TrendFlex Score

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

TrendFlex Score & TrendFlex Signals for 9/16/2016

 

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

9/22/16 Market Close Update

TrendFlex Classic CR shifted to a BUY signal at today's close, which will be effective with the opening price of the S&P 500 on 9/23/16.

TFCCR09222016

 

 

 

TrendFlex Classic CR flipped to a SELL signal at the 9/9/16 close  (signal effective with the 9/12/16 market open). The longer-term Allegiance signal remains on a buy.  

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 Downtrend  9/9/16 -0.9% +0.9%
TrendFlex Allegiance CR Uptrend  4/13/16 +5.9% +5.9%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score declined slightly from 1.81 to 1.80 and remains above its three-week moving average, a bearish development. 

TFS09162016 

TrendFlex Trend-Following Signals (TF)

TrendFlex Classic shifted to a Downtrend at the 9/9/16 close (signal effective with the 9/12/16 market open). Allegiance trend-following systems remain on 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  Downtrend 9/9/16 -0.9% +0.9% 1.625
TrendFlex Allegiance TF Uptrend  5/31/16 +1.9% +1.9% 2.30
Historic Performance          

 The Portfolio Strategies chart remains a bit defensive; we have removed the "Add to Longs" suggestion as we sort through the market's recent sell-off.     

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

 

406 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 9/9/2016

 

  Follow for TrendFlex Signal and Blog Update Alerts!

TrendFlex Credit Risk Premium Signals (CR)

TrendFlex Classic CR flipped to a SELL signal at Friday's close (investors were warned of shifts in the TrendFlex Classic CR trend in two recent blogs this week).  The new SELL signal will be executed at the 9/12/16 market open. The longer-term Allegiance signal remains on a buy.  

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 Uptrend; Downtrend at 9/12 open 6/29/16 -1.9% -1.9%
TrendFlex Allegiance CR Uptrend  4/13/16 +5.4% +5.4%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score soared from 1.45 to 1.81 and closed above its three-week moving average, a bearish development. 

TFS09092016 

TrendFlex Trend-Following Signals (TF)

TrendFlex Classic shifted to a Downtrend signal effective with the 9/12/16 market open. Allegiance trend-following systems remain on 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; Downtrend 9/12/16 open   7/8/16 +1.0% +1.0% 1.625
TrendFlex Allegiance TF Uptrend  5/31/16 +1.3% +1.3% 2.30
Historic Performance          

 The Portfolio Strategies chart remains a bit defensive; we have removed the "Add to Longs" suggestion as we sort through the market's recent sell-off.     

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

 

348 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 9/2/2016

TrendFlex Credit Risk Premium Signals (CR)

TrendFlex Classic CR and Allegiance CR both remain on Buy signals.  

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 Uptrend 6/29/16 +0.5% +0.5%
TrendFlex Allegiance CR Uptrend  4/13/16 +8.0% +8.0%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.48 to 1.45 and closed below its three-week moving average, remaining bullish. 

TFS09022016 

TrendFlex Trend-Following Signals (TF)

TrendFlex Classic and Allegiance trend-following systems remain on Buy signals.    

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    7/8/16 +3.5% +3.5& 1.60
TrendFlex Allegiance TF Uptrend  5/31/16 +3.8% +3.8% 1.25
Historic Performance          

 The Portfolio Strategies chart remains a bit defensive, but we will consider adding long positions in stocks that are not over-extended in price.    

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

 

380 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 8/26/2016

TrendFlex Credit Risk Premium Signals (CR)

TrendFlex Classic CR and Allegiance CR both remain on Buy signals.  The CR signals have been quite strong, perhaps signaling the potential for a breakout of this recent trading range pattern.  The TrendFlex score improved (bullishly) this week (due in part to improved credit risk premiums).  So even though there appears to be more downside risk than upside risk at these levels, various technical signals are suggesting to hold longs (doesn't hurt to protect with some e-Mini SPX shorts either)!

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 Uptrend 6/29/16 +0.0% +0.0%
TrendFlex Allegiance CR Uptrend  4/13/16 +7.4% +7.4%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.54 to 1.48 and closed below its three-week moving average, a bullish development. 

