TrendFlex Score & TrendFlex Signals for 7/20/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term Classic signal remains long. The long term Allegiance signal remains short but near a buy point (looking for confirmation). 

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 7/6/2018 +1.20% +1.20%
TrendFlex Allegiance CR Short 5/212018 -2.50% +2.50%
Historic Performance        

 TrendFlex Score

The TrendFlex Score decreased from 1.64 to 1.50 and closed below its three-week moving average, a bullish development. 

TFS07202018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic and Allegiance remain in uptrend mode.  

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 7/10/18

+1.00%

+1.20% 1.300
TrendFlex Allegiance TF Uptrend 5/31/16 +33.40% +33.40% 1.125
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 momentum signal indicator is near a sell signal (See red arrow in chart below).

   nymo2

 

 Portfolio Strategy Table

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
6 Hits

TrendFlex Score & TrendFlex Signals for 7/13/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term Classic signal shifted to long at the market open on Monday. The long term Allegiance signal remains short but near a buy point (looking for confirmation). 

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 7/6/2018 +1.20% +1.20%
TrendFlex Allegiance CR Short 5/212018 -2.40% +2.50%
Historic Performance        

 TrendFlex Score

The TrendFlex Score increased from 1.63 to 1.64 and is barely above its three-week moving average. 

TFS07132018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic shifted to uptrend this week, while Allegiance remains in uptrend mode.  

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 7/10/18

+1.00%

+1.20% 1.300
TrendFlex Allegiance TF Uptrend 5/31/16 +33.40% +33.40% 1.125
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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. 

 

 

  

 

 Portfolio Strategy Table

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
24 Hits

TrendFlex Score & TrendFlex Signals for 7/6/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term Classic signal will shift to long at Monday's market open. The long term TrendFlex Classic signal is short. 

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 5/22/2018 -1.30% +1.30%
TrendFlex Allegiance CR Short 5/212018 -1.00% +1.00%
Historic Performance        

 TrendFlex Score

The TrendFlex Score increased from 1.61 to 1.63 and is even with its three-week moving average. 

TFS07062018a

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic remains in Cash while Allegiance remains in uptrend mode.  

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 5/4/18

+0.00%

+2.20% 1.900
TrendFlex Allegiance TF Uptrend 5/31/16 +31.40% +31.40% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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. 

 

 

  

 

 Portfolio Strategy Table

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
33 Hits

TrendFlex Score & TrendFlex Signals for 6/29/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term and long term TrendFlex Classic signals are short. 

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 5/22/2018 +0.20% -0.20%
TrendFlex Allegiance CR Short 5/212018 +0.50% -0.50%
Historic Performance        

 TrendFlex Score

The TrendFlex Score decreased from 1.65 to 1.61 and is even with its three-week moving average. 

TFS06292018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic shifted to Cash while Allegiance remains in uptrend mode.  

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 5/4/18

+0.00%

+0.70% 1.900
TrendFlex Allegiance TF Uptrend 5/31/16 +29.40% +29.40% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 Put/Call ratio reached an extreme reading this week. 

VIX06292018

 

  

 

 Portfolio Strategy Table

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
41 Hits

TrendFlex Score & TrendFlex Signals for 6/22/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term and long term TrendFlex Classic signals are short. 

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 5/22/2018 -1.10% +1.10%
TrendFlex Allegiance CR Short 5/212018 -0.80% +0.80%
Historic Performance        

 TrendFlex Score

The TrendFlex Score increased from 1.58 to 1.65, and is above its three-week moving average, a bearish development. 

TFS06222018a

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic and Allegiance are in uptrend mode.  

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 5/4/18

+3.40%

+3.40% 1.500
TrendFlex Allegiance TF Uptrend 5/31/16 +31.20% +31.20% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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. 

  

 

 Portfolio Strategy Table

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
49 Hits

TrendFlex Score & TrendFlex Signals for 6/8/2018

 Next Update: Week ending 6/22.

TrendFlex Credit Risk Premium Signals (CR)

The short term and long term TrendFlex Classic signals are short. 

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 5/22/2018 -0.40% +0.40%
TrendFlex Allegiance CR Short 5/212018 -0.10% +0.10%
Historic Performance        

 TrendFlex Score

The TrendFlex Score is at 1.58 and is slightly above its three-week moving average, a bearish development. 

TFS06082018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic and Allegiance are in uptrend mode.  

