Trading Systems

Turtle Trading Market Timing System Signals for March 29, 2011

The down move after the March 10 earthquake in Japan had most Indexes on Sell Signals.  Now, some have reversed, but it is still a mixed picture using this trading system.

Turtle Trading Systems use the highest high and lowest low of a certain number of days to generate signals.  One of the most popular parameters is the 20 day high and 20 day low of a stock or Index.  We use the 20 day high and low for our daily signals.  One advantage is that as prices move lower and the high of the last 20 days drops, the Turtle Trading System locks in profits.  You can also clearly see the point that you would close a trade and open a new one in the opposite direction.

You can receive nightly, Turtle Trading Signals for over 50 most active Indexes.  We track this popular trading method and 29 others at Seleznov Capital Advisors.  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com

One of the most popular Market Timing Trading Systems is known as the Turtle Trading System made popular by Richard Dennis and Richard Donchian.  It is an effective Breakout method used by many traders. 

It works best with trending assets and indexes.  It is used in futures trading, stock trading and Index trading by many.

It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.

There are many versions of the Turtle Trading System.  We follow and Track the 20 day high and 20 day low system on the most actively traded ETF’s and Indexes.  Daily Signals are available in our nightly Daily Trend Signal Service.

Some traders will fade, or trade against the Turtle Trading System Signals as many of them are false signals.  Why should you care about the signals produced with the Turtle Trading System? There are so many people using Turtle Trading, that we will often see extreme volatility in indexes when they cross both above and below their 20 day highs or lows.  Many Hedge Funds us the Turtle Trading methods in their funds.

This table shows the current Turtle Trading Signals for tomorrow on the 50 most actively traded ETF’s. 

Security Name	Trend8	Ticker
Barclays High Yield Bond	Stay Short	JNK
BRIC IShares	Stay Long	BKF
Coal Power Shares	Stay Short	PKOL
DB Commodity Index	Stay Short	DBC
Diamond Trust DOW	Stay Short	DIA
Energy Select SPDR	New Long	XLE
Internet Holders	Stay Short	HHH
IPath India Index	Stay Long	INP
IShare Russell 2000	Stay Long	IWM
IShares 25 Index	Stay Long	FXI
IShares Australia	Stay Short	EWA
IShares Basic Materials	Stay Long	IYM
IShares DJ Real Estate	Stay Short	IYR
Ishares DJ Transportation	Stay Long	IYT
Ishares Emerging Markets	Stay Long	EEM
IShares Financial Sector	Stay Short	IYF
IShares Germany	Stay Short	EWG
IShares Hong Kong	Stay Short	EWH
IShares Latin America	Stay Short	ILF
IShares Mexico	Stay Long	EWW
IShares Mid Cap 400	Stay Short	IJH
IShares MSCI EAFE	Stay Short	EFA
IShares MSCI Japan	Stay Short	EWJ
IShares Pacific ex Japan	Stay Short	EPP
IShares S&P 500 Growth	Stay Short	IVW
Ishares S&P Small Cap 600	Stay Long	IJR
IShares Silver	Stay Long	SLV
IShares South Africa	Stay Short	EZA
IShares South Korea	Stay Long	EWY
IShares Taiwan	Stay Short	EWT
IShares United Kingdom	Stay Short	EWU
Oil Service Holders	Stay Short	OIH
Pharmaceutical Holders	Stay Short	PPH
PowerShares US Dollar Index	Stay Short	UUP
Russia	Stay Short	RSX
RYDEX S&P 500 Equal Weight	Stay Short	RSP
S&P 500	Stay Short	SPY
Semiconductor Holders	Stay Short	SMH
SPDR Consumer Descretionary	Stay Short	XLY
SPDR Consumer Staples	Stay Short	XLP
SPDR Gold Shares	Stay Long	GLD
SPDR Healthcare	Stay Short	XLV
SPDR Industrial Sector	Stay Short	XLI
SPDR International Real Estate	Stay Short	RWX
SPDR Materials	Stay Short	XLB
SPDR Metal & Mining	Stay Long	XME
SPDR Mid Cap	Stay Short	MDY
SPDR S&P Homebuilders	Stay Long	XHB
SPDR Technology	Stay Short	XLK
Steel Market Vector	Stay Short	SLX
US Oil	Stay Long	USO
Wisdom Tree Total Dividend	Stay Short	DTD

 

You should not trade any systematic trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing. This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the Turtle Trading System along with system performance rankings of other systematic trading plans.

There is No “Holy Grail” in trading systems. Do not use the Turtle Trading System or any other systematic trading system without proper research on the asset.

For questions on rule based, systematic trading, contact

mark@seleznovcapitaladvisors.com

www.seleznovcapitaladvisors.com

 

Systematic Trading Plan: Current 200 Day Moving Average Signals for March 28, 2011

I often mention that certain technical points, such as the 200 day moving average can serve as support or resistance.  Over the past week, they became support and many have bounced back up.

At Seleznov Capital Advisors we watch these key levels to see the Index breaks down or the trend continues up.  You can get these trading alerts nightly from our Daily Trading Signals Service.  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com

System Trader’s and Market Timing traders may use the 200 day Simple Moving Average as their trading plan. The 200 day moving average is basic technical analysis. It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.

Other widely followed moving averages are the 50 day moving average and the 100 day moving average. Some money managers will use these moving averages with a shorter moving average and use the cross of the shorter moving average above or below the longer moving average to generate trading signals. The Wall Street Journal displays a 65 Day Moving Average in their charts. The goal of two moving averages and even 3 moving averages is to eliminate whipsaws that often occur with moving averages as a technical analysis indicator.

