Julius! Here is a complete program combining the Turtle Strategy with RSI/Stochastic Combo strength:
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Charles Richards - HeadsUp/Turtle Analysis - select family - 02/07/01
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Here's the broad market picture:
Rising trend is GOOD (very good if POSITIVE and continuing to rise)
Falling trend is BAD (very bad if NEGATIVE and continuing to fall)
02/07/01 02/06/01 02/05/01 02/02/01 02/01/01
-------- -------- -------- -------- --------
OTC McClellan Summation Index 1026.38 1049.35 1032.89 1027.65 983.82
OTC Price Oscillator: -22.64 -18.47 -16.82 -13.53 -10.62
55-day EMA, NS NH/NL: 55.13 54.70 53.75 52.96 51.88
30-15-15 MACD NS NH/NL: 371.65 379.34 383.89 385.93 384.35
NY McClellan Summation Index: 3529.75 3518.66 3500.32 3479.52 3451.04
NY Price Oscillator: 4.05 4.10 3.99 3.76 3.66
55-day EMA, NY NH/NL: 80.66 80.25 79.64 79.08 78.37
30-15-15 MACD NY NH/NL: 140.92 143.54 144.20 143.86 141.67
30-Year Bond: 60.81 57.19 52.47 39.47 28.16
10-Year Bond: 182.71 189.58 201.66 202.70 200.28
Market Momentum & Strength:
RSI-14 of DFSCX 68.37 68.37 66.97 69.84 75.23
RSI-14 of Nasdaq 43.97 47.27 45.85 46.80 54.17
RSI-14 of Nasdaq 100 41.56 44.63 44.28 44.49 50.97
RSI-14 of PSE-X 45.79 49.44 47.56 49.15 56.51
RSI-14 of S&P 500 48.22 52.00 52.70 51.28 59.50
RSI-14 of NYSE 54.51 57.18 58.52 56.11 62.45
GOOD = > 50 & improving
% DFSCX +/- its 20 EMA 2.42 2.68 2.50 3.24 4.45
% RUT-I +/- its 20 EMA 1.95 1.90 1.09 1.26 3.01
% Nasdaq +/- its 20 EMA -3.36 -1.61 -2.56 -2.19 2.07
% NDX +/- its 20 EMA -5.34 -3.38 -3.95 -4.16 0.63
% PSE-X +/- its 20 EMA -2.45 -0.77 -1.79 -1.09 2.45
% SPX +/- its 20 EMA -0.56 0.23 0.40 0.09 1.88
% NYSE +/- its 20 EMA 0.45 0.91 1.21 0.82 1.88
% DJIA +/- its 20 EMA 1.41 1.67 1.92 1.18 2.42
% DFSCX +/- its 50 EMA 5.17 5.39 5.14 5.84 6.97
% RUT-I +/- its 50 EMA 3.81 3.71 2.83 3.01 4.77
% Nasdaq +/- its 50 EMA -5.56 -3.73 -4.64 -4.20 0.03
% NDX +/- its 50 EMA -8.51 -6.42 -6.89 -6.96 -2.16
% PSE-X +/- its 50 EMA -2.36 -0.52 -1.48 -0.66 2.99
% SPX +/- its 50 EMA -0.56 0.26 0.42 0.08 1.87
% NYSE +/- its 50 EMA 1.18 1.63 1.91 1.47 2.50
% DJIA +/- its 50 EMA 2.12 2.31 2.48 1.64 2.82
NASDAQ New Highs: 70.00 74.00 72.00 87.00 92.00
NASDAQ New Lows : 35.00 18.00 24.00 19.00 14.00
GOOD = less than 50 NL
NYSE New Highs: 173.00 184.00 179.00 222.00 226.00
NYSE New Lows : 16.00 6.00 10.00 4.00 5.00
GOOD = less than 30 NL
OTC McClellan Oscillator: -22.97 16.46 5.24 43.83 117.25
NY McClellan Oscillator: 11.08 18.34 20.81 28.48 67.00
GOOD = staying above +50
Bear Market Sentiment: 111.76 119.43 122.61 124.16 128.78
RYNVX/RYURX: minus means
Bear funds are dominant
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The stock market is most profitable when the Russell 2000 is trending up.
