TrendFlex Score & TrendFlex Signals for 7/6/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term Classic signal will shift to long at Monday's market open. The long term TrendFlex Classic signal is 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 -1.30% +1.30%
TrendFlex Allegiance CR Short 5/212018 -1.00% +1.00%
Historic Performance        

 TrendFlex Score

The TrendFlex Score increased from 1.61 to 1.63 and is even with its three-week moving average. 

TFS07062018a

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic remains in 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%

+2.20% 1.900
TrendFlex Allegiance TF Uptrend 5/31/16 +31.40% +31.40% 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. There are no extreme readings this week. 

 

 

  

 

 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 Classic Signal Shifts to Buy
TrendFlex Score & TrendFlex Signals for 6/29/2018

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