Market Insight

TrendFlex Score & TrendFlex Signals for 5/11/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term and long term TrendFlex Classic signals are long. 

TrendFlex Signal Trend  Date  Return

S&P 500  Return

S&P 500 timing signals based on credit risk (CR) premiums (corporate vs.Treasury debt). 
TrendFlex Classic CR Long 5/10/2018 +0.20% +0.20%
TrendFlex Allegiance CR Long 5/4/2018 +2.40% +2.40%
Historic Performance        

 TrendFlex Score

The TrendFlex Score is at 1.65 and remains below its three-week moving average, a bullish development. 

 TFS05112018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF remains bearish, while Allegiance remains in uptrend.    

TrendFlex Signal Trend  Date  Return

S&P 500  Return

Score

S&P 500 timing signals based on a weighted score of US Market technical indicators. Classic (short-term) and Allegiance (intermediate to long term).  Score:  Bullish = 1.0-1.75; Neutral = 1.75-2.25; Bearish = 2.25-3.0

TrendFlex Classic TF Uptrend 2/5/18

+2.40%

+2.40% 1.700
TrendFlex Allegiance TF Uptrend 5/31/16 +29.90% +29.90% 1.125
Historic Performance          

 Baseline Analytics Extremes Indicators

Baseline Analytics Extremes highlights four key TrendFlex Indicators and their level of extreme readings.  The key indicators include the following:

  1. CBOE VIX and Put/Call Ratio
  2. Moving Average Cross Momentum Signals
  3. LQD vs. S&P 500 GAP reading

When one or more of these indicators has reached an extreme reading, chart and commentary will follow. VIX is showing an extreme (complacency) but may have a while at these levels befire a trend shift occurs.

VIX05112018  

 

 Portfolio Strategy Table

The Portfolio Strategies chart remains bullish, with an edge toward risk-aversion.   

Portfolio Strategies*
Reduce Longs
 Sell Calls
 Hedge Longs
Set Stops on Longs
Short Overbought Equities
 Add to Longs
Sell Puts
Hedge or Reduce Shorts
 Long Futures and Options

 *Red highlighted items are recommended strategies

 

TrendFlex Score & TrendFlex Signals for 5/18/2018
TrendFlex Score & TrendFlex Signals for 4/27/2018

Related Posts

Free Trial Feb