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 5/4/18

+2.70%

+2.70% 1.500
TrendFlex Allegiance TF Uptrend 5/31/16 +30.20% +30.20% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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. 

  

 

 Portfolio Strategy Table

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
66 Hits

TrendFlex Score & TrendFlex Signals for 6/1/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term and long term TrendFlex Classic signals are short. 

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 5/22/2018 -0.40% +0.40%
TrendFlex Allegiance CR Short 5/212018 -0.10% +0.10%
Historic Performance        

 TrendFlex Score

The TrendFlex Score is at 1.59 and is slightly above its three-week moving average, a bearish development. 

 TFS06012018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic and Allegiance are in uptrend mode.  

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 5/4/18

+2.70%

+2.70% 1.500
TrendFlex Allegiance TF Uptrend 5/31/16 +30.20% +30.20% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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. 

  

 

 Portfolio Strategy Table

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
75 Hits

TrendFlex Score & TrendFlex Signals for 5/18/2018

 Next Update: Week ending 6/1.

TrendFlex Credit Risk Premium Signals (CR)

The short term and long term TrendFlex Classic signals are long. 

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 5/10/2018 -0.40% -0.40%
TrendFlex Allegiance CR Long 5/4/2018 +1.90% +1.90%
Historic Performance        

 TrendFlex Score

The TrendFlex Score is at 1.52 and remains below its three-week moving average, a bullish development. 

 TFS05182018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF remains bearish, while Allegiance remains 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 2/5/18

+1.90%

+1.90% 1.500
TrendFlex Allegiance TF Uptrend 5/31/16 +29.20% +29.20% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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. 

  

 

 Portfolio Strategy Table

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
82 Hits

TrendFlex Score & TrendFlex Signals for 5/11/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term and long term TrendFlex Classic signals are long. 

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 5/10/2018 +0.20% +0.20%
TrendFlex Allegiance CR Long 5/4/2018 +2.40% +2.40%
Historic Performance        

 TrendFlex Score

The TrendFlex Score is at 1.65 and remains below its three-week moving average, a bullish development. 

 TFS05112018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF remains bearish, while Allegiance remains 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 2/5/18

+2.40%

+2.40% 1.700
TrendFlex Allegiance TF Uptrend 5/31/16 +29.90% +29.90% 1.125
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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. VIX is showing an extreme (complacency) but may have a while at these levels befire a trend shift occurs.

VIX05112018  

 

 Portfolio Strategy Table

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
123 Hits

TrendFlex Score & TrendFlex Signals for 4/27/2018

 Next Update: Market close week ending 5/11/18.

TrendFlex Credit Risk Premium Signals (CR)

The short term TrendFlex Classic signal shifted to short on 4/18. The longer term Allegiance signal remains long.  Click here for a primer on the TrendFlex Score and TrendFlex 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 Short 4/18/2018 +1.50% -1.40%
TrendFlex Allegiance CR Long 3/26/2018 +0.40% +040%
Historic Performance        

 TrendFlex Score

The TrendFlex Score is unchanged at 1.69 and remains below its three-week moving average, a bullish development. 

 TFS04272018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF remains bearish, while Allegiance remains 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 Bearish 2/5/18

-.80%

+.80% 2.400
TrendFlex Allegiance TF Uptrend 5/31/16 27.10% 27.10% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 extremes this week.  

 

 Portfolio Strategy Table

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
121 Hits

TrendFlex Score & TrendFlex Signals for 4/13/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term TrendFlex Classic signal shifted to long on 4/5. The longer term Allegiance signal remains long.  Click here for a primer on the TrendFlex Score and TrendFlex 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 Long 4/05/2018 -0.20% -0.20%
TrendFlex Allegiance CR Long 3/26/2018 -0.10% -0.10%
Historic Performance        

 TrendFlex Score

The TrendFlex Score is at 1.87 and remains below its three-week moving average, a bullish development. 

 TFS04132018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF remains bearish, while Allegiance remains 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 Bearish 2/5/18

-.30%

+.30% 2.600
TrendFlex Allegiance TF Uptrend 5/31/16 26.50% 26.50% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 extremes this week.  

 

 Portfolio Strategy Table

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
146 Hits

TrendFlex Score & TrendFlex Signals for 3/30/2018

Next Update 4/13 market close

 

TrendFlex Credit Risk Premium Signals (CR)

The short term TrendFlex Classic signal remains short.. The longer term Allegiance signal shifted back to a long position on 3/26.  Click here for a primer on the TrendFlex Score and TrendFlex 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 Short 2/20/2018 +2.90% -2.80%
TrendFlex Allegiance CR Long 3/26/2018 -0.70% -0.70%
Historic Performance        

 TrendFlex Score

The TrendFlex Score remained flat at 1.97 and remains above its three-week moving average, a bearish development but nearing an extreme where a bullish bounce may occur.