 Why should you care about the signals produced with the 200 day moving average? There are so many people using the 200 day moving average, that we will often see extreme volatility in indexes when they cross both above and below the 200 day moving average.  It has been reported that Endowments like Harvard and Yale use the 200 Day Moving Average in modeling their portfolios.

The below chart shows the current 200 day simple moving average condition on over 50 most actively traded ETF’s. 

Security Name	Trend3	Ticker
Barclays High Yield Bond	Stay Long	JNK
BRIC IShares	Stay Long	BKF
Coal Power Shares	Stay Long	PKOL
DB Commodity Index	Stay Long	DBC
Diamond Trust DOW	Stay Long	DIA
Energy Select SPDR	Stay Long	XLE
Internet Holders	Stay Long	HHH
IPath India Index	Stay Short	INP
IShare Russell 2000	Stay Long	IWM
IShares 25 Index	Stay Long	FXI
IShares Australia	Stay Long	EWA
IShares Basic Materials	Stay Long	IYM
IShares DJ Real Estate	Stay Long	IYR
Ishares DJ Transportation	Stay Long	IYT
Ishares Emerging Markets	Stay Long	EEM
IShares Financial Sector	Stay Long	IYF
IShares Germany	Stay Long	EWG
IShares Hong Kong	Stay Long	EWH
IShares Latin America	Stay Long	ILF
IShares Mexico	Stay Long	EWW
IShares Mid Cap 400	Stay Long	IJH
IShares MSCI EAFE	Stay Long	EFA
IShares MSCI Japan	Stay Long	EWJ
IShares Pacific ex Japan	Stay Long	EPP
IShares S&P 500 Growth	Stay Long	IVW
Ishares S&P Small Cap 600	Stay Long	IJR
IShares Silver	Stay Long	SLV
IShares South Africa	Stay Long	EZA
IShares South Korea	Stay Long	EWY
IShares Taiwan	Stay Long	EWT
IShares United Kingdom	Stay Long	EWU
Oil Service Holders	Stay Long	OIH
Pharmaceutical Holders	Stay Long	PPH
PowerShares US Dollar Index	Stay Short	UUP
Russia	Stay Long	RSX
RYDEX S&P 500 Equal Weight	Stay Long	RSP
S&P 500	Stay Long	SPY
Semiconductor Holders	Stay Long	SMH
SPDR Consumer Descretionary	Stay Long	XLY
SPDR Consumer Staples	Stay Long	XLP
SPDR Gold Shares	Stay Long	GLD
SPDR Healthcare	Stay Long	XLV
SPDR Industrial Sector	Stay Long	XLI
SPDR International Real Estate	Stay Long	RWX
SPDR Materials	Stay Long	XLB
SPDR Metal & Mining	Stay Long	XME
SPDR Mid Cap	Stay Long	MDY
SPDR S&P Homebuilders	Stay Long	XHB
SPDR Technology	Stay Long	XLK
Steel Market Vector	Stay Long	SLX
US Oil	Stay Long	USO
Wisdom Tree Total Dividend	Stay Long	DTD

 

You should not trade any system trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing.  This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the 200 day moving average daily along with a number of other system trading plans.

There is No “Holy Grail” in trading systems. Do not use the 200 day SMA or any other system trading system without proper research on the asset.

For questions on rule based, system trading, contact

mark@seleznovcapitaladvisors.com

www.seleznovcapitaladvisors.com

 

System Trading Plan: Current 50 Day Moving Average Signals for March 25, 2011

There have been several whipsaws of the 50 day Moving Average Signal during the month.  There has many new Buy Signals today and in the past few days.

We track 29 trading plans and provide Daily Signals for 53 Indexes in our Daily Trading Signal Service  We monitor trading signals for 53 Indexes at www.seleznovcapitaladvisors.com  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com

System Trader’s and Market Timing traders may use the 50 day Simple Moving Average as their trading plan. The 50 day moving average is basic technical analysis. It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.

Other widely followed moving averages are the 100 day moving average and the 200 day moving average. Some money managers will use these moving averages with a shorter moving average and use the cross of the shorter moving average above or below the longer moving average to generate trading signals. The Wall Street Journal displays the 65 day moving average in their charts.  The goal of two moving averages and even 3 moving averages is to eliminate whipsaws that often occur with moving averages as a technical analysis indicator.

Why should you care about the signals produced with the 50 day moving average? There are so many people using the 50 day moving average, that we will often see extreme volatility in indexes when they cross both above and below the 50 day moving average.

The below table shows the current 50 day simple moving average condition on the 50 most actively traded ETF’s. 