TFS08262016 

TrendFlex Trend-Following Signals (TF)

TrendFlex Classic and Allegiance trend-following systems remain on Buy signals.    

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    7/8/16 +2.9% +2.9& 1.60
TrendFlex Allegiance TF Uptrend  5/31/16 +3.3% +3.3% 1.00
Historic Performance          

 The Portfolio Strategies chart remains a bit defensive, refraining from adding long positions at this time.    

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

 

368 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 8/19/2016

TrendFlex Credit Risk Premium Signals (CR)

TrendFlex Classic CR and Allegiance CR both remain on Buy signals.    

Performance is through market close on 8/19/16.

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 Uptrend 6/29/16 +0.7% +0.7%
TrendFlex Allegiance CR Uptrend  4/13/16 +8.2% +8.2%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.50 to 1.54 and remains above its three-week moving average, underscoring the risk in equities near their new highs. As can be seen from the chart below, TrendFlex Score readings at this low level have preceded setback in equity markets in the past.

TFS08192016 

TrendFlex Trend-Following Signals (TF)

TrendFlex Classic and Allegiance trend-following systems remain on Buy signals.  Both scores turned less bullish this week; a cautionary indicator at these levels.   

Performance is through market close on 8/19/16.

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    7/8/16 +3.6% +3.6& 1.40
TrendFlex Allegiance TF Uptrend  5/31/16 +4.0% +4.0% 1.25
Historic Performance          

 The Portfolio Strategies chart remains a bit defensive, refraining from adding long positions at this time.    

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

 

335 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 8/12/2016

TrendFlex Credit Risk Premium Signals (CR)

TrendFlex Classic CR and Allegiance CR both remain on Buy signals.    

Performance is through market close on 8/12/16.

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 Uptrend 6/29/16 +0.7% +0.7%
TrendFlex Allegiance CR Uptrend  4/13/16 +8.2% +8.2%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.47 to 1.50 and remains above its three-week moving average, underscoring the risk in equities near their new highs. As can be seen from the chart below, TrendFlex Score readings at this low level have preceded setback in equity markets in the past.

TFS08122016 

TrendFlex Trend-Following Signals (TF)

TrendFlex Classic and Allegiance trend-following systems remain on Buy signals.  TrendFlex Classic and Allegiance both have reached its most bullish score to-date (can't get any lower - or more bullish - than a 1.0).  Market breadth remains strongly positive.  Sentiment remains at a bullish extreme and warrants some protection of capital at these levels.       

Performance is through market close on 8/5/16.

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    7/8/16 +3.7% +3.7& 1.000
TrendFlex Allegiance TF Uptrend  5/31/16 +4.0% +4.0% 1.000
Historic Performance          

 The Portfolio Strategies chart remains a bit defensive, refraining from adding long positions at this time.    

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

 

326 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 8/5/2016

TrendFlex Credit Risk Premium Signals (CR)

TrendFlex Classic CR and Allegiance CR both remain on Buy signals.  Classic shifted to a sell signal on 8/2, which promptly reversed to a buy signal at the market close on 8/4.  

Performance is through market close on 8/5/16.

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 Uptrend 6/29/16 +0.6% +0.6%
TrendFlex Allegiance CR Uptrend  4/13/16 +8.1% +8.1%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.45 to 1.47 and has crossed above its three-week moving average, underscoring the risk in equities at the new highs. As can be seen from the chart below, TrendFlex Score readings at this low level have preceded setback in equity markets in the past.

TFS08052016 

TrendFlex Trend-Following Signals (TF)

TrendFlex Classic and Allegiance trend-following systems remain on Buy signals.  TrendFlex Classic and Allegiance both have reached its most bullish score to-date (can't get any lower - or more bullish - than a 1.0).  Market breadth remains strongly positive.  Sentiment remains at a bullish extreme and warrants some protection of capital at these levels.       

Performance is through market close on 8/5/16.

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    7/8/16 +3.6% +3.6& 1.000
TrendFlex Allegiance TF Uptrend  5/31/16 +3.9% +3.9% 1.000
Historic Performance          

 The Portfolio Strategies chart remains a bit defensive, refraining from adding long positions at this time.    

