Market Watch Lists

Trading indicators are the building blocks to trading systems. They don’t provide actionable buy/sell recommendations … they simple provide insight into new or changing trading environments. Yesterday a market may have been in neutral mode but today its considered to be in a trending phase, short-term overbought or even in a consolidation phase ready to explode in a new direction. In a nut shell trading indicators provide perspective and draw attention to markets that might be trade worthy.

The list below provides links to a variety of market indicators we use to evaluate current conditions. Some of these indicators review longer-term time horizons while other are short-term in nature. So we could have conditions in which a market is both short-term oversold while in a longer-term trend. Thus these market watch lists work independent of one another as they watch the markets from their own specific perspective.

 

Watch Lists:

Dip – Oversold markets in a bullish trending phase

Rocket – Overbought markets in a bullish trending phase

Hump – Overbought markets in a bearish trending phase

Submarine – Oversold markets in a a bearish trending phase

 

Seasonal Perspective:

Seasonal Turning Points – Historical high/low points

Seasonal Accuracy – Correlation study between the current year and multiple seasonal charts

Seasonal Projection – 21 day forecast based on the accuracy of multiple seasonal charts

 

3 Month Intermediate-Term Perspective:

Depth Gauge – General trend guage from a risk perspective

Mean-Reversion 50 Day

Mean-Reversion 200 Day

SMA Combination – Cross phase for 50/150/200 day SMA

SMA Combination – Directional phase for 50/150/200 day SMA

SMA Time Duration 50

SMA Time Duration 200

 

12 Month Long-Term Perspective:

Rolling CAGR – Slow moving trend indicator based on return

 

Risk Perspective:

Risk/Reward Daily – Animated review of risk/reward/correlation data over 5/10/20 days

Risk/Reward Weekly  – Animated review of risk/reward/correlation data over 6/12/18 weeks

Risk/Reward Monthly – Animated review of risk/reward/correlation data over 6/12/18 months

Underwater Volume Index (UVI) – Detailed risk assessment over the past three years

Volatility Analysis – Reviews extreme conditions and looks for changes in volatility

 

Market Context:

Trend Level – Ranks all markets based on a two month strength of trend

Elastic Level – Ranks all markets based on 5 day OB/OS conditions

Energy Level – Ranks all markets based on expansion/contraction environments