02/07/01 02/06/01 02/05/01 02/02/01 02/01/01
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Russell 2000 Stochastics 1873.52 1852.33 1832.55 1841.02 1842.82
Russell 2000 MACD 81.75 82.56 84.12 96.11 112.01
GOOD = > 0 and improving
RSI, Russell 2000 Index 59.84 59.09 56.22 56.42 62.44
GOOD = > 60 & improving
Russell 2000: 507.08 505.76 500.74 501.02 508.98
20-day EMA: 497.37 496.34 495.35 494.78 494.13
50-day EMA: 488.45 487.69 486.95 486.39 485.79
Russell 2000 % Drawdown -0.90 -1.15 -2.13 -2.08 -0.52
> 5.50% = High-Tech Bailout
DFSCX: 10.88 10.88 10.83 10.88 10.97
20-day EMA: 10.62 10.60 10.57 10.54 10.50
50-day EMA: 10.35 10.32 10.30 10.28 10.25
DFSCX % gain since last low 13.22 13.22 12.70 13.22 15.96
> 6.00 & improving = GREAT
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SmallCap Signal (RUTTR): (Buy, 12/29/00)
Avoid high-tech funds when SmallCap Signal = SELL.
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Nasdaq Dominant, Environment Positive
Of a maximum 15 points, Beasley OTC Score: 10.00
Recommended Asset Investment: 75 to 100 percent
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BUY-SELL RULES:
DON'T BUY ......... if Momentum or Price Oscillator are minus
DON'T BUY OR HOLD . if RSI/Stochastics < 50
DON'T BUY ......... if Turtle signal = SELL
SELL .............. on Turtle Sell Signal if 50d avg is minus & RSI/Stoc < 65
ROC = rate of change (gain or loss)
RSI/Stoc = average of RSI + 21/13 Stochastics
Vs50dAvg = how funde relates to its 50-day simple moving average
Momentum = 6-day trend of RSI/Stochastics
1mo ROC RSI/Stoc vs50dAvg Momentum PriceOsc TurtleSig
-------- -------- -------- -------- -------- ----------
FSESX Fidelity Se 15.69 78.16 8.10 13.42 0.30 B,01/25/01
FSCSX Fidelity Se 15.04 60.39 2.35 -12.19 -0.16 S,02/02/01
FSRPX Fidelity Se 12.15 80.05 4.82 1.38 0.13 B,12/28/00
FBIOX Fidelity Se 9.82 46.41 -8.56 -3.42 -0.03 S,11/13/00
FDLSX Fidelity Se 8.60 70.26 6.91 -7.45 -0.07 B,01/03/01
FBMPX Fidelity Se 7.02 67.10 6.91 -10.07 -0.10 S,02/02/01
FSMEX Fidelity Se 6.77 59.65 -3.00 16.22 0.12 B,02/07/01
FBSOX Fidelity Se 6.07 69.14 1.44 0.33 0.03 B,12/28/00
FSENX Fidelity Se 5.95 68.55 2.08 20.75 0.16 B,02/05/01
FSNGX Fidelity Se 5.85 65.37 1.88 21.65 0.19 B,02/05/01
FSDAX Fidelity Se 5.78 71.63 2.36 -1.80 -0.03 B,12/28/00
FSAVX Fidelity Se 5.12 79.72 3.78 1.40 0.03 B,01/03/01
FSHCX Fidelity Se 4.35 61.41 -1.65 19.02 0.21 B,02/07/01
FWRLX Fidelity Se 4.17 56.02 1.77 -14.78 -0.16 S,02/02/01
FSPHX Fidelity Se 4.14 48.30 -5.06 11.91 0.05 S,01/03/01
FSUTX Fidelity Se 3.82 56.40 4.39 -15.85 -0.12 S,01/25/01
FSDCX Fidelity Se 3.58 49.37 -3.46 -16.46 -0.20 S,02/02/01
FSPTX Fidelity Se 3.57 46.83 -3.16 -19.02 -0.30 S,02/02/01
FDCPX Fidelity Se 3.50 47.62 -1.59 -19.54 -0.35 S,02/02/01
FSCPX Fidelity Se 3.30 70.65 2.40 1.35 0.04 B,12/27/00
FDFAX Fidelity Se 3.24 63.87 -0.69 26.19 0.11 B,02/05/01
FSHOX Fidelity Se 3.11 70.20 5.36 13.61 0.00 S,01/18/01
FSVLX Fidelity Se 2.84 59.94 1.89 17.48 0.03 B,02/05/01
