Market Insight

TrendFlex Score & TrendFlex Signals for 6/29/2018

 

TrendFlex Credit Risk Premium Signals (CR)

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

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 Short 5/22/2018 +0.20% -0.20%
TrendFlex Allegiance CR Short 5/212018 +0.50% -0.50%
Historic Performance        

 TrendFlex Score

The TrendFlex Score decreased from 1.65 to 1.61 and is even with its three-week moving average. 

TFS06292018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic shifted to Cash while Allegiance remains in uptrend mode.  

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 5/4/18

+0.00%

+0.70% 1.900
TrendFlex Allegiance TF Uptrend 5/31/16 +29.40% +29.40% 1.375
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. The Put/Call ratio reached an extreme reading this week. 

VIX06292018

 

  

 

 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 7/6/2018
TrendFlex Score & TrendFlex Signals for 6/22/2018

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