TrendFlex Score

Market risk assessment tools and tactical investment opportunities driven by curated financial insight

TrendFlex Score & TrendFlex Signals for 8/18/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 +2.36% -2.26%
TrendFlex Allegiance CR Long 4/13/16 +20.1% +20.1%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score was unchanged at 1.62 and is aboveits three-week moving average, a bearish development. 

TFS08182017 

 

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%

 

-2.2% 2.3
TrendFlex Allegiance TF Uptrend 5/31/16 +15.5% +15.5% 1.625
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 VIX reading is at an extreme.

VIX08182017

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

 

22 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 8/11/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 +1.6% -1.6%
TrendFlex Allegiance CR Long 4/13/16 +20.9% +20.9%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.41 to 1.62 and is aboveits three-week moving average, a bearish development. 

TFS08112017  

 

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%

 

-1.6% 2.10
TrendFlex Allegiance TF Uptrend 5/31/16 +17.7% +17.7% 1.375
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 VIX reading is at an extreme.

VIX08112017

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

 

31 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 7/21/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 assic CR Long 3/28/17 +4.9% +4.9%
TrendFlex Allegiance CR Long 4/13/16 +22.4% +22.4%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.23 to 1.25 and remains below its three-week moving average, a bullish development. In keeping noting extremes in the TrendFlex Score, this current 1.27 level remains cautiously-bearish as a contrarian signal; a similar low of 1.22 in the week ending March 23 preceded a 44 point decline in the S&P 500.

 

TFS07212017

 

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;  11/8/16 +15.6% +15.6% 1.00
TrendFlex Allegiance TF Uptrend 5/31/16 +17.7% +17.7% 1.00
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 VIX reading and Put/Call are nearing extreme levels.

 VIX07212017

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

 

634 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 7/14/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 assic CR Long 3/28/17 +4.4% +4.4%
TrendFlex Allegiance CR Long 4/13/16 +21.8% +21.8%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.47 to 1.23 and closed below its three-week moving average, a bullish development. In keeping noting extremes in the TrendFlex Score, this current 1.23 level is a bearish contrarian signal; a similar low of 1.22 in the week ending March 23 preceded a 44 point decline in the S&P 500.

TFS07142017

 

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;  11/8/16 +14.9% +14.9% 1.00
TrendFlex Allegiance TF Uptrend 5/31/16 +17.1% +17.1% 1.00
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 VIX reading is reaching an extreme; not there yet but likely in the next day or two.

VIX07142017 

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

 

623 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 7/7/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +2.9% +2.9%
TrendFlex Allegiance CR Long 4/13/16 +20.1% +20.1
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.42 to 1.47 and remains above its three-week moving average, a bearish development. 

TFS07072017

 

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;  11/8/16 +13.3% +13.3% 1.70
TrendFlex Allegiance TF Uptrend 5/31/16 +15.5% +15.5% 1.375
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. There are no extreme readings this week. 

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

 

623 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 6/30/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +2.8% +2.8%
TrendFlex Allegiance CR Long 4/13/16 +20.0% +20.0
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.39 to 1.42 and remains above its three-week moving average, a bearish development. 

TFS06302017

 

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;  11/8/16 +13.3% +13.3% 1.70
TrendFlex Allegiance TF Uptrend 5/31/16 +15.4% +15.4% 1.375
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. There are no extreme readings this week. 

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

 

624 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 6/23/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +3.5% +3.5%
TrendFlex Allegiance CR Long 4/13/16 +20.8% +20.8
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.35 to 1.39 and closed slightly above its three-week moving average, a bearish development. 

 TFS06232017 

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;  11/8/16 +14.0% +14.0% 1.40
TrendFlex Allegiance TF Uptrend 5/31/16 +16.1% +16.1% 1.25
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. There are no extreme readings this week. 

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

 

618 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 6/16/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +3.3% +3.3%
TrendFlex Allegiance CR Long 4/13/16 +20.5% +20.5
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.37 to 1.35 and remains below its three-week moving average, a bullish development. 

TFS06162017

 

 

 

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;  11/8/16 +13.8% +13.8% 1.20
TrendFlex Allegiance TF Uptrend 5/31/16 +15.9% +15.9% 1.00
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. There are no extreme readings this week. 

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

 

613 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 6/9/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +3.2% +3.2%
TrendFlex Allegiance CR Long 4/13/16 +20.4% +20.4
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.34 to 1.37 and remains below its three-week moving average, a bullish development. 