FSLBX Fidelity Se 2.68 63.88 6.07 -14.07 -0.17 S,02/06/01
FSCHX Fidelity Se 2.57 75.13 6.39 11.86 0.04 B,01/31/01
FSCGX Fidelity Se 2.52 64.68 3.85 -11.25 -0.06 B,01/23/01
FSPCX Fidelity Se 2.33 58.71 -2.91 17.82 0.12 B,02/05/01
FSELX Fidelity Se 2.09 49.43 4.36 -20.63 -0.43 S,02/02/01
FSRBX Fidelity Se 1.75 63.63 6.02 -4.59 -0.10 B,01/30/01
FSRFX Fidelity Se 1.61 75.48 5.36 6.25 0.01 B,01/31/01
FSTCX Fidelity Se 1.16 45.14 1.66 -18.82 -0.18 S,01/26/01
FNINX Fidelity Se 0.89 42.72 -3.83 -21.26 -0.41 S,01/31/01
FSDPX Fidelity Se 0.70 67.09 3.37 15.05 0.02 B,02/01/01
FIDSX Fidelity Se 0.55 56.50 2.43 1.60 -0.08 S,02/07/01
FCYIX Fidelity Se 0.00 26.41 0.00 -0.00 -0.00 B,08/24/00
FNARX Fidelity Se 0.00 22.07 0.00 -0.00 0.00 B,08/21/00
FSLEX Fidelity Se -0.30 45.58 2.06 7.83 0.04 S,01/18/01
FSAIX Fidelity Se -0.49 61.55 0.13 10.72 0.01 S,01/11/01
FSAGX Fidelity Se -1.01 53.29 3.29 5.12 -0.09 S,01/09/01
FSPFX Fidelity Se -1.45 60.73 3.07 8.60 -0.03 S,01/12/01
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TURTLE TRADING MODULE
Family: select, 02/07/01
TURTLE BUY SIGNAL: FUNDS OR STOCKS hitting new one-month high
TURTLE SELL SIGNAL: FUNDS OR STOCKS hitting new two-week low
ROC = Rate of Change (Gain or Loss)
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THESE CHANGED FROM SELL TO BUY TODAY
(to run through FT or FTOOLS, set family = newbuy)
Family Members: 40.00
New BUY Members: 2.00
Percent on New BUY: 5.00
1mo ROC 1dayROC 1wk ROC 2wk ROC
-------- -------- -------- --------
FSMEX Fidelity Sel Medical Systems&E 6.77 0.88 1.39 3.54
FSHCX Fidelity Sel Medical Delivery/ 4.35 1.75 6.40 4.69
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THESE CHANGED FROM BUY TO SELL TODAY
(to run through FT or FTOOLS, set family = newsell)
Family Members: 40.00
New SELL Members: 1.00
Percent on New SELL: 2.50
2wk ROC 1dayROC 1wk ROC 1mo ROC
-------- -------- -------- --------
FIDSX Fidelity Sel Financial Service -0.39 -0.43 -0.82 0.55
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THESE HAD THEIR HIGHEST PRICE TODAY OF THE PAST 10 WEEKS
(to run through FT or FTOOLS, set family = 10wkhigh)
Family Members: 40.00
10-Week High Members: 4.00
Percent on 10-Week High: 10.00
10wk ROC 1wk ROC 1mo ROC SignalDate SinceSig
-------- -------- -------- ---------- --------
FSESX Fidelity Sel Energy S 23.01 7.11 15.69 B,01/25/01 7.00
FSRPX Fidelity Sel Retail/1 9.96 0.77 12.15 B,12/28/00 8.61
FCYIX Fidelity Sel Cyclical 0.00 0.00 0.00 B,08/24/00 0.00
FNARX Fidelity Sel Natural 0.00 0.00 0.00 B,08/21/00 0.00
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THESE HAD THEIR HIGHEST PRICE TODAY OF THE PAST MONTH
(to run through FT or FTOOLS, set family = 1mohigh)
Family Members: 40.00
One-Month High Members: 9.00
Percent on One-Month High: 22.50
1mo ROC 1day ROC 1wk ROC 2wk ROC SignalDate SinceSig
-------- -------- -------- -------- ---------- --------
FSESX Fidelity Se 15.69 0.42 7.11 11.62 B,01/25/01 7.00
FSRPX Fidelity Se 12.15 1.48 0.77 5.70 B,12/28/00 8.61
