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  • Asset momentum table 2011-06-24

    Alexander Gloy

    Each week we test major asset classes for the strength of their momentum. We check: is current price above 20-day moving average? is current price above 50-day moving average? is 20-day moving average above the 50-day moving average? does the 20-day moving average have a positive slope (i.e. is it rising)? does the 50-day moving…

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  • Sector momentum table 2011-06-17

    Alexander Gloy

    Each week we test major asset classes for the strength of their momentum. We check: is current price above 20-day moving average? is current price above 50-day moving average? is 20-day moving average above the 50-day moving average? does the 20-day moving average have a positive slope (i.e. is it rising)? does the 50-day moving…

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  • Asset momentum table 2011-06-17

    Alexander Gloy

    Each week we test major asset classes for the strength of their momentum. We check: is current price above 20-day moving average? is current price above 50-day moving average? is 20-day moving average above the 50-day moving average? does the 20-day moving average have a positive slope (i.e. is it rising)? does the 50-day moving…

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  • S&P 500 at the 200-day moving average

    Alexander Gloy

    Interesting technical constellation for the S&P 500 index. Today’s intra-day low (1,258.07) almost touched the 200-day moving average (1,257.90). The exponential 200-day moving average (1,262.85) was breached (but not on a closing basis). Tomorrow, Friday June 17th, is a big option expiration day, so anything is possible. However, the 200-day moving average will not fall…

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  • Sector momentum table 2011-06-10

    Alexander Gloy

    Each week we test major asset classes for the strength of their momentum. We check: is current price above 20-day moving average? is current price above 50-day moving average? is 20-day moving average above the 50-day moving average? does the 20-day moving average have a positive slope (i.e. is it rising)? does the 50-day moving…

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  • Asset momentum table 2011-06-10

    Alexander Gloy

    Each week we test major asset classes for the strength of their momentum. We check: is current price above 20-day moving average? is current price above 50-day moving average? is 20-day moving average above the 50-day moving average? does the 20-day moving average have a positive slope (i.e. is it rising)? does the 50-day moving…

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  • Technical indicators: NAAD, NAHL, NAHLr

    Alexander Gloy

    After almost a year of gathering data we are fine-tuning the Lighthouse Investment Management Timing Indicator (LIMTI). We want to overweight constituents delivering good entry and exit signals. One such indicator is the Advance-Decline-Line (number of rising stocks minus number of falling stocks, cumulative over a time period). We prefer the Nasdaq (as NYSE has…

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  • Sector momentum table 2011-06-03

    Alexander Gloy

    At the suggestion of one of our clients we looked at the momentum of S&P 500 sub-sectors. This might give a better picture of the overall stock market health. For example, the May 31st high hid the fact that cyclical stocks were already in decline since February on a relative basis: Now, look at Healthcare…

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  • Asset Momentum Table 2011-06-03

    Alexander Gloy

    Each week we test major asset classes for the strength of their momentum. We check: is current price above 20-day moving average? is current price above 50-day moving average? is 20-day moving average above the 50-day moving average? does the 20-day moving average have a positive slope (i.e. is it rising)? does the 50-day moving…

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  • LIMTI – technical outlook – update 6/2011

    Alexander Gloy

    The LIMTI (Lighthouse Investment Management Timing Index) is supposed to give indications on when to buy or sell investments related to the S&P 500 index. It is made up of 10 individual indicators (for example put-call ratio, % of stocks in the S&P 500 index trading above their 50-day moving average etc). Each index is…

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