samitrading

SPX & S&P 600 & RUSSEL 2000,which is a leading indicator "2.0"

samitrading 已更新   
TVC:SPX   S&P 500
Indexes "Band of Brothers Edition 2.0 " Decoding the relation!!!

(No copyrights here feel free to redistribute and spread the knowledge)

In a nutshell, divergences between small caps and SP500 index has a kind of
leading volatility relation " Heads up" kind of a signal !!!

*** When you see minus " -.59 / -.62 " Divergence's reading between SPX & SLY
You need to be out of the market period.
*** When you see minus " -.48/ -.65 " on RUSSELL 2000'S INDEX you need to be out
of the market period.
*** SPX 600 has 10 signals Vs. 7 for RUSSEL. ( 3 more signals for SP600)
***SPX 600 has 4 lagging signals VS. 6 for RUSSEL 2000. ( 2 less lagging signals)
*** SPX 600 has a Median of 36 days Vs. 57 for RUSSEL 2000. ( SP600 better Median)
*** ETFs are slightly better than indexes in the sense that they are more "SENSETIVE.

-----------------------------------------DATA-------------------------------------------------------------------
Lagging Lagging # SINGNALS # SINGNALS MED.RUS Med.SPX russel spx 600
6 4 6 10 57 36.5 62 2 Percentage SPX'S DAYS FOR A PULLBACK RUSSELL 2000 SPX'S DAYS FOR A PULLBACK S&P SMALL CAP 600
61 36 10% Laggeing by 3 days 2 Days heads up
36 13 35% NO SIGNAL !!! 36 days before Covid 19
57 91 20% Double signals 62 days & 8 days 13 days
28 37 12% 61 days Triple signals: 91 days & 81 days & 38 days
48 35 3% Lagging by 1 day NO SIGNAL
91 28 3% Lagging by 9 days Lagging by 8 days
67 3% NO SIGNAL !!! 37 Days
61 5% Lagging by 7 days Lagging by 7 days
91 13% 36 Days 35 days
4%+10% 1 day + 57 days from double pullback NO SIGNAL
2% Lagging 1 day Lagging 1 day
11% 28 days 28 days
21% NO SIGNAL !!! 67 days
6% 48 days 61 days
SLY STOPPED HERE 8% 91 days 91 days
IJR USED HERE INSTEAD 31% Lagging during a crash 35 day lagging during a crash 35 day
During a crsh NO SIGNAL
During a crash During a crash


評論:
Keep this handy guys we might need it sooner than we think !!!

I do more in depth studies of stocks on my twitter account. Hope you would enjoy it there as you are enjoying it here.

****** Past performance is no guarantee of future results***


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