TrendFlex Score & TrendFlex Signals for 7/13/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term Classic signal shifted to long at the market open on Monday. The long term Allegiance signal remains short but near a buy point (looking for confirmation). 

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 7/6/2018 +1.20% +1.20%
TrendFlex Allegiance CR Short 5/212018 -2.40% +2.50%
Historic Performance        

 TrendFlex Score

The TrendFlex Score increased from 1.63 to 1.64 and is barely above its three-week moving average. 

TFS07132018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic shifted to uptrend this week, 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 7/10/18

+1.00%

+1.20% 1.300
TrendFlex Allegiance TF Uptrend 5/31/16 +33.40% +33.40% 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. 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

 

Index & Sector ETF Signals - 7/20/2018 Update
TrendFlex Classic Signal Shifts to Buy

Related Posts