TF Index 54.94 Current 44.78 MA20 46.04 Lower 72.53 Upper Bound #stocks #trading #markets #finance

2020-10-17
47 Views

Trend Following Index across all stocks. TFX is the % of stocks in a long trend. 0% meaning all short, 100% all long. Upper and Lower Bound denote 68.27% (±1σ) of all prices in the last 100 days.

Parameters
Current [TFX]
54.94
Current % of stocks long (blue)
MA(20)
44.78
20-Day Moving Average (yellow)
Lower Bound
46.04
100-Day Moving Average MA(100) – 1σ STD(100) (red)
Upper Bound
72.53
100-Day Moving Average MA(100) + 1σ STD(100)(green)

Links to our research:
Trend Trading Explained (coming soon)
Power Assisted Trend Following (Feb 2020)
The Power of Growth Stocks (July 2020)
The Philosophy of Trend Following (coming soon)

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