Security Name	Trend2	Ticker
Barclays High Yield Bond	Stay Long	JNK
BRIC IShares	Stay Long	BKF
Coal Power Shares	Stay Long	PKOL
DB Commodity Index	Stay Long	DBC
Diamond Trust DOW	Stay Long	DIA
Energy Select SPDR	Stay Long	XLE
Internet Holders	Stay Short	HHH
IPath India Index	Stay Long	INP
IShare Russell 2000	Stay Long	IWM
IShares 25 Index	Stay Long	FXI
IShares Australia	New Long	EWA
IShares Basic Materials	Stay Long	IYM
IShares DJ Real Estate	New Long	IYR
Ishares DJ Transportation	Stay Long	IYT
Ishares Emerging Markets	Stay Long	EEM
IShares Financial Sector	Stay Short	IYF
IShares Germany	New Long	EWG
IShares Hong Kong	Stay Short	EWH
IShares Latin America	Stay Long	ILF
IShares Mexico	New Long	EWW
IShares Mid Cap 400	Stay Long	IJH
IShares MSCI EAFE	New Long	EFA
IShares MSCI Japan	Stay Short	EWJ
IShares Pacific ex Japan	New Long	EPP
IShares S&P 500 Growth	New Long	IVW
Ishares S&P Small Cap 600	Stay Long	IJR
IShares Silver	Stay Long	SLV
IShares South Africa	Stay Long	EZA
IShares South Korea	New Long	EWY
IShares Taiwan	Stay Short	EWT
IShares United Kingdom	New Long	EWU
Oil Service Holders	Stay Long	OIH
Pharmaceutical Holders	Stay Short	PPH
PowerShares US Dollar Index	Stay Short	UUP
Russia	Stay Long	RSX
RYDEX S&P 500 Equal Weight	New Long	RSP
S&P 500	New Long	SPY
Semiconductor Holders	Stay Short	SMH
SPDR Consumer Descretionary	New Long	XLY
SPDR Consumer Staples	Stay Long	XLP
SPDR Gold Shares	Stay Long	GLD
SPDR Healthcare	New Long	XLV
SPDR Industrial Sector	New Long	XLI
SPDR International Real Estate	New Long	RWX
SPDR Materials	Stay Long	XLB
SPDR Metal & Mining	Stay Long	XME
SPDR Mid Cap	Stay Long	MDY
SPDR S&P Homebuilders	Stay Long	XHB
SPDR Technology	Stay Short	XLK
Steel Market Vector	Stay Short	SLX
US Oil	Stay Long	USO
Wisdom Tree Total Dividend	New Long	DTD

 

You should not trade any system trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing.  This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the 50 day moving average daily along with a number of other system trading plans.

There is No “Holy Grail” in trading systems. Do not use the 50 day SMA or any other system trading system without proper research on the asset.

For questions on rule based, system trading, contact

mark@seleznovcapitaladvisors.com

www.seleznovcapitaladvisors.com

 

System Trading Plan: The Death Cross and Golden Cross of the 50 Day and 200 Day Moving Average Current 50-200 Day Moving Average Signals for March 24, 2011

A trend can last a long time.  The Golden Cross System keeps a trader in a trader for a long time.  Despite the losses over the past couple of weeks, all equity Indexes remain on Buy Signals.  Our dropping Dollar UUP, and India INP are the only Indexes of the 53 Indexes on a Sell.

The Golden Cross and Death Cross is a system covered in our Daily Trading Signals.  Its performance versus other trading systems is also tracked.  Signals are long term trend following and watched by most market technicians.  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com

 

The Golden Cross or Death Cross occurs when the 50 Day Moving Average crosses the 200 Day Moving Average.  When the 50 Day Moving Average is crossing from below the 200, it is called “Golden Cross”.  When the 50 Day Moving average crosses from above to below the 200 Day Moving Average it is called the “Death Cross”.  This system is a very long term trading system and is often very late on entry and exit.  It does have a fairly good track record with many Indexes and other assets.  It makes very few trades as compared to shorter term moving averages like the 50 Day Moving Average system.  It can produce disastrous results if used for every stock index, ETF, or stock.

Other widely followed moving averages are the 50 day moving average and the 100 day moving average. Some money managers will use these moving averages with a shorter moving average and use the cross of the shorter moving average above or below the longer moving average to generate trading signals. The Wall Street Journal displays a 65 Day Moving Average in their charts. The goal of two moving averages and even 3 moving averages is to eliminate whipsaws that often occur with moving averages as a technical analysis indicator.

 Why should you care about the signals produced with the 50-200 day moving average? There are so many people using the 50-200 day moving average, that we will often see extreme volatility in indexes when they cross both above and below the 50-200 day moving average. 

The table below shows the current 50-200 day simple moving average condition on the 50 most actively traded ETF’s. 

Security Name	Trend5	Ticker
Barclays High Yield Bond	Stay Long	JNK
BRIC IShares	Stay Long	BKF
Coal Power Shares	Stay Long	PKOL
DB Commodity Index	Stay Long	DBC
Diamond Trust DOW	Stay Long	DIA
Energy Select SPDR	Stay Long	XLE
Internet Holders	Stay Long	HHH
IPath India Index	Stay Short	INP
IShare Russell 2000	Stay Long	IWM
IShares 25 Index	Stay Long	FXI
IShares Australia	Stay Long	EWA
IShares Basic Materials	Stay Long	IYM
IShares DJ Real Estate	Stay Long	IYR
Ishares DJ Transportation	Stay Long	IYT
Ishares Emerging Markets	Stay Long	EEM
IShares Financial Sector	Stay Long	IYF
IShares Germany	Stay Long	EWG
IShares Hong Kong	Stay Long	EWH
IShares Latin America	Stay Long	ILF
IShares Mexico	Stay Long	EWW
IShares Mid Cap 400	Stay Long	IJH
IShares MSCI EAFE	Stay Long	EFA
IShares MSCI Japan	Stay Long	EWJ
IShares Pacific ex Japan	Stay Long	EPP
IShares S&P 500 Growth	Stay Long	IVW
Ishares S&P Small Cap 600	Stay Long	IJR
IShares Silver	Stay Long	SLV
IShares South Africa	Stay Long	EZA
IShares South Korea	Stay Long	EWY
IShares Taiwan	Stay Long	EWT
IShares United Kingdom	Stay Long	EWU
Oil Service Holders	Stay Long	OIH
Pharmaceutical Holders	Stay Long	PPH
PowerShares US Dollar Index	Stay Short	UUP
Russia	Stay Long	RSX
RYDEX S&P 500 Equal Weight	Stay Long	RSP
S&P 500	Stay Long	SPY
Semiconductor Holders	Stay Long	SMH
SPDR Consumer Descretionary	Stay Long	XLY
SPDR Consumer Staples	Stay Long	XLP
SPDR Gold Shares	Stay Long	GLD
SPDR Healthcare	Stay Long	XLV
SPDR Industrial Sector	Stay Long	XLI
SPDR International Real Estate	Stay Long	RWX
SPDR Materials	Stay Long	XLB
SPDR Metal & Mining	Stay Long	XME
SPDR Mid Cap	Stay Long	MDY
SPDR S&P Homebuilders	Stay Long	XHB
SPDR Technology	Stay Long	XLK
Steel Market Vector	Stay Long	SLX
US Oil	Stay Long	USO
Wisdom Tree Total Dividend	Stay Long	DTD

 

You should not trade any system trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing.  This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the 50-200 day moving cross system daily along with a number of other system trading plans.