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

 

315 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 7/29/2016

TrendFlex Credit Risk Premium Signals (CR)

TrendFlex Classic CR and Allegiance CR both remain on Buy signals.  The bullishness of both Classic and Allegiance declined this week, as can be seen in the charts below. 

Performance is through market close on 7/29/16.

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 Uptrend 6/29/16 +6.4% +6.4%
TrendFlex Allegiance CR Uptrend  4/13/16 +7.6% +7.6%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score increased from 1.41 to 1.45 and remains even with its three-week moving average. As can be seen from the chart below, TrendFlex Score readings at this low level have preceded setback in equity markets in the past.

TFS07292016 

TrendFlex Trend-Following Signals (TF)

TrendFlex Classic and Allegiance trend-following systems remain on Buy signals.  TrendFlex Classic TF has reached its most bullish score to-date (can't get any lower - or more bullish - than a 1.0).  Market breadth remains strongly positive.  Sentiment remains at a bullish extreme and warrants some protection of capital at these levels.       

Performance is through market close on 7/22/16.

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    7/8/16 +3.2% +3.2& 1.000
TrendFlex Allegiance TF Uptrend  5/31/16 +3.5% +3.5% 1.250
Historic Performance          

 The Portfolio Strategies chart remains a bit defensive, refraining from adding long positions at this time.    

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

 

392 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 7/22/2016

TrendFlex Credit Risk Premium Signals (CR)

TrendFlex Classic CR and Allegiance CR both remain on Buy signals.        

Performance is through market close on 7/22/16.

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 Uptrend 6/29/16 +6.5% +6.5%
TrendFlex Allegiance CR Uptrend  4/13/16 +7.7% +7.7%
Historic Performance        

 

TrendFlex Score

The TrendFlex Score decreased from 1.48 to 1.41 and remain even with its three-week moving average. As can be seen from the chart below, TrendFlex Score readings at this low level have preceded setback in equity markets in the past.

TFS07232016 

TrendFlex Trend-Following Signals (TF)

TrendFlex Classic and Allegiance trend-following systems remain on Buy signals.  TrendFlex Classic TF has reached its most bullish score to-date (can't get any lower - or more bullish - than a 1.0).  Market breadth remains strongly positive.  Sentiment remains at a bullish extreme and warrants some protection of capital at these levels.       

Performance is through market close on 7/22/16.

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    7/8/16 +3.2% +3.2& 1.000
TrendFlex Allegiance TF Uptrend  5/31/16 +3.6% +3.6% 1.250
Historic Performance          

 The Portfolio Strategies chart remains a bit defensive, refraining from adding long positions at this time.    

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

 

309 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 7/15/2016

All TrendFlex signals are long.  Updates have been posted on the TrendFlex Results (link below) for trades between 6/17 and 7/15, based on backtested results.  The TrendFlex Classic II signal experienced a fair amount of whip-saw action following the Brexit news.  Since settling down at the end of June, however, signals have been firmly bullish.  The risk now is a short-term overbought condition as noted in the TrendFlex Score below.      

Performance is through market close on 7/15/16.

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 1  Uptrend    7/8/16 +2.6% +2.6& 1.200
TrendFlex Allegiance 1 Uptrend  5/31/16 +2.9% +2.9% 1.250
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Uptrend 6/29/16 +5.8% +5.8%  
TrendFlex Allegiance II Uptrend  4/13/16 +4.2% +4.2%  

The TrendFlex Score increased from 1.35 to 1.48 and closed above its three-week moving average, a bearish development indicating short-term risk to equities.

TFS07152016 

 The Portfolio Strategies chart is a bit more defensive.        

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

Click here  for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

 

352 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 6/17/2016

TrendFlex Classic II shifted to a sell signal effective (backdated) at the 6/13 market close.  TrendFlex Classic I shifts from long to neutral at the 6/17 market close.     

Performance is through market close on 6/17/16.

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 1  Cash    6/17/16 0.0% 0.0% 1.900
TrendFlex Allegiance 1 Uptrend  5/31/16 -1.4% -1.4% 1.375
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Downtrend 6/13/16 +0.4% -0.4%  
TrendFlex Allegiance II Uptrend  3/14/16 +2.6% +2.6%  

The TrendFlex Score increased from 1.60 to 1.66 and closed above its three-week moving average, a bearish development.

