#TrendFollowing #TOP10 WK 49 SELL INDEX $^KOSPI200 $^VXEEM $^HSIL $^VX3MN $^VIF ^VIN ^VIX ^VIX9D ^VX3MF ^VIX6M
86 Views
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 |
|---|---|---|---|
You may be interested
Global Indicators, TRIN
1 views
Global Indicators, TRIN
1 views
$TRIN vs S&P500 $SPX $SPY $VIX 0.62 Current 0.46 TLOW 1.8 THIGH 1.91 RATIO1 3.08 RATIO2 #stocks #trading #markets #finance
admin - 2021-01-20$TRIN vs S&P500 for 2021-01-20 : Current level of $TRIN = 0.62 with an Up/Down of Ratio1 = 1.91 and…
Global Indicators,
1 views
Global Indicators,
1 views
TF Index 74.04 Current 73.42 MA20 48.57 Lower 76 Upper Bound #stocks #trading #markets #finance
admin - 2021-01-20Trend Following Index across all stocks. TFX is the % of stocks in a long trend. 0% meaning all short,…
Bear, Single UL Indicators, Technology
4 views
Bear, Single UL Indicators, Technology
4 views
TF SELL $DMRC at 41.92 : 42.13 SmallCap 94% Shp 2.83 S 2.64 N 0.47 RSI 32.4% SRSI 0% ADXR 45.74 #stocks #trading #finance #market
admin - 2021-01-20Trend Following Sell detected for DMRC at the close price of 41.92 with a Stop-and-Reverse (SAR) of 42.13. The last…
Featured Post
Trending Posts
2
Global Indicators,
1 views
1 views