There is No “Holy Grail” in trading systems. Do not use the 50-200 day SMA or any other system trading system without proper research on the asset.

For questions on rule based, system trading, contact

mark@seleznovcapitaladvisors.com

www.seleznovcapitaladvisors.com

 

Turtle Trading Market Timing System Signals for March 22, 2011

Last week’s action put most of the Indexes on Turtle Sell Signals.

Turtle Trading Systems use the highest high and lowest low of a certain number of days to generate signals.  One of the most popular parameters is the 20 day high and 20 day low of a stock or Index.  We use the 20 day high and low for our daily signals.  One advantage is that as prices move lower and the high of the last 20 days drops, the Turtle Trading System locks in profits.  You can also clearly see the point that you would close a trade and open a new one in the opposite direction.

You can receive nightly, Turtle Trading Signals for over 50 most active Indexes.  We track this popular trading method and 29 others at Seleznov Capital Advisors.  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com

One of the most popular Market Timing Trading Systems is known as the Turtle Trading System made popular by Richard Dennis and Richard Donchian.  It is an effective Breakout method used by many traders. 

It works best with trending assets and indexes.  It is used in futures trading, stock trading and Index trading by many.

It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.

There are many versions of the Turtle Trading System.  We follow and Track the 20 day high and 20 day low system on the most actively traded ETF’s and Indexes.  Daily Signals are available in our nightly Daily Trend Signal Service.

Some traders will fade, or trade against the Turtle Trading System Signals as many of them are false signals.  Why should you care about the signals produced with the Turtle Trading System? There are so many people using Turtle Trading, that we will often see extreme volatility in indexes when they cross both above and below their 20 day highs or lows.  Many Hedge Funds us the Turtle Trading methods in their funds.

This table shows the current Turtle Trading Signals for tomorrow on the 50 most actively traded ETF’s. 

Security Name	Trend8	Ticker
Barclays High Yield Bond	Stay Short	JNK
BRIC IShares	Stay Short	BKF
Coal Power Shares	Stay Short	PKOL
DB Commodity Index	Stay Short	DBC
Diamond Trust DOW	Stay Short	DIA
Energy Select SPDR	Stay Short	XLE
Internet Holders	Stay Short	HHH
IPath India Index	Stay Long	INP
IShare Russell 2000	Stay Short	IWM
IShares 25 Index	Stay Long	FXI
IShares Australia	Stay Short	EWA
IShares Basic Materials	Stay Short	IYM
IShares DJ Real Estate	Stay Short	IYR
Ishares DJ Transportation	Stay Short	IYT
Ishares Emerging Markets	Stay Short	EEM
IShares Financial Sector	Stay Short	IYF
IShares Germany	Stay Short	EWG
IShares Hong Kong	Stay Short	EWH
IShares Latin America	Stay Short	ILF
IShares Mexico	Stay Short	EWW
IShares Mid Cap 400	Stay Short	IJH
IShares MSCI EAFE	Stay Short	EFA
IShares MSCI Japan	Stay Short	EWJ
IShares Pacific ex Japan	Stay Short	EPP
IShares S&P 500 Growth	Stay Short	IVW
Ishares S&P Small Cap 600	Stay Short	IJR
IShares Silver	Stay Long	SLV
IShares South Africa	Stay Short	EZA
IShares South Korea	Stay Short	EWY
IShares Taiwan	Stay Short	EWT
IShares United Kingdom	Stay Short	EWU
NDX 100	Stay Short	QQQQ
Oil Service Holders	Stay Short	OIH
Pharmaceutical Holders	Stay Short	PPH
PowerShares US Dollar Index	Stay Short	UUP
Russia	Stay Short	RSX
RYDEX S&P 500 Equal Weight	Stay Short	RSP
S&P 500	Stay Short	SPY
Semiconductor Holders	Stay Short	SMH
SPDR Consumer Descretionary	Stay Short	XLY
SPDR Consumer Staples	Stay Short	XLP
SPDR Gold Shares	Stay Long	GLD
SPDR Healthcare	Stay Short	XLV
SPDR Industrial Sector	Stay Short	XLI
SPDR International Real Estate	Stay Short	RWX
SPDR Materials	Stay Short	XLB
SPDR Metal & Mining	Stay Short	XME
SPDR Mid Cap	Stay Short	MDY
SPDR S&P Homebuilders	Stay Short	XHB
SPDR Technology	Stay Short	XLK
Steel Market Vector	Stay Short	SLX
US Oil	Stay Long	USO
Wisdom Tree Total Dividend	Stay Short	DTD

 

You should not trade any systematic trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing. This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the Turtle Trading System along with system performance rankings of other systematic trading plans.

There is No “Holy Grail” in trading systems. Do not use the Turtle Trading System or any other systematic trading system without proper research on the asset.

