S&P 500 Sector ETF Momentum Rankings

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

  1. I decided a 7-day Average Directional Index will hardly ever steer me wrong and usually I can find something with a Buy signal.

    Screen Shot 04-08-20 at 08.08 PM.PNG
    Screen Shot 04-08-20 at 08.09 PM.PNG
     
    #301     Apr 8, 2020
  2. I combined the 252-day system with the 7-day system.

    Screen Shot 04-09-20 at 08.23 PM.PNG
    Screen Shot 04-09-20 at 08.24 PM.PNG
     
    #302     Apr 9, 2020
  3. I took out the 252-day/Weighted Alpha part of it. I figured I don't need it and can profit off of a lot of bottom-feeders if I know how to read an Ultimate Oscillator MACD.

    Screen Shot 04-10-20 at 11.04 AM 001.PNG
     
    #303     Apr 10, 2020
  4. The MACD wasn't as good at revealing overbought conditions as I would have liked, so I switched to RSI for RSI divergence.

    Screen Shot 04-11-20 at 10.34 PM.PNG
     
    #304     Apr 11, 2020
  5. For a screened stock or watchlist-approved ETF with a positive Weighted Alpha and a green-bar AO and a 7-day ADX Buy, sell a put at least one standard deviation OTM. Stocks or ETFs more than two standard deviations above the 252-day smoothed moving average are overbought and should have puts sold at least two standard deviations OTM. SPY, because it expires more than once per week and is almost foolproof to make money on if you go far enough OTM, may have a put sold on it with negative Weighted Alpha IF the 7-day ADX is Buy AND the AO has a green bar.

    Screen Shot 04-12-20 at 09.18 AM.PNG Screen Shot 04-12-20 at 09.19 AM.PNG
     
    #305     Apr 12, 2020
  6. I felt the Awesome Oscillator was unnecessary and took it out. I think I'll sell puts on the stock index ETFs when they qualify and when they don't I'll sell puts on high-volume stocks that qualify. I'm trying to get narrow bid-ask spreads and be more professional.

    Screen Shot 04-15-20 at 05.13 PM.PNG
     
    #306     Apr 15, 2020
  7. I think I've been giving positive Weighted Alpha too much credit. Stocks or ETFs below the 252-day smoothed moving average with a 7-day ADX Buy can be safer than stocks above the 252-day smoothed moving average with a 7-day ADX Buy because the 252-day smoothed moving average tends to be a magnet to a stock or ETF with a 7-day ADX Buy and it’s better to be drawn upward than to be drawn downward, and a stock or ETF can be in the bottom LRCs for only so long.
     
    #307     Apr 18, 2020
  8. I dumped the Weighted Alpha/252-day Smoothed Moving Average. Sell at least one standard deviation OTM for a 7-day ADX Buy, sell at least two standard deviations OTM for a 7-day ADX Sell. You can kind of tell from price behavior and the LRCs if a stock or ETF is overbought or oversold. SPY should be traded whenever it will be profitable enough.
     
    #308     Apr 19, 2020
  9. I switched from 7-day ADX to True Strength Index 56,28,14 (double reverse Ultimate Oscillator setting).

    TRI could have kept you out of IWM before the crash.

    Screen Shot 04-21-20 at 08.48 PM.PNG

    TRI wouldn't have kept you out of QQQ before the crash? Wait, QQQ was getting kind of overbought on the LRCs and there was some Awesome Oscillator divergence on the TRI.

    Screen Shot 04-21-20 at 08.57 PM.PNG

    It was possible to screen for candidates during the crash.

    Screen Shot 04-21-20 at 09.10 PM.PNG

    But be skeptical of stocks and ETFs that have a bearish tendency.

    Screen Shot 04-21-20 at 08.52 PM.PNG
     
    #309     Apr 21, 2020
  10. 28,28,28 TSI seems to show divergence better than 56,28,14 TSI.

    Screen Shot 04-25-20 at 04.04 PM.PNG
    Screen Shot 04-25-20 at 04.10 PM.PNG
     
    #310     Apr 25, 2020