TF Index 57.55 Current 47.24 MA20 45.87 Lower 70.56 Upper Bound #stocks #trading #markets #finance

2020-10-23
39 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]
57.55
Current % of stocks long (blue)
MA(20)
47.24
20-Day Moving Average (yellow)
Lower Bound
45.87
100-Day Moving Average MA(100) – 1σ STD(100) (red)
Upper Bound
70.56
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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