 TFS06092017

 

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;  11/8/16 +13.7% +13.7% 1.20
TrendFlex Allegiance TF Uptrend 5/31/16 +15.8% +15.8% 1.00
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. There are no extreme readings this week. 

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

 

617 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 6/2/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +3.5% +3.5%
TrendFlex Allegiance CR Long 4/13/16 +20.8% +20.8
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.42 to 1.34 and remains below its three-week moving average, a bullish development.  The most recent low of 1.22 preceded a 50-point decline in the S&P500, suggesting the potential for a short-term setback from recent highs..  

TFS06022017

 

 

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;  11/8/16 +14.0% +14.0% 1.20
TrendFlex Allegiance TF Uptrend 5/31/16 +16.1% +16.1% 1.00
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 VIX reading is nearing an extreme reading (see chart below).  Put/Call remains neutral but is also nearing an extreme reading.  

VIX06022017

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

 

611 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 5/26/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +2.5% +2.5%
TrendFlex Allegiance CR Long 4/13/16 +19.6% +19.6%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.57 to 1.42 and closed below its three-week moving average, a bullish development.

TFS05262017

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;  11/8/16 +12.9% +12.9% 1.20
TrendFlex Allegiance TF Uptrend 5/31/16 +15.0% +15.0% 1.00
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 VIX reading is nearing an extreme reading (see chart below).  It might not be a bad time to put on a short hedge.

VIX05262017 

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

 

638 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 5/19/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +1.1% +1.1%
TrendFlex Allegiance CR Long 4/13/16 +18.0% +18.0%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.55 to 1.57 and remains above its three-week moving average, a bearish development.

TFS05192017

TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain in Uptrend.    Classic is moving to cash at the market open on 5/22. Allegiance remains bullish.

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; Cash 5/22 11/8/16 +11.3% +11.3% 1.900
TrendFlex Allegiance TF Uptrend 5/31/16 +13.4% +13.4% 1.375
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 VIX reading achieved an extreme reading earlier this week, but has since turned neutral. There are no extremes this week. Importantly, VIX and the Put/Call ratio do not show a bullish extreme (which would trigger aggressive hedging of long positions).  

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

 

636 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 5/12/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +1.5% +1.5%
TrendFlex Allegiance CR Long 4/13/16 +18.4% +18.4%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.50 to 1.55 and closed above its three-week moving average, a bearish development.

TFS05122017 

TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain in Uptrend.    Both Classic and Allegiance are strongly bullish.

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 11/8/16 +11.7% +11.7% 1.30
TrendFlex Allegiance TF Uptrend 5/31/16 +13.8% +13.8% 1.25
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 VIX reading achieved an extreme reading earlier this week, but has since turned neutral. There are no extremes this week. Importantly, VIX and the Put/Call ratio do not show a bullish extreme (which would trigger aggressive hedging of long positions).  

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

 

613 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 5/5/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +1.8% +1.8%
TrendFlex Allegiance CR Long 4/13/16 +18.8% +18.8%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.52 to 1.50 and remains below its three-week moving average, a bullish development.

TFS05052017 

TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain in Uptrend.    Both Classic and Allegiance are strongly bullish.

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 11/8/16 +12.1% +12.1% 1.000
TrendFlex Allegiance TF Uptrend 5/31/16 +14.2% +14.2% 1.000
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.  There are no extremes this week. Importantly, VIX and the Put/Call ratio do not show a bullish extreme (which would trigger aggressive hedging of long positions).  

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

 

599 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 4/28/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 +1.2% +1.2%
TrendFlex Allegiance CR Long 4/13/16 +18.1% +18.1%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased 1.57 to 1.52 and remains below its three-week moving average, a bullish development.

TFS04282017 

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 11/8/16 +11.4% +11.4% 1.500
TrendFlex Allegiance TF Uptrend 5/31/16 +13.5% +13.5% 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.  There are no extremes this week, as all indicators are at neutral readings. 

The Portfolio Strategies chart remains bullish, with an edge toward risk-aversion.  A short position in an S&P 500 e-mini future contract, for example, is one strategy to help hedge long positions.   

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

 

583 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 4/21/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

There was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 -0.3% -0.3%
TrendFlex Allegiance CR Long 4/13/16 +16.3% +16.3%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.61 to 1.57 and closed below its three-week moving average, a bullish development.

TFS04212017 

TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain in Uptrend.   Modest improvements in the scores this week suggest a potential breakout from the recent trading range. 

