TrendFlex Score & TrendFlex Signals for 10/27/2017

 

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 9/14/17 +3.40% +3.40%
TrendFlex Allegiance CR Long 4/13/16 +27.8% +27.8%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.12  to 1.24 and closed above its three-week moving average, a bearish development.

TFS10272017

 

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 9/14/17

3.40%

 

+3.40% 1.0
TrendFlex Allegiance TF Uptrend 5/31/16 +22.9% +22.9% 1.0
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  LQD extreme indicator is at an extreme.

LQD10272017

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

 

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151 Hits

TrendFlex Score & TrendFlex Signals for 10/20/2017

 

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 9/14/17 +3.20% +3.20%
TrendFlex Allegiance CR Long 4/13/16 +27.5% +27.5%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.29 to 1.12 and closed below its three-week moving average. 

TFS10202017

 

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  9/14/17

3.20%

 

+3.20% 1.0
TrendFlex Allegiance TF Uptrend 5/31/16 +22.6% +22.6% 1.0
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  LQD extreme indicator is at an extreme.

 LQD10202017

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

 

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162 Hits

TrendFlex Score & TrendFlex Signals for 10/13/2017

 

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 9/14/17 +2.30% +2.30%
TrendFlex Allegiance CR Long 4/13/16 +26.4% +26.4%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.13 to 1.29 and closed above its three-week moving average, a bearish sign. 

TFS10132017

 

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  9/14/17

2.30%

 

+2.30% 1.0
TrendFlex Allegiance TF Uptrend 5/31/16 +21.6% +21.6% 1.0
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  LQD extreme indicator is at an extreme.

LQD10132017

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

 

Continue reading
158 Hits

TrendFlex Score & TrendFlex Signals for 10/06/2017

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 9/14/17 +2.20% +2.20%
TrendFlex Allegiance CR Long 4/13/16 +26.3% +26.3%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.22 to 1.13 and has settled at its lowest level  since the score was established in 2011. This low level underscores the risk of equities at these record levels. 

TFS10062017

 

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  9/14/17

2.20%

 

+2.20% 1.0
TrendFlex Allegiance TF Uptrend 5/31/16 +21.4% +21.4% 1.0
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 and LQD extreme indicators are at extremes.

 LQD10062017

 

VIX10062017

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

 

Continue reading
188 Hits

TrendFlex Score & TrendFlex Signals for 9/29/2017

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209 Hits

TrendFlex Score & TrendFlex Signals for 9/22/2017

/

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217 Hits

TrendFlex Score & TrendFlex Signals for 9/15/2017

/

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217 Hits

TrendFlex Score & TrendFlex Signals for 9/08/2017

/

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245 Hits

TrendFlex Score & TrendFlex Signals for 9/01/2017

/

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251 Hits

TrendFlex Score & TrendFlex Signals for 8/25/2017

  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 +1.50% -1.50%
TrendFlex Allegiance CR Long 4/13/16 +21.0% +21.0%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score climbed from 1.62 to 1.79 and remains above its three-week moving average, a bearish development. 

TFS08252017 

 

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%

 

-1.5% 1.900
TrendFlex Allegiance TF Uptrend 5/31/16 +16.3% +16.3% 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 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

 

Continue reading
259 Hits

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

 

Continue reading
291 Hits

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

 

Continue reading
285 Hits

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

 

Continue reading
837 Hits

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

 

Continue reading
808 Hits

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

 

Continue reading
815 Hits

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

 

Continue reading
830 Hits

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

 

Continue reading
817 Hits

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

 

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801 Hits

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

 

Continue reading
794 Hits

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

 

Continue reading
777 Hits