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.
Market Timing – Composite Breadth Model Read More »
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ETF-Signals: Trend & StochClose Strategy for All Weather ETFs (Premium) Read More »
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.
ETF-Signals: Trend Momo Profit Target Strategy for Stock ETFs (Premium) Read More »
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.
Stock-Signals: Rotation Strategy Nasdaq 100 (Premium) Read More »
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.
Stock-Signals: Rotation Strategy S&P 500 (Premium) Read More »
This report covers the Broad Breadth Model for timing the S&P 500 and the SPX-NDX Breadth Model for timing the Nasdaq 100. We start with an introduction to breadth indicators and then show signals using SPY and QQQ for trading. There is also a table quantifying performance over the last 20 years. In short, these models are doing their job: catching bull runs and moving aside during bear markets.
Our Dual Momentum Rotation Strategies are performing well in the first five months of the year. After big gains in January-February, the market softened in March-April, especially Nasdaq 100 stocks. The Nasdaq 100 strategy went into drawdown, while the S&P 500 treaded water.
Our Dual Momentum Rotation Strategies are performing well in the first five months of the year. After big gains in January-February, the market softened in March-April, especially Nasdaq 100 stocks. The Nasdaq 100 strategy went into drawdown, while the S&P 500 treaded water.
The Dual Momentum Rotation Strategies started out with a bang this year and produced big gains in the first three months. Market action then turned mixed with tech-related stocks falling sharply. The Nasdaq 100 strategy moved into a deep drawdown the last five weeks (NDX update here). The S&P 500 strategy is holding up well because
This report/video covers eight trend-following indicators: BBands, Keltner Channels, Donchian Channels, StochClose, %Difference betw SMAs, ROC of SMA, CCI-Close and eSlope. We show how to reduce whipsaws with smoothing and signal thresholds. Each indicator is explained with chart examples. These samples include good trades and bad trades because whipsaws are guaranteed.
Regretfully, I must discontinue the mean-reversion strategies. Performance does not justify the effort. The last update for these signal tables will be on Thursday, June 27th.
SystemTrader – Changes to Signal Page Updates Read More »
Everyone has a trading plan until they go into drawdown. The Dual Momentum Rotation Strategies are off to a great start here in 2024. This is the easy part. Don’t forget that RISK is always lurking in the equity markets and this is something we must always take into account. There is no reward without risk.
SystemTrader – How to Start Trading a Strategy – Good Times and Bad (Premium) Read More »
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 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
System Trader – Market Timing Models Improve Long-term Performance (Premium) Read More »
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
Stock-Strategy: Trend Momentum Profit Target Strategy for Nasdaq 100 Stocks (Premium) Read More »
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).
ETF-Strategy: Trend Rotation with eSlope and Normalized ROC (Premium) Read More »
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,
Stock-Strategy: Trend Momentum Profit Target Strategy for Russell 1000 Stocks (Premium) Read More »