TrendFlex Score & TrendFlex Signals for 2/2/2018

TrendFlex Credit Risk Premium Signals (CR)

There was no change in the TrendFlex signals this week (are you surprised)?  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 +6.40% +6.40%
TrendFlex Allegiance CR Long 4/13/16 +36.80% +36.80%
Historic Performance        

 TrendFlex Score

The TrendFlex Score increased from an extreme low of 1.12 to  1.54, closing above its three-week moving average.      

TFS02022018

 

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain 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 9/14/17

10.70%

10.70% 1.300
TrendFlex Allegiance TF Uptrend 5/31/16 31.50% 31.50% 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 VIX indicator hit an extreme at Friday's close. 

 VIX02022018

 

 

 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 2/9/2018
TrendFlex Score & TrendFlex Signals for 1/25/2018

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