Traders can use this page to run a rotation strategy that trades stocks in the S&P 500 (excluding financials). The page starts with a signal summary for the last two weeks. This includes recent entries and exits. We then show the ranking tables for the current week and prior week.
Traders can use this page to run a rotation strategy that trades stocks in the Nasdaq 100. The page starts with a signal summary for the last two weeks. This includes recent entries and exits. We then show the ranking table for the current week.
This is the signal table for Mean-Reversion Strategy that trades stocks in the Russell 1000. The default sort places current MR-Setups at the top with three column sorts. These are Conditions (Pass), Oversold (MR-Setup) and StdDev (entry preference).
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This table is for the Trend & Normalized ROC strategy that trades 74 stock-based ETFs. It tracks the Composite Breadth Model, Trend Composite, eSlope and Normalized ROC.
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This page shows the current Market Regime using the Composite Breadth Model and the situation in the credit markets with yield spreads. These indicators are very different, but they go hand in hand when assessing the state of the financial markets.
Today’s report will put the Zweig Breadth Thrust indicators for the various indexes to the test. My default breadth index is the S&P 1500 because it covers all bases and represents a broad swath of the US stock market. We can also generate ZBT signals using
Today’s report features the Zweig Breadth Thrust, which was developed by the late, and great, Marty Zweig. We will show how it works and look at some recent signals. Despite a long history, the indicator is missing something and we will propose a modern day alternative.
The S&P 500 is battling the 200-day SMA with four crosses over the last eleven days. We are also seeing a rise in volatility as this market benchmark plunged 5.86% in nine days (18-27 October) and then surged 5.85% the last five days. With such conditions, it is a good time to step back and look for ways to filter the noise.
The Composite Breadth Model (CBM) turned negative on Monday (-1) and the weight of the evidence is now bearish for stocks. This development means risk in stocks is above average. Strategies that trade stocks and stock-based ETFs perform poorly when risk is above average
Today’s report will update performance for the Rotation Strategies that trade stocks in the S&P 500 and the Nasdaq 100. Performance from 2007 until 2021 was stellar, but performance since 2022 has been subpar. 2022 was a down year and the strategies recouped
This article will update the mean-reversion strategy that trades stocks in the Russell 1000. Mean-reversion setups and trades come in clusters, such as now. This means we often get periods with
This report updates the Trend and Momentum Strategy that trades 74 stock-based ETFs. This strategy went through a rough patch from January 2022 to May 2023, but rebounded the last two months
Today’s article introduces a rotational strategy that trades stocks. As the name implies, rotational strategies buy top ranked stocks and then sell when they drop below a certain rank. For example, buy the top ten and sell when they drop out of the top twenty. This
This article introduces a mean-reversion strategy to trade Russell 1000 stocks. I will cover some of the key concepts behind the strategy and provide a sneak-peak at the equity curve. In contrast to the rotation strategy trading
Today’s report will test the Trend Composite & Normalized ROC Strategy on stocks. We will first review the testing parameters and signals for the strategy. I will then test on stocks in the S&P 500 and three other indexes. The overall returns are positive, but the
Today’s article will show how Normalized ROC performs in a rotational trading strategy. This rotational strategy builds on the prior strategy by using the same indicators (Trend Composite, eSlope, Normalized ROC).
This articles covers the indicators and signals for a trend-momentum strategy to trade stock-based ETFs. The Composite Breadth Model defines market conditions. The Trend Composite and eSlope120 are used for trend identification, and Normalized ROC delivers the momentum rank. We show performance metrics for this strategy and provide a signal table.
We are making progress. After a big hiccup on Thursday, I reworked the strategy and will cover the basics in this article. Here are some of the changes. First, the strategy trades stocks in the Russell 1000 to capture more beta. Second, I tightened the volatility filter by requiring the standard deviation to be below 50%. Third, I added price,
ETFs give traders a chance to trade baskets of stocks and spread the risk. This sounds like a positive, but ETF strategies suffered disproportionately in 2022 and 2023 is starting out the same. We should be rewarded for risk and the reward should