 TFS03302018

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF remains bearish, while Allegiance remains 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 Bearish 2/5/18

+.30%

-.30% 2.800
TrendFlex Allegiance TF Uptrend 5/31/16 25.70% 25.70% 1.625
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 extremes this week.  

 

 Portfolio Strategy Table

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
222 Hits

TrendFlex Score & TrendFlex Signals for 3/23/2018

TrendFlex Credit Risk Premium Signals (CR)

The short term TrendFlex Classic signal remains short.. The longer term Allegiance signal shifted to a short position also, that date is marked at the market close of 3/14.  Click here for a primer on the TrendFlex Score and TrendFlex 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 Short 2/20/2018 +4.90% -4.70%
TrendFlex Allegiance CR Short 3/14/2018 +6.10% -5.70%
Historic Performance        

 TrendFlex Score

The TrendFlex Score increased  from 1.67 to 1.91 and closed above its three-week moving average, a bearish development.    

TFS03232018

 

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF remains bearish, while Allegiance remains 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 Bearish 2/5/18

+2.30%

-2.30% 2.400
TrendFlex Allegiance TF Uptrend 5/31/16 23.20% 23.20% 1.625
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 indicator remains at an extreme (especially the Put/Call ratio). The LQD indicator is also at an extreme that in the past has marked short-term bottoms in equities. 

vix03232018  

 

lqd03232018

 

 Portfolio Strategy Table

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
252 Hits

TrendFlex Score & TrendFlex Signals for 3/16/2018

 Next update will be week ending 3/16.

TrendFlex Credit Risk Premium Signals (CR)

The short term TrendFlex Classic signal remains short..  The longer term Allegiance signal remains long.  Click here for a primer on the TrendFlex Score and TrendFlex 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 Short 2/20/2018 -1.30% +1.30%
TrendFlex Allegiance CR Long 4/13/16 +36.30% +36.30%
Historic Performance        

 TrendFlex Score

The TrendFlex Score decreased  from 1.87 to 1.69 and closed below its three-week moving average, a bullish development.    

TFS03162018

 

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF remains bearish, while Allegiance remains 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 Bearish 2/5/18

-3.70%

+3.90% 2.300
TrendFlex Allegiance TF Uptrend 5/31/16 31.0% 31.0% 1.625
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 indicator remains at an extreme. The LQD indicator is also at an extreme that in the past has marked short-term bottoms in equities.  There are no extreme readings following thie week's market close.   

 

 Portfolio Strategy Table

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
254 Hits

TrendFlex Score & TrendFlex Signals for 3/2/2018

 Next update will be week ending 3/16.

TrendFlex Credit Risk Premium Signals (CR)

The short term TrendFlex Classic signal shifted to short at the 2/20 market close.  The longer term Allegiance signal remains long.  Click here for a primer on the TrendFlex Score and TrendFlex 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 Short 2/20/2018 +0.90% -0.90%
TrendFlex Allegiance CR Long 4/13/16 +33.30% +33.30%
Historic Performance        

 TrendFlex Score

The TrendFlex Score increased to 1.87 from 1.71 and closed above its three-week moving average.    

TFS03022018

 

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF remains bearish, while Allegiance remains 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 Bearish 2/5/18

-1.60%

+1.60% 2.500
TrendFlex Allegiance TF Uptrend 5/31/16 28.10% 28.10% 1.625
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 indicator remains at an extreme. The LQD indicator is also at an extreme that in the past has marked short-term bottoms in equities.  There are no extreme readings following thie week's market close. 

 

 

 

 Portfolio Strategy Table

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
316 Hits

TrendFlex Score & TrendFlex Signals for 2/23/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term TrendFlex Classic signal shifted to short at the 2/20 market close.  The longer term Allegiance signal remains long.  Click here for a primer on the TrendFlex Score and TrendFlex 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 Short 2/20/2018 -1.10% +1.10%
TrendFlex Allegiance CR Long 4/13/16 +36.10% +36.10%
Historic Performance        

 TrendFlex Score

The TrendFlex Score decreased from 1.74 to 1.71 and closed below its three-week moving average.    

