TrendFlex Score

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

TrendFlex Score & TrendFlex Signals for 7/7/2017

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TrendFlex Credit Risk Premium Signals (CR)

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

TrendFlex 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

 

Short-term Negative Momentum Signals
TrendFlex Score & TrendFlex Signals for 6/30/2017

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