Category: Your Money

NASDAQ OMX Commodities Index Update 05.04.2020

52-week Highs



NASDAQ Commodity Wheat Index TR (NQCIWTR)

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52-week Lows



NASDAQ Commodity Crude Oil Index TR (NQCICLTR)

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NASDAQ Commodity Heating Oil Index TR (NQCIHOTR)

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NASDAQ Commodity Natural Gas Index TR (NQCINGTR)

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NASDAQ Commodity Petroleum Index TR (NQCIPETR)

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NASDAQ Commodity Corn Index TR (NQCICTR)

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NASDAQ Commodity Gasoil Index TR (NQCIGOTR)

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NASDAQ Commodity Lean Hogs Index TR (NQCILHTR)

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NASDAQ Commodity Brent Crude Index TR (NQCICBTR)

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NASDAQ Commodity Energy Index TR (NQCIENTR)

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NASDAQ Commodity Cotton Index TR (NQCICTTR)

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NASDAQ Commodity Live Cattle Index TR (NQCILCTR)

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NASDAQ Commodity Softs Index TR (NQCISOTR)

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NASDAQ Commodity Aluminum Index TR (NQCIALTR)

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NASDAQ Commodity Div Agriculture TR (NQCIDATR)

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NASDAQ Commodity Feeder Cattle Index TR (NQCIFCTR)

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NASDAQ Commodity Lead Index TR (NQCIPBTR)

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NASDAQ Commodity Live Stock Index TR (NQCILSTR)

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NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)

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NASDAQ Commodity Sugar Index TR (NQCISBTR)

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100-day Returns


top 5
NASDAQ Commodity Wheat Index TR (NQCIWTR) 7.73
NASDAQ Commodity Softs Index TR (NQCISOTR) -11.08
NASDAQ Commodity Div Agriculture TR (NQCIDATR) -13.76
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -15.03
NASDAQ Commodity Corn Index TR (NQCICTR) -15.04
bottom 5
NASDAQ Commodity Crude Oil Index TR (NQCICLTR) -51.21
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) -50.76
NASDAQ Commodity Petroleum Index TR (NQCIPETR) -48.65
NASDAQ Commodity Energy Index TR (NQCIENTR) -47.85
NASDAQ Commodity Gasoil Index TR (NQCIGOTR) -46.82

200-day Returns


top 5
NASDAQ Commodity Wheat Index TR (NQCIWTR) 4.33
NASDAQ Commodity Lead Index TR (NQCIPBTR) -9.83
NASDAQ Commodity Softs Index TR (NQCISOTR) -12.53
NASDAQ Commodity Div Agriculture TR (NQCIDATR) -17.15
NASDAQ Commodity Feeder Cattle Index TR (NQCIFCTR) -18.48
bottom 5
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) -56.08
NASDAQ Commodity Gasoil Index TR (NQCIGOTR) -48.18
NASDAQ Commodity Crude Oil Index TR (NQCICLTR) -47.72
NASDAQ Commodity Brent Crude Index TR (NQCICBTR) -44.87
NASDAQ Commodity Petroleum Index TR (NQCIPETR) -44.74

50-day Acceleration


top 5
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 63.03
NASDAQ Commodity Petroleum Index TR (NQCIPETR) 57.74
NASDAQ Commodity Live Cattle Index TR (NQCILCTR) 31.14
NASDAQ Commodity Crude Oil Index TR (NQCICLTR) 23.43
NASDAQ Commodity Live Stock Index TR (NQCILSTR) 13.84
bottom 5
NASDAQ Commodity Brent Crude Index TR (NQCICBTR) -2,565.22
NASDAQ Commodity Corn Index TR (NQCICTR) -7.64
NASDAQ Commodity Div Agriculture TR (NQCIDATR) -7.13
NASDAQ Commodity Cotton Index TR (NQCICTTR) -4.98
NASDAQ Commodity Softs Index TR (NQCISOTR) -2.23

100-day Acceleration


top 5
NASDAQ Commodity Brent Crude Index TR (NQCICBTR) 68.33
NASDAQ Commodity Cotton Index TR (NQCICTTR) 19.06
NASDAQ Commodity Gasoil Index TR (NQCIGOTR) 18.22
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 12.26
NASDAQ Commodity Softs Index TR (NQCISOTR) 6.78
bottom 5
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -9.25
NASDAQ Commodity Heating Oil Index TR (NQCIHOTR) -8.18
NASDAQ Commodity Crude Oil Index TR (NQCICLTR) -7.14
NASDAQ Commodity Petroleum Index TR (NQCIPETR) -6.39
NASDAQ Commodity Energy Index TR (NQCIENTR) -6.35

Check out our international momentum dashboard here.

Theme Recap 04.04.2020

A quick look at the results of some of our most popular investment strategies over the last 200-days.

Static Momentum Themes

Static Momentum Themes 200-day performance

Dynamic Momentum Themes

Dynamic Momentum Themes 200-day performance

Value Themes

Value Themes 200-day performance

Machine Learning Themes

Machine Learning Themes 200-day performance

Neural Network Themes

Neural Network Themes 200-day performance

*BRK denotes returns after assuming a brokerage of 0.1% and an STT of 0.1%

A complete list of Themes and investment strategies can be found here.

Options Weekly 04.04.2020

Summary: Apr NIFTY 9000 calls added 15,00,300 contracts while 12000 calls shed 1,20,225. On the Put side of the equation, the 8000 strike added 15,19,200 while the 8250’s shed 9,000.

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

APR BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot