TrendFlex Score

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

The TrendFlex Classic I signal shifted to Downtrend at Monday's open.  All other signals remain unchanged.   

Performance is through market close on 12/24/15.

TrendFlex Signal Trend Signal Date Signal  % 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)
TrendFlex Classic 1 Downtrend  12/21/15 -2.5% +2.5%
TrendFlex Allegiance 1 Neutral (Cash) 12/10/15 +0.0% +0.6%
S&P 500 timing signals based on credit risk premiums (corporate vs. Treasury debt) correlated with performance of the S&P 500
TrendFlex Classic II Downtrend  12/10/15 -0.6% +0.6%
TrendFlex Allegiance II Downtrend 4/6/15 +0.2% -0.2%

The TrendFlex Score declined from 2.18 to 1.87on the week, and closed below its three-week moving average, a bullish development.  

 TFS12242015

Given the bullish shift in the short-term TrendFlex Score, cautiously adding to long positions may be in order.   

Portfolio Strategies
Reduce ongs
 Sell Calls
 Hedge Longs
Set Stops on Longs
Short Overbought Equities
 Add to Longs
Sell Puts
Hedge or Reduce Shorts
 Long Futures and Options

 

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

The TrendFlex Classic I signal shifted to Downtrend following this week's activity. All other signals remain unchanged.   

Performance is through market close on 12/18/15.

TrendFlex Signal Trend Signal Date Signal  % 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)
TrendFlex Classic 1 Neutral (Cash); shift to Downtrend 12/21. 12/10/15 +0.0% -2.1%
TrendFlex Allegiance 1 Neutral (Cash) 12/10/15 +0.0% -2.1%
S&P 500 timing signals based on credit risk premiums (corporate vs. Treasury debt) correlated with performance of the S&P 500
TrendFlex Classic II Downtrend  12/10/15 +2.1% -2.1%
TrendFlex Allegiance II Downtrend 4/6/15 +3.0% -2.9%

The TrendFlex Score climbed from 1.89 to 2.18 on the week, remaining above its three-week moving average.  

TFS12182015

Capital preservation is suggested at this juncture in the market.  We will again be looking for a potential bounce this week and perhaps a smoother ride into year-end.   

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

 

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

As noted in our Wednesday night update, the TrendFlex Classic I signals shifted to Neutral (Cash), while TrendFlex Classic II signal shifted to Downtrend, all at the market open on Thursday, 12/10. . TrendFlex Allegiance II remains in a Downtrend. Performance results of the closed signals can be found in the link below.   

Performance is through market close on 12/11/15.

TrendFlex Signal Trend Signal Date Signal  % 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)
TrendFlex Classic 1 Neutral (Cash) 12/10/15 +0.0% -1.7%
TrendFlex Allegiance 1 Neutral (Cash) 12/10/15 +0.0% -1.7%
S&P 500 timing signals based on credit risk premiums (corporate vs. Treasury debt) correlated with performance of the S&P 500
TrendFlex Classic II Downtrend  12/10/15 +1.8% -1.7%
TrendFlex Allegiance II Downtrend 4/6/15 +2.6% -2.5%

The TrendFlex Score climbed to 1.89 on the week, closing above its three-week moving average.  

TFS12112015

Capital preservation is suggested at this juncture in the market.  We will be looking for a potential bounce this week and perhaps a smoother ride into year-end.   

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

 

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

Following the market close of 12/9/2015, the TrendFlex Classic Traditional (credit risk premium-based signal) shifted to Downtrend. TrendFlex Classic and TrendFlex Allegiance shifted to Neutral (Cash). TrendFlex Allegiance Traditional remains in a Downtrend. The closing price of the current signals (and opening price of new signals) will be based on the opening price of the S&P 500 on Thursday, 12/10.  

Updates to the TrendFlex Score and Portfolio Strategies will be provided following the market close on 12/11/2015.    

TrendFlex Signal Trend Signal Date Performance
S&P 500 timing signals based on a weighted score of US Market technical indicators. Classic (short-term) and Allegiance (intermediate to long term)
TrendFlex Classic 1 Uptrend;shift to  Neutral 12/10  10/12/15 +1.6%
TrendFlex Allegiance 1 Uptrend; shift to Neutral 12/10 10/26/15 -1.3%
S&P 500 timing signals based on credit risk premiums (corporate vs. Treasury debt) correlated with performance of the S&P 500
TrendFlex Classic II Uptrend; shift to Downtrend 12/10 10/19/15 +0.8%
TrendFlex Allegiance II Downtrend 4/6/15 -0.8%

All Trendflex signals remain unchanged for the week.   

TrendFlex Signal Trend Signal Date Performance
S&P 500 timing signals based on a weighted score of US Market technical indicators. Classic (short-term) and Allegiance (intermediate to long term)
TrendFlex Classic 1 Uptrend  10/12/15 +3.7%
TrendFlex Allegiance 1 Uptrend  10/26/15 +0.7%
S&P 500 timing signals based on credit risk premiums (corporate vs. Treasury debt) correlated with performance of the S&P 500
TrendFlex Classic II Uptrend  10/19/15 +2.9%
TrendFlex Allegiance II Downtrend 4/6/15 -1.2%

The TrendFlex Score remained unchanged at 1.64 for a third week, and remains even with its three-week moving average. 

TFS12042015

There is no change to the Portfolio Options Table this week.  

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

 

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

All Trendflex signals remain unchanged for the week.   

TrendFlex Signal Trend Signal Date Performance
S&P 500 timing signals based on a weighted score of US Market technical indicators. Classic (short-term) and Allegiance (intermediate to long term)
TrendFlex Classic 1 Uptrend  10/12/15 +3.7%
TrendFlex Allegiance 1 Uptrend  10/26/15 +0.7%
S&P 500 timing signals based on credit risk premiums (corporate vs. Treasury debt) correlated with performance of the S&P 500
TrendFlex Classic II Uptrend  10/19/15 +2.9%
TrendFlex Allegiance II Downtrend 4/6/15 -1.2%

The TrendFlex Score remained unchanged at 1.64 and remains even with its three-week moving average. 

TFS11272015

There is no change to the Portfolio Options Table this week.  

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

 

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

All Trendflex signals remain unchanged for the week.   

TrendFlex Signal Trend Signal Date Performance
S&P 500 timing signals based on a weighted score of US Market technical indicators. Classic (short-term) and Allegiance (intermediate to long term)
TrendFlex Classic 1 Uptrend  10/12/15 +3.6%
TrendFlex Allegiance 1 Uptrend  10/26/15 +0.7%
S&P 500 timing signals based on credit risk premiums (corporate vs. Treasury debt) correlated with performance of the S&P 500
TrendFlex Classic II Uptrend  10/19/15 +2.8%
TrendFlex Allegiance II Downtrend 4/6/15 -1.2%

The TrendFlex Score remained unchanged at 1.64 and remains below its three-week moving average. 

TFS11202015

There is a modest bullish shift to the Portfolio Options Table this week.  

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

 

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

Ths week's 3.63% decline in the S&P 500 was characterized by a sharp decline in the S&P 500 High-Low percentage, one of the TrendFlex signal  indicators and enough to shift the composite scores of the signals to a neutral stance (see charts in their links below).  

TrendFlex Signal Trend Signal Date Performance
S&P 500 timing signals based on a weighted score of US Market technical indicators. Classic (short-term) and Allegiance (intermediate to long term)
TrendFlex Classic 1 Uptrend  10/12/15 +0.4%
TrendFlex Allegiance 1 Uptrend  10/26/15 -2.5%
S&P 500 timing signals based on credit risk premiums (corporate vs. Treasury debt) correlated with performance of the S&P 500
TrendFlex Classic II Uptrend  10/19/15 -0.4%
TrendFlex Allegiance II Downtrend 4/6/15 +2.1%

The TrendFlex Score decreased from 1.66 to 1.64 and remains just barely below its three-week moving average.  A close above its moving average would signal a bearish event.

TFS11132015

The Portfolio Options Table is more cautious following this week's activity.  Suggested strategies are highlighted in red.  Click on the strategy to see more detailed options.

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

 

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

There are no changes to the TrendFlex signals at this week's close of the S&P 500.  

TrendFlex Signal Trend Signal Date Performance
TrendFlex Classic 1 Uptrend  10/12/15 +4.1%
TrendFlex Allegiance 1 Uptrend  10/26/15 +1.2%
TrendFlex Classic II Uptrend  10/19/15 +3.3%
TrendFlex Allegiance II Downtrend 4/6/15 -1.6%

The TrendFlex Score decreased from 1.68 to 1.66 and remains below its three-week moving average, a bullish development.  

TFS11062015

The Portfolio Options Table is unchanged for the week.    

POT10302015 

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

There are no changes to the TrendFlex signals at this week's close of the S&P 500 (TrendFlex Allegiance shifted to uptrend at Monday's open).  TrendFlex Allegiance II remains on downtrend, as potential resistance surfaces with the S&P 500's attempt to match its summer highs.  

 

TrendFlex Signal Trend Signal Date Performance
TrendFlex Classic 1 Uptrend  10/12/15 +3.2%
TrendFlex Allegiance 1 Uptrend  10/26/15 -0.2%
TrendFlex Classic II Uptrend  10/19/15 +2.3%
TrendFlex Allegiance II Downtrend 4/6/15 -0.7%

The TrendFlex Score decreased from 1.74 to 1.68 and remains below its three-week moving average, a bullish development.  

TFS10302015

The Portfolio Options Table is more bullish.  Caution is suggested however as the bounce from the August lows is appearing overbought and facing resistance.  An e-Mini S&P 500 short may be in order to hedge long positions.  

POT10302015 

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

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