB, EPI, FEZ, AAXJ, EWA, VWO] [2016-Dec-4] p42_long = [ECH, EWM, XLK, RWO, RSX, VPU, AGG, LQD, HACK, RTH, GLD] p42_short = [AAXJ, EWU, XLB, FXD, VEU, EWD, IAU, BIL, EWH, FM, HEDJ] [2016=Dec-10] p43_long = [AGG, HACK, FM, VEU, FXG, RWO,FXD, RWX, IXC, EWL, ECON] p43_short = [AAXJ, VXUS, IYJ, LIT, VOX, EWH, VCR, IYG, VO, EWT, EWS] [2016-Dec-17] p44_long = [VIS, IEF, EWZ, EWM, EEM, AGG, EWU, RWO, FXG, VEU, IXC] p44_short = [RSX, VXUS, XLB, EPI, VO, FXI, EWI, IYR, IAU, VWO, OIH] [2016-Dec-24] p45_long = [IYT, EWZ, EWT, EWQ, EWY, VNQ, EWA, GDX, EWS, UNG, INDA, XBI, XLF] p45_short = [HACK, LIT, VXUS, EWI, EWU, MOO, VWO, XLE, FEZ, HEDJ, AAXJ]