For questions on rule based, systematic trading, contact

mark@seleznovcapitaladvisors.com

www.seleznovcapitaladvisors.com

 

Systematic Trading Plan: Current 200 Day Moving Average Signals for March 21, 2011

I often mention that certain technical points, such as the 200 day moving average can serve as support or resistance.  This week during the Japan crisis, a few Indexes moved below the 200 day moving average.  Many of these have recovered back in the past 2 days including the Japan EWJ Index. 

At Seleznov Capital Advisors we watch these key levels to see the Index breaks down or the trend continues up.  You can get these trading alerts nightly from our Daily Trading Signals Service.  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com

System Trader’s and Market Timing traders may use the 200 day Simple Moving Average as their trading plan. The 200 day moving average is basic technical analysis. It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.

Other widely followed moving averages are the 50 day moving average and the 100 day moving average. Some money managers will use these moving averages with a shorter moving average and use the cross of the shorter moving average above or below the longer moving average to generate trading signals. The Wall Street Journal displays a 65 Day Moving Average in their charts. The goal of two moving averages and even 3 moving averages is to eliminate whipsaws that often occur with moving averages as a technical analysis indicator.

 Why should you care about the signals produced with the 200 day moving average? There are so many people using the 200 day moving average, that we will often see extreme volatility in indexes when they cross both above and below the 200 day moving average.  It has been reported that Endowments like Harvard and Yale use the 200 Day Moving Average in modeling their portfolios.

The below chart shows the current 200 day simple moving average condition on over 50 most actively traded ETF’s. 

Security Name	Trend3	Ticker
Barclays High Yield Bond	Stay Long	JNK
BRIC IShares	New Long	BKF
Coal Power Shares	Stay Long	PKOL
DB Commodity Index	Stay Long	DBC
Diamond Trust DOW	Stay Long	DIA
Energy Select SPDR	Stay Long	XLE
Internet Holders	Stay Long	HHH
IPath India Index	Stay Short	INP
IShare Russell 2000	Stay Long	IWM
IShares 25 Index	Stay Short	FXI
IShares Australia	Stay Long	EWA
IShares Basic Materials	Stay Long	IYM
IShares DJ Real Estate	Stay Long	IYR
Ishares DJ Transportation	Stay Long	IYT
Ishares Emerging Markets	Stay Long	EEM
IShares Financial Sector	Stay Long	IYF
IShares Germany	Stay Long	EWG
IShares Hong Kong	New Long	EWH
IShares Latin America	Stay Long	ILF
IShares Mexico	Stay Long	EWW
IShares Mid Cap 400	Stay Long	IJH
IShares MSCI EAFE	Stay Long	EFA
IShares MSCI Japan	New Long	EWJ
IShares Pacific ex Japan	Stay Long	EPP
IShares S&P 500 Growth	Stay Long	IVW
Ishares S&P Small Cap 600	Stay Long	IJR
IShares Silver	Stay Long	SLV
IShares South Africa	Stay Long	EZA
IShares South Korea	Stay Long	EWY
IShares Taiwan	Stay Long	EWT
IShares United Kingdom	Stay Long	EWU
NDX 100	Stay Long	QQQQ
Oil Service Holders	Stay Long	OIH
Pharmaceutical Holders	Stay Long	PPH
PowerShares US Dollar Index	Stay Short	UUP
Russia	Stay Long	RSX
RYDEX S&P 500 Equal Weight	Stay Long	RSP
S&P 500	Stay Long	SPY
Semiconductor Holders	Stay Long	SMH
SPDR Consumer Descretionary	Stay Long	XLY
SPDR Consumer Staples	Stay Long	XLP
SPDR Gold Shares	Stay Long	GLD
SPDR Healthcare	Stay Long	XLV
SPDR Industrial Sector	Stay Long	XLI
SPDR International Real Estate	New Long	RWX
SPDR Materials	Stay Long	XLB
SPDR Metal & Mining	Stay Long	XME
SPDR Mid Cap	Stay Long	MDY
SPDR S&P Homebuilders	Stay Long	XHB
SPDR Technology	Stay Long	XLK
Steel Market Vector	Stay Long	SLX
US Oil	Stay Long	USO
Wisdom Tree Total Dividend	Stay Long	DTD

 

You should not trade any system trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing.  This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the 200 day moving average daily along with a number of other system trading plans.

There is No “Holy Grail” in trading systems. Do not use the 200 day SMA or any other system trading system without proper research on the asset.

For questions on rule based, system trading, contact

mark@seleznovcapitaladvisors.com

www.seleznovcapitaladvisors.com

 

System Trading Plan: Current 50 Day Moving Average Signals for March 18, 2011

There have been several whipsaws of the 50 day Moving Average Signal during this Middle East turmoil.  The Japan earthquake and other issues are causing several whipsaws.  There new Buys today, reversing Sells of just the other day.  Be careful using this indicator.  This indicator is the shortest to look at to determine Trend and will sometimes provide false signals. 

We track 29 trading plans and provide Daily Signals for 53 Indexes in our Daily Trading Signal Service  We monitor trading signals for 53 Indexes at www.seleznovcapitaladvisors.com  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com

System Trader’s and Market Timing traders may use the 50 day Simple Moving Average as their trading plan. The 50 day moving average is basic technical analysis. It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.

Other widely followed moving averages are the 100 day moving average and the 200 day moving average. Some money managers will use these moving averages with a shorter moving average and use the cross of the shorter moving average above or below the longer moving average to generate trading signals. The Wall Street Journal displays the 65 day moving average in their charts.  The goal of two moving averages and even 3 moving averages is to eliminate whipsaws that often occur with moving averages as a technical analysis indicator.

Why should you care about the signals produced with the 50 day moving average? There are so many people using the 50 day moving average, that we will often see extreme volatility in indexes when they cross both above and below the 50 day moving average.

The below table shows the current 50 day simple moving average condition on the 50 most actively traded ETF’s. 