TFS06172016 

 The Portfolio Strategies chart is a bit more defensive.        

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

Click here for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

The next update to the TrendFlex Score and Signals will be following the market close of 7/15/16.

 

328 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 6/10/2016

There are no changes to the signals this week.    

Performance is through market close on 6/10/16.

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 1  Cash; Uptrend 5/31    5/31/16 -0.2% -0.2% 1.100
TrendFlex Allegiance 1 Cash; Uptrend 5/31  5/31/16 -0.2% -0.2% 1.375
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Uptrend  3/1/16 +8.2% +8.2%  
TrendFlex Allegiance II Uptrend  3/14/16 +3.8% +3.8%  

The TrendFlex Score decreased from 1.62 to 1.60 and is even with its three-week moving average. 

 

The Portfolio Strategies chart remains supportive of the bullish trend.        

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

Click here  for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

 

306 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 6/3/2016

The TrendFlex Classic I and Allegiance I signals moved to Uptrend on Monday.  There are no other changes to the signals this week.    

Performance is through market close on 6/03/16.

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 1  Cash; Uptrend 5/31    5/2/16 +0.0% +0.0% 1.100
TrendFlex Allegiance 1 Cash; Uptrend 5/31  5/2/16 +0.0% +0.0% 1.375
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Uptrend  3/1/16 +8.4% +8.4%  
TrendFlex Allegiance II Uptrend  3/14/16 +4.0% +4.0%  

The TrendFlex Score increased from 1.59 to 1.62 and remains below its three-week moving average, a bullish development. 

 TFS06032016

The Portfolio Strategies chart remains supportive of the bullish trend.        

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

Click here  for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

 

297 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 5/27/2016

The TrendFlex Classic I and Allegiance I signals improved markedly this week.  Both will shift from cash to Uptrend at Tuesday's opening.   

Performance is through market close on 5/27/16.

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 1  Cash; Uptrend 5/31    5/2/16 +0.0% +1.5% 1.100
TrendFlex Allegiance 1 Cash; Uptrend 5/31  5/2/16 +0.0% +1.5% 1.375
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Uptrend  3/1/16 +8.4% +8.4%  
TrendFlex Allegiance II Uptrend  3/14/16 +4.0% +4.0%  

The TrendFlex Score decreased from 1.67 to 1.59 and closed below its three-week moving average, a bullish development. 

 TFS05272016

The Portfolio Strategies chart recommends adding to long positions at this time.       

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

Click here  for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

 

304 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 5/20/2016

There is no change to the TrendFlex signals this week.   

Performance is through market close on 5/20/16.

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 1  Cash    5/2/16 +0.0% -0.7% 1.900
TrendFlex Allegiance 1 Cash  5/2/16 +0.0% -0.7% 1.875
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Uptrend  3/1/16 +5.9% +5.9%  
TrendFlex Allegiance II Uptrend  3/14/16 +1.6% +1.6%  

The TrendFlex Score increased from 1.63 to 1.67 and remains above its three-week moving average, a bearish development. Further weakness in momentum signals have caused the score to increase.

 TFS05202016

The Portfolio Strategies chart continues to recommend protecting capital.      

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

Click here  for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

 

293 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 5/13/2016

TrendFlex Classic I and Allegiance I signals remain in cash as of Monday, 5/2. The TrendFlex Classic and Allegiance II signals remain unchanged for the week, although both have continued to weaken (the shorter-term Classic signal is approaching a sell signal for the S&P 500.  

Performance is through market close on 5/13/16.

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 1  Cash    5/2/16 +0.0% -1.0% 2.100
TrendFlex Allegiance 1 Cash  5/2/16 +0.0% -1.0% 1.875
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Uptrend  3/1/16 +5.7% +5.7%  
TrendFlex Allegiance II Uptrend  3/14/16 +1.4% +1.4%  

The TrendFlex Score remained unchanged at 1.63 and remains above its three-week moving average, a bearish development. As pointed out over the last three weeks and evident in the chart below, this level suggested a shift in equities to a downtrend. 

