TrendFlex Score & TrendFlex Signals for 7/21/2017

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TrendFlex Credit Risk Premium Signals (CR)

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

TrendFlex 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.




TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF and Allegiance signals remain in Uptrend.    

TrendFlex Signal Trend  Date  Return

S&P 500  Return


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.


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 Score & TrendFlex Signals for 8/11/2017
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