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 11/8/16 +9.8% +9.8% 1.900
TrendFlex Allegiance TF Uptrend 5/31/16 +11.8% +11.8% 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.  There are no extremes this week, as all indicators are at neutral readings. 

The Portfolio Strategies chart remains bullish, with an edge toward risk-aversion.  A short position in an S&P 500 e-mini future contract, for example, is one strategy to help hedge long positions.   

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

 

585 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 4/14/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

there was no change to the TrendFlex Classic and Allegiance signals this week.     

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 3/28/17 -1.2% -1.2%
TrendFlex Allegiance CR Long 4/13/16 +15.3% +15.3%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased to 1.61 and remains slightly above its three-week moving average.  

TFS04142017 

TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain in Uptrend.     The Classic signal remains near a neutral score.

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 11/8/16 +8.9% +8.9% 2.10
TrendFlex Allegiance TF Uptrend 5/31/16 +10.9% +10.9% 1.375
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.  This week, the VIX reading hit an extreme (suggesting a potential bounce in equities).  The LQD chart shows a bearish shift above its moving average.

VIX04142017 

LQD04142017

The Portfolio Strategies chart remains bullish, with an edge toward risk-aversion.  A short position in an S&P 500 e-mini future contract, for example, is one strategy to help hedge long positions.   

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

 

601 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 4/7/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

there was no change to the TrendFlex Classic and Allegiance signals this week.  TrendFlex Classic CR was rather volatile but ended bullish for the week.   

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 3/28/17 +0.0% -0.0%
TrendFlex Allegiance CR Long 4/13/16 +16.7% +16.7%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score remained unchanged at 1.58 and remains slightly above its three-week moving average.  

TFS04072017 

TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain in Uptrend.     The Classic signal remains near a neutral score.

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 11/8/16 +10.1% +10.1% 1.70
TrendFlex Allegiance TF Uptrend 5/31/16 +12.2% +12.2% 1.375
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.  This week, there are no extreme readings in the Extremes technical indicators charts. 

The Portfolio Strategies chart remains bullish, with an edge toward risk-aversion.  A short position in an S&P 500 e-mini future contract, for example, is one strategy to help hedge long positions.   

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

 

622 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 3/31/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

TrendFlex Classic CR signal shifted to Buy at the 3/28 market close (opening trade price at 3/29 market open). The short trade gained 0.4%. The longer-term Allegiance signal remains Long.  

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 3/28/17 +0.3% -0.3%
TrendFlex Allegiance CR Long 4/13/16 +17.0% +17.0%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased to 1.58 and remains above its three-week moving average, a bearish development.  

TFS03312017 

TrendFlex rlowing Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain in Uptrend.     The Classic signal remains near a neutral score.

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 11/8/16 +10.4% +10.4% 1.70
TrendFlex Allegiance TF Uptrend 5/31/16 +12.5% +12.5% 1.25
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.  This week, there are no extreme readings in the Extremes technical indicators charts. 

The Portfolio Strategies chart remains bullish, with an edge toward risk-aversion.  A short position in an S&P 500 e-mini future contract, for example, is one strategy to help hedge long positions.   

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

 

612 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 3/24/2017

  Follow for TrendFlex Signal and Blog Update Alerts!

3/28/17 Update:

The TrendFlex Classic CR signal shifted to a BUY at today's close.

 

TrendFlex Credit Risk Premium Signals (CR)

TrendFlex Classic CR signal remains at a Sell.  The longer-term Allegiance signal remains Long.  

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 3/09/17 +0.9% -0.9%
TrendFlex Allegiance CR Long 4/13/16 +16.1% +16.1%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score remained unchanged at 1.55, sitting above its three-week moving average, a bearish development.  

TFS03242017 

TrendFlex rlowing Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain in Uptrend.     The Classic signal is nearing a neutral score.

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 11/8/16 +9.6% +9.6% 1.70
TrendFlex Allegiance TF Uptrend 5/31/16 +11.6% +11.6% 1.25
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.  This week, the LQD indicator moved from an extreme to a bearish position above its moving average (see bottom portion of chart below).

LQD03242017  

VIX and Put/Call bolted sharply above their respective moving averages, a sign that the short term weakness in equities may reverse.  However, they are not at extreme readings which would presage a strong rally.

VIX03252017

 

The Portfolio Strategies chart remains bullish, with an edge toward risk-aversion.  A short position in an S&P 500 e-mini future contract, for example, is one strategy to help hedge long positions.   

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

 

624 Hits
0 Comments