#TrendFollowing #TOP10 WK 49 SELL INDEX $^KOSPI200 $^VXEEM $^HSIL $^VX3MN $^VIF ^VIN ^VIX ^VIX9D ^VX3MF ^VIX6M

2020-12-01
86 Views

TRENDTOP-10-Summaries for INDEX
Symbol
SRSI
Sharpe
H30
H30W
SAR
FLIP
Noise
Signal
^KOSPI200
99
0.83
2
3
323.34
5
0.00
0.00
^VXEEM
100
-0.16
123
197
35.10
-100
0.00
1.00
^HSIL
100
-0.27
67
53
22.14
-79
1.00
3.00
^VX3MN
18
-1.41
86
62
29.47
-18
1.00
3.00
^VIF
0
-1.57
113
77
29.07
11
1.00
1.00
^VIN
0
-1.67
119
84
30.64
11
1.00
2.00
^VIX
0
-1.68
115
82
29.72
11
1.00
1.00
^VIX9D
92
-2.81
201
138
28.64
-28
1.00
3.00
^VX3MF
41
-3.06
71
50
29.65
-46
1.00
2.00
^VIX6M
33
-3.50
55
42
29.67
-36
1.00
1.00

Parameters
SRSI
Sharpe
H3
Historic 30-Day Volatility
H3W
Historic 30-Day Total Return Volatility
SAR
Flip
% of Days in a single trend [-100%…+100%]
Noise
Signal

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

Stock Links to Yahoo, Google, Marketwatch & Stocktwits:

MarketWatch
YahooFinance
GoogleFinance
StockTwits

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