Security Name	Trend2	Ticker
Barclays High Yield Bond	Stay Short	JNK
BRIC IShares	Stay Short	BKF
Coal Power Shares	Stay Short	PKOL
DB Commodity Index	New Long	DBC
Diamond Trust DOW	Stay Short	DIA
Energy Select SPDR	Stay Long	XLE
Internet Holders	Stay Short	HHH
IPath India Index	Stay Short	INP
IShare Russell 2000	Stay Short	IWM
IShares 25 Index	Stay Short	FXI
IShares Australia	Stay Short	EWA
IShares Basic Materials	Stay Short	IYM
IShares DJ Real Estate	Stay Short	IYR
Ishares DJ Transportation	Stay Short	IYT
Ishares Emerging Markets	Stay Short	EEM
IShares Financial Sector	Stay Short	IYF
IShares Germany	Stay Short	EWG
IShares Hong Kong	Stay Short	EWH
IShares Latin America	Stay Short	ILF
IShares Mexico	Stay Short	EWW
IShares Mid Cap 400	Stay Short	IJH
IShares MSCI EAFE	Stay Short	EFA
IShares MSCI Japan	Stay Short	EWJ
IShares Pacific ex Japan	Stay Short	EPP
IShares S&P 500 Growth	Stay Short	IVW
Ishares S&P Small Cap 600	Stay Short	IJR
IShares Silver	Stay Long	SLV
IShares South Africa	Stay Short	EZA
IShares South Korea	Stay Short	EWY
IShares Taiwan	Stay Short	EWT
IShares United Kingdom	Stay Short	EWU
NDX 100	Stay Short	QQQQ
Oil Service Holders	New Long	OIH
Pharmaceutical Holders	Stay Short	PPH
PowerShares US Dollar Index	Stay Short	UUP
Russia	New Long	RSX
RYDEX S&P 500 Equal Weight	Stay Short	RSP
S&P 500	Stay Short	SPY
Semiconductor Holders	Stay Short	SMH
SPDR Consumer Descretionary	Stay Short	XLY
SPDR Consumer Staples	Stay Short	XLP
SPDR Gold Shares	Stay Long	GLD
SPDR Healthcare	Stay Short	XLV
SPDR Industrial Sector	Stay Short	XLI
SPDR International Real Estate	Stay Short	RWX
SPDR Materials	Stay Short	XLB
SPDR Metal & Mining	Stay Short	XME
SPDR Mid Cap	Stay Short	MDY
SPDR S&P Homebuilders	Stay Short	XHB
SPDR Technology	Stay Short	XLK
Steel Market Vector	Stay Short	SLX
US Oil	Stay Long	USO
Wisdom Tree Total Dividend	Stay Short	DTD

 

You should not trade any system trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing.  This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the 50 day moving average daily along with a number of other system trading plans.

There is No “Holy Grail” in trading systems. Do not use the 50 day SMA or any other system trading system without proper research on the asset.

For questions on rule based, system trading, contact

mark@seleznovcapitaladvisors.com

www.seleznovcapitaladvisors.com

 

System Trading Plan: The Death Cross and Golden Cross of the 50 Day and 200 Day Moving Average Current 50-200 Day Moving Average Signals for March 17, 2011

A trend can last a long time.  The Golden Cross System keeps a trader in a trader for a long time.  Despite the losses over the past week, all equity Indexes remain on Buy Signals.  Our dropping Dollar UUP, is the only one of the 53 Indexes on a Sell.

The Golden Cross and Death Cross is a system covered in our Daily Trading Signals.  Its performance versus other trading systems is also tracked.  Signals are long term trend following and watched by most market technicians.  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com

 

The Golden Cross or Death Cross occurs when the 50 Day Moving Average crosses the 200 Day Moving Average.  When the 50 Day Moving Average is crossing from below the 200, it is called “Golden Cross”.  When the 50 Day Moving average crosses from above to below the 200 Day Moving Average it is called the “Death Cross”.  This system is a very long term trading system and is often very late on entry and exit.  It does have a fairly good track record with many Indexes and other assets.  It makes very few trades as compared to shorter term moving averages like the 50 Day Moving Average system.  It can produce disastrous results if used for every stock index, ETF, or stock.

Other widely followed moving averages are the 50 day moving average and the 100 day moving average. Some money managers will use these moving averages with a shorter moving average and use the cross of the shorter moving average above or below the longer moving average to generate trading signals. The Wall Street Journal displays a 65 Day Moving Average in their charts. The goal of two moving averages and even 3 moving averages is to eliminate whipsaws that often occur with moving averages as a technical analysis indicator.

 Why should you care about the signals produced with the 50-200 day moving average? There are so many people using the 50-200 day moving average, that we will often see extreme volatility in indexes when they cross both above and below the 50-200 day moving average. 

The table below shows the current 50-200 day simple moving average condition on the 50 most actively traded ETF’s. 

