S&P 500 Sector ETF Momentum Rankings

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

  1. Screen Shot 03-14-20 at 12.33 PM.PNG
    The bull put spread run is dying. Open a bear call spread above 70.65 if you can.

    Screen Shot 03-14-20 at 12.34 PM.PNG
    The bear call spread run is dying. Open a bull put spread below 33.53 if you can.

    Screen Shot 03-14-20 at 12.36 PM.PNG
    The bull put spread run is dying. Open a bear call spread above 50.10 if you can.

    Screen Shot 03-14-20 at 12.37 PM.PNG
    The bear call spread run is dying. Open a bull put spread below 40.32 if you can.

    Screen Shot 03-14-20 at 12.38 PM.PNG
    The bull put spread run is dying. Open a bear call spread above 55.26 if you can.
     
    #281     Mar 14, 2020
  2. The 34,5,34 MACD above the chart represents bear calls. The 5,34,34 MACD below the chart represents bull puts. The 7-day Average Directional Indicator gives a rough idea whether to be bear or bull.

    Screen Shot 03-15-20 at 06.18 PM.PNG
    Screen Shot 03-15-20 at 06.20 PM.PNG
     
    #282     Mar 15, 2020
  3. It turned out my SPY naked puts would have expired OTM, but credit spreads seem safer than the wheel in these extreme conditions if you don't get whipsawed into assignment. The 600-day Linear Regression Channels have tended to hold their own so far, so I put them back on the chart. I figure I should open a credit spread two-and-a-half LRC lanes OTM. I put in an 18,36,15 MarketVolume Awesome Oscillator, which I figure is about the most foolproof way of reading the market.

    Screen Shot 03-16-20 at 07.34 PM.PNG
    Notice on SPY that the 18,36,15 showed bearish red well ahead of the coronavirus crash.

    Screen Shot 03-16-20 at 07.36 PM.PNG
    Notice on MSFT that the 18,36,15 showed bullish green not long before the coronavirus crash. However, notice that the price was extremely bullish on the LRCs.

    Screen Shot 03-16-20 at 07.37 PM.PNG
    Notice on WFC that the 18,36,15 showed bullish green not long before the coronavirus crash. However, notice that the MACD was not likely to reach the zero line.
     
    #283     Mar 16, 2020
  4. If the 5,34,34 says to, open a bull put spread if profitable below the most reasonable Band or MA and if the 34,5,34 says to, open a bear call spread if profitable above the most reasonable Band or MA. Sometimes you just have to take a loss due to trend fading or a black swan event.

    Screen Shot 03-18-20 at 12.38 PM.PNG
     
    #284     Mar 18, 2020
  5. I put the Linear Regression Channels back in. Often a little more than one standard deviation OTM is enough, especially if you use very-low-alpha stocks.

    Screen Shot 03-18-20 at 07.07 PM.PNG
    Screen Shot 03-18-20 at 07.03 PM.PNG
     
    #285     Mar 18, 2020
  6. I put in a new Barchart color-coded Awesome Oscillator at 50,20,1. The red bars represent bear calls and the green bars represent bull puts. If a suggested trade doesn’t make sense to you, just find a different trade that does make sense to you.

    Screen Shot 03-19-20 at 02.51 PM.PNG
    Screen Shot 03-19-20 at 02.59 PM.PNG
     
    #286     Mar 19, 2020
  7. Since the wheel strategy seems to hold up, I started using it again to balance the bear call spreads. I decided the best stuff to trade is the highest-volume stuff. Liquidity trumps all.
     
    #287     Mar 20, 2020
  8. The MACD 52,91,91 (Ichimoku cloud oscillator) must be interpreted like a MACD 5,34,34 and gives a sense of overbought and oversold.

    Screen Shot 03-20-20 at 07.28 PM.PNG
    Screen Shot 03-20-20 at 07.40 PM.PNG
     
    #288     Mar 20, 2020
  9. The AO 52,91,1 sort of demonstrates what the MACD 52,91,91 says. One should have participated in the 11/21/19 through 2/21/20 bull market with the realization that it is likely overbought all along. One and one-half standard deviations OTM on the LRC is often far enough except for extra-volatile markets and black swan events.

    Screen Shot 03-21-20 at 10.41 AM.PNG
     
    #289     Mar 21, 2020
  10. Oh, I've just been fooling myself: of course there's no better oscillator than a 5,34,34 MACD.

    Screen Shot 03-22-20 at 02.25 PM.PNG
     
    #290     Mar 22, 2020