TFS02232018

 

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF remains bearish, while Allegiance remains 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 Bearish 2/5/18

-3.60%

+3.70% 2.500
TrendFlex Allegiance TF Uptrend 5/31/16 30.80% 30.80% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 indicator remains at an extreme. The LQD indicator is also at an extreme that in the past has marked short-term bottoms in equities.  There are no extreme readings following thie week's market close. 

 

 

 

 Portfolio Strategy Table

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
292 Hits

TrendFlex Score & TrendFlex Signals for 2/16/2018

 

TrendFlex Credit Risk Premium Signals (CR)

The short term TrendFlex Classic signal shifted to long at the 2/15 market close.  The longer term Allegiance signal remains long.  Click here for a primer on the TrendFlex Score and TrendFlex 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 Long 2/15/18 0.00% +0.00%
TrendFlex Allegiance CR Long 4/13/16 +35.30% +35.30%
Historic Performance        

 TrendFlex Score

The TrendFlex Score decreased from 1.87 to 1.74 and remains above its three-week moving average.    

TFS02162018

 

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF shifted to bearish at the 2/5 market close, while Allegiance remains 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 Bearish 2/5/18

-3.00%

+3.10% 2.500
TrendFlex Allegiance TF Uptrend 5/31/16 30.10% 30.10% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 indicator remains at an extreme. The LQD indicator is also at an extreme that in the past has marked short-term bottoms in equities.  There are no extreme readings following thie week's market close. 

 

 

 

 Portfolio Strategy Table

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
350 Hits

TrendFlex Score & TrendFlex Signals for 2/9/2018

TrendFlex ScoreTrendFlex Credit Risk Premium Signals (CR)

The short term TrendFlex Classic signal shifted to short at the 2/8 market close.  The longer term Allegiance signal remains long.  Click here for a primer on the TrendFlex Score and TrendFlex 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 Short 2/8/18 -1.50% +1.50%
TrendFlex Allegiance CR Long 4/13/16 +29.70% +29.70%
Historic Performance        

 TrendFlex Score

The TrendFlex Score increased from 1.54 to 1.87 and remains above its three-week moving average.      

TFS02092018

 

   TrendFlex Trend Following Signals (TF)

The TrendFlex Classic TF shifted to bearish at the 2/5 market close, while Allegiance remains 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 Bearish 2/5/18

1.10%

-1.10% 2.300
TrendFlex Allegiance TF Uptrend 5/31/16 24.70% 24.70% 1.625
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 indicator remains at an extreme. The LQD indicator is also at an extreme that in the past has marked short-term bottoms in equities.

 VIX02092018

 

LQD02092018

 

 Portfolio Strategy Table

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
244 Hits

TrendFlex Score & TrendFlex Signals for 2/2/2018

TrendFlex Credit Risk Premium Signals (CR)

There was no change in the TrendFlex signals this week (are you surprised)?  Click here for a primer on the TrendFlex Score and TrendFlex 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 Long 11/22/17 +6.40% +6.40%
TrendFlex Allegiance CR Long 4/13/16 +36.80% +36.80%
Historic Performance        

 TrendFlex Score

The TrendFlex Score increased from an extreme low of 1.12 to  1.54, closing above its three-week moving average.      

TFS02022018

 

   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

10.70%

10.70% 1.300
TrendFlex Allegiance TF Uptrend 5/31/16 31.50% 31.50% 1.375
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 indicator hit an extreme at Friday's close. 

 VIX02022018

 

 

 Portfolio Strategy Table

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
370 Hits

TrendFlex Score & TrendFlex Signals for 1/25/2018

TrendFlex Credit Risk Premium Signals (CR)

There was no change in the TrendFlex signals this week (are you surprised)?  Click here for a primer on the TrendFlex Score and TrendFlex 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 Long 11/22/17 +10.60% +10.60%
TrendFlex Allegiance CR Long 4/13/16 +42.30% +42.30%
Historic Performance        

 TrendFlex Score

The TrendFlex Score decreased from 1.23 to 1.12, closing below its three-week moving average.  This is a score representative of extreme bullishness.    

TFS01252018

 

   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

15.10%

15.10% 1.00
TrendFlex Allegiance TF Uptrend 5/31/16 36.80% 36.80% 1.00
Historic Performance          

 Baseline Analytics Extremes Indicators

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. Moving Average Cross Momentum Signals
  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 indicator remains at an extreme. All other indicators are neutral.

 

 LQD01252018

 

 Portfolio Strategy Table

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
382 Hits