Security Name	Trend5	Ticker
Barclays High Yield Bond	Stay Long	JNK
BRIC IShares	Stay Long	BKF
Coal Power Shares	Stay Long	PKOL
DB Commodity Index	Stay Long	DBC
Diamond Trust DOW	Stay Long	DIA
Energy Select SPDR	Stay Long	XLE
Internet Holders	Stay Long	HHH
IPath India Index	Stay Short	INP
IShare Russell 2000	Stay Long	IWM
IShares 25 Index	Stay Long	FXI
IShares Australia	Stay Long	EWA
IShares Basic Materials	Stay Long	IYM
IShares DJ Real Estate	Stay Long	IYR
Ishares DJ Transportation	Stay Long	IYT
Ishares Emerging Markets	Stay Long	EEM
IShares Financial Sector	Stay Long	IYF
IShares Germany	Stay Long	EWG
IShares Hong Kong	Stay Long	EWH
IShares Latin America	Stay Long	ILF
IShares Mexico	Stay Long	EWW
IShares Mid Cap 400	Stay Long	IJH
IShares MSCI EAFE	Stay Long	EFA
IShares MSCI Japan	Stay Long	EWJ
IShares Pacific ex Japan	Stay Long	EPP
IShares S&P 500 Growth	Stay Long	IVW
Ishares S&P Small Cap 600	Stay Long	IJR
IShares Silver	Stay Long	SLV
IShares South Africa	Stay Long	EZA
IShares South Korea	Stay Long	EWY
IShares Taiwan	Stay Long	EWT
IShares United Kingdom	Stay Long	EWU
NDX 100	Stay Long	QQQQ
Oil Service Holders	Stay Long	OIH
Pharmaceutical Holders	Stay Long	PPH
PowerShares US Dollar Index	Stay Short	UUP
Russia	Stay Long	RSX
RYDEX S&P 500 Equal Weight	Stay Long	RSP
S&P 500	Stay Long	SPY
Semiconductor Holders	Stay Long	SMH
SPDR Consumer Descretionary	Stay Long	XLY
SPDR Consumer Staples	Stay Long	XLP
SPDR Gold Shares	Stay Long	GLD
SPDR Healthcare	Stay Long	XLV
SPDR Industrial Sector	Stay Long	XLI
SPDR International Real Estate	Stay Long	RWX
SPDR Materials	Stay Long	XLB
SPDR Metal & Mining	Stay Long	XME
SPDR Mid Cap	Stay Long	MDY
SPDR S&P Homebuilders	Stay Long	XHB
SPDR Technology	Stay Long	XLK
Steel Market Vector	Stay Long	SLX
US Oil	Stay Long	USO
Wisdom Tree Total Dividend	Stay Long	DTD

You should not trade any system trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing.  This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the 50-200 day moving cross system daily along with a number of other system trading plans.

There is No “Holy Grail” in trading systems. Do not use the 50-200 day SMA or any other system trading system without proper research on the asset.

For questions on rule based, system trading, contact

mark@seleznovcapitaladvisors.com

www.seleznovcapitaladvisors.com

 

Turtle Trading Market Timing System Signals for March 16, 2011

The Japan earthquake, tsunami, and nuclear problems have had its toll technically on Turtle Traders.  More and more of our 53 Indexes are on Sell Signals or gave Sell Signals at today’s close.

Turtle Trading Systems use the highest high and lowest low of a certain number of days to generate signals.  One of the most popular parameters is the 20 day high and 20 day low of a stock or Index.  We use the 20 day high and low for our daily signals.  One advantage is that as prices move lower and the high of the last 20 days drops, the Turtle Trading System locks in profits.  You can also clearly see the point that you would close a trade and open a new one in the opposite direction.

You can receive nightly, Turtle Trading Signals for over 50 most active Indexes.  We track this popular trading method and 29 others at Seleznov Capital Advisors.  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com

One of the most popular Market Timing Trading Systems is known as the Turtle Trading System made popular by Richard Dennis and Richard Donchian.  It is an effective Breakout method used by many traders. 

It works best with trending assets and indexes.  It is used in futures trading, stock trading and Index trading by many.

It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.

There are many versions of the Turtle Trading System.  We follow and Track the 20 day high and 20 day low system on the most actively traded ETF’s and Indexes.  Daily Signals are available in our nightly Daily Trend Signal Service.

Some traders will fade, or trade against the Turtle Trading System Signals as many of them are false signals.  Why should you care about the signals produced with the Turtle Trading System? There are so many people using Turtle Trading, that we will often see extreme volatility in indexes when they cross both above and below their 20 day highs or lows.  Many Hedge Funds us the Turtle Trading methods in their funds.

This table shows the current Turtle Trading Signals for tomorrow on the 50 most actively traded ETF’s. 

Security Name	Trend8	Ticker
Barclays High Yield Bond	Stay Short	JNK
BRIC IShares	New Short	BKF
Coal Power Shares	Stay Short	PKOL
DB Commodity Index	New Short	DBC
Diamond Trust DOW	Stay Short	DIA
Energy Select SPDR	New Short	XLE
Internet Holders	Stay Short	HHH
IPath India Index	Stay Long	INP
IShare Russell 2000	Stay Short	IWM
IShares 25 Index	Stay Long	FXI
IShares Australia	Stay Short	EWA
IShares Basic Materials	Stay Short	IYM
IShares DJ Real Estate	New Short	IYR
Ishares DJ Transportation	Stay Short	IYT
Ishares Emerging Markets	Stay Long	EEM
IShares Financial Sector	Stay Short	IYF
IShares Germany	Stay Short	EWG
IShares Hong Kong	Stay Short	EWH
IShares Latin America	New Short	ILF
IShares Mexico	Stay Short	EWW
IShares Mid Cap 400	New Short	IJH
IShares MSCI EAFE	Stay Short	EFA
IShares MSCI Japan	Stay Short	EWJ
IShares Pacific ex Japan	Stay Short	EPP
IShares S&P 500 Growth	Stay Short	IVW
Ishares S&P Small Cap 600	New Short	IJR
IShares Silver	Stay Long	SLV
IShares South Africa	New Short	EZA
IShares South Korea	Stay Short	EWY
IShares Taiwan	Stay Short	EWT
IShares United Kingdom	Stay Short	EWU
NDX 100	Stay Short	QQQQ
Oil Service Holders	Stay Short	OIH
Pharmaceutical Holders	New Short	PPH
PowerShares US Dollar Index	Stay Short	UUP
Russia	New Short	RSX
RYDEX S&P 500 Equal Weight	Stay Short	RSP
S&P 500	Stay Short	SPY
Semiconductor Holders	Stay Short	SMH
SPDR Consumer Descretionary	New Short	XLY
SPDR Consumer Staples	New Short	XLP
SPDR Gold Shares	Stay Long	GLD
SPDR Healthcare	New Short	XLV
SPDR Industrial Sector	New Short	XLI
SPDR International Real Estate	Stay Short	RWX
SPDR Materials	Stay Short	XLB
SPDR Metal & Mining	Stay Short	XME
SPDR Mid Cap	New Short	MDY
SPDR S&P Homebuilders	Stay Short	XHB
SPDR Technology	Stay Short	XLK
Steel Market Vector	Stay Short	SLX
US Oil	Stay Long	USO
Wisdom Tree Total Dividend	New Short	DTD

