TrendFlex Score

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

TrendFlex Score & TrendFlex Signals for 4/7/2017

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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

 

Index & Sector ETF Signals - 4/14/2017 Update
Index & Sector ETF Signals - 4/7/2017 Update

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