TrendFlex Score & TrendFlex Signals for 12/1/2017


TrendFlex Credit Risk Premium Signals (CR)

The short-term TrendFlex Classic CR signal shifted to BUY mode at the market close on 11/22, as the 11/9 SELL signal was rather short-lived  There was no change in the TrendFlex signals thsi week.  Click here for a primer on the TrendFlex Score and TrendFlex Signals.

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 11/22/17 +1.70% +1.70%
TrendFlex Allegiance CR Long 4/13/16 +30.9% +30.9%
Historic Performance        

 TrendFlex Score

The TrendFlex Score decreased from 1.43  to 1.38 and remains below its three-week moving average, a bullish development.


  TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain in Uptrend.    

TrendFlex Signal Trend  Date  Return

S&P 500  Return


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 9/14/17


5.90% 1.00
TrendFlex Allegiance TF Uptrend 5/31/16 25.8% 25.8% 1.00
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 LQD indicator shows a sizeable gap versus its moving average: 


 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 12/8/2017
Index & Sector ETF Signals - 12/1/2017 Update

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