 

You should not trade any systematic trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing. This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the Turtle Trading System along with system performance rankings of other systematic trading plans.

There is No “Holy Grail” in trading systems. Do not use the Turtle Trading System or any other systematic trading system without proper research on the asset.

For questions on rule based, systematic trading, contact

mark@seleznovcapitaladvisors.com

www.seleznovcapitaladvisors.com

 

Systematic Trading Plan: Current 200 Day Moving Average Signals for March 15, 2011

The India ETF, INP and the Dollar, UUP have been below their 200 day moving average. The Japan EWJ today joins them as closing below its 200 day moving average.   The rest of our 53 Index remain above.   

At Seleznov Capital Advisors we watch these key levels to see the Index breaks down or the trend continues up.  You can get these trading alerts nightly from our Daily Trading Signals Service.  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com

System Trader’s and Market Timing traders may use the 200 day Simple Moving Average as their trading plan. The 200 day moving average is basic technical analysis. It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.

Other widely followed moving averages are the 50 day moving average and the 100 day moving average. Some money managers will use these moving averages with a shorter moving average and use the cross of the shorter moving average above or below the longer moving average to generate trading signals. The Wall Street Journal displays a 65 Day Moving Average in their charts. The goal of two moving averages and even 3 moving averages is to eliminate whipsaws that often occur with moving averages as a technical analysis indicator.

 Why should you care about the signals produced with the 200 day moving average? There are so many people using the 200 day moving average, that we will often see extreme volatility in indexes when they cross both above and below the 200 day moving average.  It has been reported that Endowments like Harvard and Yale use the 200 Day Moving Average in modeling their portfolios.

The below chart shows the current 200 day simple moving average condition on over 50 most actively traded ETF’s. 

Security Name	Trend3	Ticker
Barclays High Yield Bond	Stay Long	JNK
BRIC IShares	Stay Long	BKF
Coal Power Shares	Stay Long	PKOL
DB Commodity Index	Stay Long	DBC
Diamond Trust DOW	Stay Long	DIA
Energy Select SPDR	Stay Long	XLE
Internet Holders	Stay Long	HHH
IPath India Index	Stay Short	INP
IShare Russell 2000	Stay Long	IWM
IShares 25 Index	Stay Long	FXI
IShares Australia	Stay Long	EWA
IShares Basic Materials	Stay Long	IYM
IShares DJ Real Estate	Stay Long	IYR
Ishares DJ Transportation	Stay Long	IYT
Ishares Emerging Markets	Stay Long	EEM
IShares Financial Sector	Stay Long	IYF
IShares Germany	Stay Long	EWG
IShares Hong Kong	Stay Long	EWH
IShares Latin America	Stay Long	ILF
IShares Mexico	Stay Long	EWW
IShares Mid Cap 400	Stay Long	IJH
IShares MSCI EAFE	Stay Long	EFA
IShares MSCI Japan	New Short	EWJ
IShares Pacific ex Japan	Stay Long	EPP
IShares S&P 500 Growth	Stay Long	IVW
Ishares S&P Small Cap 600	Stay Long	IJR
IShares Silver	Stay Long	SLV
IShares South Africa	Stay Long	EZA
IShares South Korea	Stay Long	EWY
IShares Taiwan	Stay Long	EWT
IShares United Kingdom	Stay Long	EWU
NDX 100	Stay Long	QQQQ
Oil Service Holders	Stay Long	OIH
Pharmaceutical Holders	Stay Long	PPH
PowerShares US Dollar Index	Stay Short	UUP
Russia	Stay Long	RSX
RYDEX S&P 500 Equal Weight	Stay Long	RSP
S&P 500	Stay Long	SPY
Semiconductor Holders	Stay Long	SMH
SPDR Consumer Descretionary	Stay Long	XLY
SPDR Consumer Staples	Stay Long	XLP
SPDR Gold Shares	Stay Long	GLD
SPDR Healthcare	Stay Long	XLV
SPDR Industrial Sector	Stay Long	XLI
SPDR International Real Estate	Stay Long	RWX
SPDR Materials	Stay Long	XLB
SPDR Metal & Mining	Stay Long	XME
SPDR Mid Cap	Stay Long	MDY
SPDR S&P Homebuilders	Stay Long	XHB
SPDR Technology	Stay Long	XLK
Steel Market Vector	Stay Long	SLX
US Oil	Stay Long	USO
Wisdom Tree Total Dividend	Stay Long	DTD

 

You should not trade any system trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing.  This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the 200 day moving average daily along with a number of other system trading plans.

There is No “Holy Grail” in trading systems. Do not use the 200 day SMA or any other system trading system without proper research on the asset.

For questions on rule based, system trading, contact

mark@seleznovcapitaladvisors.com

www.seleznovcapitaladvisors.com