TF Index 75.35 Current 74.37 MA20 48.16 Lower 75.27 Upper Bound #stocks #trading #markets #finance

2021-01-14
21 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]
75.35
Current % of stocks long (blue)
MA(20)
74.37
20-Day Moving Average (yellow)
Lower Bound
48.16
100-Day Moving Average MA(100) – 1σ STD(100) (red)
Upper Bound
75.27
100-Day Moving Average MA(100) + 1σ STD(100)(green)

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)

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