TFS05132016

The Portfolio Strategies chart continues to recommend protecting capital.      

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

Click here  for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

 

734 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 5/06/2016

TrendFlex Classic I and Allegiance I signals moved to cash at the Monday, 5/2. The TrendFlex Classic and Allegiance II signals remain unchanged for the week, although both have weakened through Friday's market activity. 

Performance is through market close on 5/06/16.

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 1  Cash    5/2/16 +0.0% -0.5% 2.100
TrendFlex Allegiance 1 Cash  5/2/16 +0.0% -0.5% 1.875
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Uptrend  3/1/16 +6.2% +6.2%  
TrendFlex Allegiance II Uptrend  3/14/16 +1.9% +1.9%  

The TrendFlex Score increased from 1.50 to 1.63 and closed above its three-week moving average, a bearish development. As pointed out over the last two weeks and evident in the chart below, this level may indicate a shift in equities to a downtrend. We would not be buyers in this market at present, and have added short positions in e-Mini S&P 500 futures to hedge a long portfolio.

TFS05062016

The Portfolio Strategies chart continues to recommend protecting capital.      

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

Click here  for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

 

763 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 4/29/2016

Signifying short-term market weakness, the TrendFlex Classic I and Allegiance I signals move to cash at the Monday, 5/2 opening price of the S&P 500. The TrendFlex Classic and Allegiance II signals remain unchanged for the week; these signals tend to have a longer-term perspective based on developments in the credit markets.

Performance is through market close on 4/29/16.

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 1  Uptrend; to Cash 5/2   3/2/16 +4.5% +4.5% 1.900
TrendFlex Allegiance 1 Uptrend; to Cash 5/2 3/31/16 +0.1% +0.1% 1.875
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Uptrend  3/1/16 +6.6% +6.6%  
TrendFlex Allegiance II Uptrend  3/14/16 +2.3% +2.3%  

The TrendFlex Score decreased from 1.52 to 1.50 and remains below its three-week moving average. As still evident in the chart below, this level may indicate a shift in equities to a downtrend. We would not be buyers in this market at present, and have added short positions in e-Mini S&P 500 futures to hedge a long portfolio.

 TFS04292016

The Portfolio Strategies chart continues to recommend protecting capital.      

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

Click here  for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

 

695 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 4/22/2016

The TrendFlex signals remain unchanged for the week.     

Performance is through market close on 4/22/16.

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 1  Uptrend   3/2/16 +5.8% +5.8% 1.500
TrendFlex Allegiance 1 Uptrend 3/31/16 +1.3% +1.3% 1.875
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Uptrend  3/1/16 +8.0% +8.0%  
TrendFlex Allegiance II Uptrend  3/14/16 +3.6% +3.6%  

The TrendFlex Score decreased from 1.59 to 1.52 and remains below its three-week moving average. As evident in the chart below, this level may indicate a shift in equities to a downtrend. We would not be buyers in this market at present.

 TFS04222016

The Portfolio Strategies chart continues to recommend protecting capital.      

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

Click here  for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

 

653 Hits
0 Comments

TrendFlex Score & TrendFlex Signals for 4/15/2016

The TrendFlex signals remain unchanged for the week, improving slightly following this week's 1.6% gain in the S&P 500.     

Performance is through market close on 4/15/16.

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 1  Uptrend   3/2/16 +5.3% +5.3% 1.500
TrendFlex Allegiance 1 Uptrend 3/31/16 +0.8% +0.8% 1.875
S&P 500 timing signals based on credit risk premiums (corporate vs.Treasury debt). 
TrendFlex Classic II Uptrend  3/1/16 +7.4% +7.4%  
TrendFlex Allegiance II Uptrend  3/14/16 +3.0% +3.0%  

The TrendFlex Score increased from 1.55 to 1.59 and remains even with its three-week moving average. As evident in the chart below, this level may indicate a shift in equities to a downtrend. We would not be buyers in this market at present.

 TFS04152016

The Portfolio Strategies chart continues to recommend protecting capital.      

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

Click here  for the cumulative returns and trade history for the Baseline Analytics TrendFlex systems since their initial trades

 

614 Hits
0 Comments