S&P 500 Sector ETF Momentum Rankings

Discussion in 'ETFs' started by AndersenBands, May 3, 2018.

  1. Mean Reversion trading system.

    Screen Shot 11-30-18 at 01.53 PM.PNG Screen Shot 11-30-18 at 01.54 PM.PNG Screen Shot 11-30-18 at 01.55 PM 001.PNG Screen Shot 11-30-18 at 01.55 PM.PNG Screen Shot 11-30-18 at 01.56 PM.PNG Screen Shot 11-30-18 at 01.57 PM.PNG
     
    #151     Nov 30, 2018
  2. 14-day RSI screens finer than 9-day RSI.

    Screen Shot 12-02-18 at 02.54 PM.PNG
     
    #152     Dec 2, 2018
  3. S&P 500 Sector ETF Long-Term Momentum Rankings:

    $XLRE $XLP $XLU $XLV $XLF $XLY $XLB $XLI $XLK $XLE

    Short-Term Momentum Rankings:

    $XLV $XLRE $XLU $XLP $XLI $XLF $XLY $XLB $XLK $XLE



    [​IMG]
     
    #153     Dec 3, 2018
  4. I got tired of trying to beat the system trading options like hot potatoes and hoping for profits instead of losses. I decided to build a portfolio of collars.

    Screen Shot 12-03-18 at 08.18 PM.PNG
    Screen Shot 12-03-18 at 08.18 PM 001.PNG Screen Shot 12-03-18 at 08.22 PM.PNG
     
    #154     Dec 3, 2018
  5. I kept the chart but changed the screener criteria. ETFs rather can't compete with stocks, so I quit trading ETFs.

    Screen Shot 12-04-18 at 06.19 PM.PNG Screen Shot 12-04-18 at 06.19 PM 001.PNG
     
    #155     Dec 4, 2018
  6. Collar strategy based on Radioactive Trading principles.

    You can collar any optionable stock there is, but try to buy the most bullish stocks and sell calls at the highest premium rates possible and buy ITM puts and buy more shares at low prices. There’s no selling of stocks except a stock that you own that you can’t pencil out any longer. You generally buy the married put further out in time ITM and sell calls repeatedly nearer in in time OTM, but this can vary. It can be better to sell a call in the same far month as the put purchase. It can be better to buy the put in the same near month as a call sale. It can be better to not sell a call at all. There’s no screener because you should go to Most Active Options (stocks and ETFs) and pick out one with green 200-day SMA, green 36-month beta, green weighted alpha and 100-day RSI over 50%.

    Screen Shot 12-05-18 at 03.02 PM 001.PNG Screen Shot 12-05-18 at 03.02 PM.PNG
     
    #156     Dec 5, 2018
  7. S&P 500 Sector ETF Long-Term Momentum Rankings:

    $XLRE $XLP $XLU $XLV $XLF $XLY $XLB $XLI $XLK $XLE

    Short-Term Momentum Rankings:

    $XLV $XLRE $XLU $XLP $XLI $XLF $XLY $XLB $XLK $XLE



    [​IMG]
     
    #157     Dec 5, 2018
  8. It's tough finding workable collars, especially great-paying ones, and ETFs largely can't compete against stocks, I found that out by buying XLV and the payout is small, couldn't make XLU pay out at all, UNG looks like it's about the only good ETF now, but I really like the looks of CRC and SQ.

    Screen Shot 12-06-18 at 08.20 PM.PNG Screen Shot 12-06-18 at 08.21 PM.PNG Screen Shot 12-06-18 at 08.23 PM.PNG Screen Shot 12-06-18 at 08.24 PM.PNG
     
    #158     Dec 6, 2018
  9. It seems if it has ultra-high volume and ultra-high 36-month beta and a high IV, there's a good chance you can pencil out a good collar.

    Screen Shot 12-08-18 at 11.22 AM 002.PNG
    Screen Shot 12-08-18 at 11.23 AM.PNG
    Screen Shot 12-08-18 at 11.22 AM.PNG
    Screen Shot 12-08-18 at 11.22 AM 001.PNG
     
    #159     Dec 8, 2018
  10. I made a few changes for scalping. Not that it's that big a deal for a buy-and-hold guy like me.

    Screen Shot 12-14-18 at 04.00 PM.PNG
    Screen Shot 12-14-18 at 04.04 PM.PNG
    Screen Shot 12-14-18 at 04.05 PM.PNG
     
    #160     Dec 14, 2018