TrendFlex Score & TrendFlex Signals for 9/08/2017

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TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week. The Classic CR signal has been worsening, as can be seen in the pop-up chart below. 

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 8/7/17 +0.80% -0.80%
TrendFlex Allegiance CR Long 4/13/16 +21.9% +21.9%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.65 to 1.75 to and closed above its three-week moving average.  

TFS09082017

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  Cash  8/7/17

0.00%

 

-0.8% 2.100
TrendFlex Allegiance TF Uptrend 5/31/16 +17.20% +17.20% 1.125
Historic Performance          

 

Baseline Analytics Extremes

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. TED Spread
  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 is near extreme this week.  VIX is above its moving average but not at an extreme.

VIX09082017 

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 - 9/15/2017 Update
Index & Sector ETF Signals - 9/08/2017 Update

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