FSMEX Fidelity Se 6.77 0.88 1.39 3.54 B,02/07/01 0.00
FSENX Fidelity Se 5.95 0.00 3.64 5.71 B,02/05/01 1.06
FSNGX Fidelity Se 5.85 0.93 4.83 5.20 B,02/05/01 2.09
FSHCX Fidelity Se 4.35 1.75 6.40 4.69 B,02/07/01 0.00
FDFAX Fidelity Se 3.24 1.23 2.23 3.89 B,02/05/01 1.52
FCYIX Fidelity Se 0.00 0.00 0.00 0.00 B,08/24/00 0.00
FNARX Fidelity Se 0.00 0.00 0.00 0.00 B,08/21/00 0.00
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THESE HAD THEIR HIGHEST PRICE TODAY OF THE PAST 2 WEEKS
(to run through FT or FTOOLS, set family = 2wkhigh)
Family Members: 40.00
2-Week High Members: 10.00
Percent on 2-Week High: 25.00
2wk ROC 1wk ROC 1mo ROC SignalDate SinceSig
-------- -------- -------- ---------- --------
FSESX Fidelity Sel Energy S 11.62 7.11 15.69 B,01/25/01 7.00
FSENX Fidelity Sel Energy / 5.71 3.64 5.95 B,02/05/01 1.06
FSRPX Fidelity Sel Retail/1 5.70 0.77 12.15 B,12/28/00 8.61
FSNGX Fidelity Sel Natural 5.20 4.83 5.85 B,02/05/01 2.09
FSHCX Fidelity Sel Medical 4.69 6.40 4.35 B,02/07/01 0.00
FDFAX Fidelity Sel Food & A 3.89 2.23 3.24 B,02/05/01 1.52
FSMEX Fidelity Sel Medical 3.54 1.39 6.77 B,02/07/01 0.00
FSLEX Fidelity Sel Environm 2.43 1.87 -0.30 S,01/18/01 1.24
FCYIX Fidelity Sel Cyclical 0.00 0.00 0.00 B,08/24/00 0.00
FNARX Fidelity Sel Natural 0.00 0.00 0.00 B,08/21/00 0.00
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THESE HAD THEIR LOWEST PRICE TODAY OF THE PAST 2 WEEKS
(to run through FT or FTOOLS, set family = 2wklow)
Family Members: 40.00
2-Week SELL Members: 13.00
Percent on 2-Week SELL: 32.50
2wk ROC 1wk ROC 1mo ROC SignalDate SinceSig
-------- -------- -------- ---------- --------
FNINX Fidelity Sel Network -18.01 -11.37 0.89 S,01/31/01 -11.37
FDCPX Fidelity Sel Computer -14.97 -10.60 3.50 S,02/02/01 -5.53
FSPTX Fidelity Sel Technolo -14.39 -9.14 3.57 S,02/02/01 -4.68
FSELX Fidelity Sel Electron -12.88 -11.92 2.09 S,02/02/01 -7.43
FSDCX Fidelity Sel Develop -10.75 -7.19 3.58 S,02/02/01 -2.56
FSCSX Fidelity Sel Software -8.20 -4.50 15.04 S,02/02/01 -0.80
FSTCX Fidelity Sel Telecomm -7.04 -4.56 1.16 S,01/26/01 -2.98
FWRLX Fidelity Sel Wireless -4.90 -4.69 4.17 S,02/02/01 -2.13
FSUTX Fidelity Sel Utilitie -3.33 -2.86 3.82 S,01/25/01 -1.09
FSLBX Fidelity Sel Brokerag -3.02 -3.00 2.68 S,02/06/01 -1.48
FIDSX Fidelity Sel Financia -0.39 -0.82 0.55 S,02/07/01 0.00
FNARX Fidelity Sel Natural 0.00 0.00 0.00 B,08/21/00 0.00
FCYIX Fidelity Sel Cyclical 0.00 0.00 0.00 B,08/24/00 0.00
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FAMILY SUMMARY FOR TURTLE BUY AND SELL SORTED BY SIGNAL DATE
(to study all funds now on a buy, set family = onbuy)
SignalDate 1day ROC 1wk ROC 2wk ROC 1mo ROC sinceSig
---------- -------- -------- -------- -------- --------
FSMEX Fidelity Se B,02/07/01 0.88 1.39 3.54 6.77 0.00
FSHCX Fidelity Se B,02/07/01 1.75 6.40 4.69 4.35 0.00
FSVLX Fidelity Se B,02/05/01 0.88 2.52 2.84 2.84 -0.08
FSNGX Fidelity Se B,02/05/01 0.93 4.83 5.20 5.85 2.09
FSPCX Fidelity Se B,02/05/01 1.36 3.11 2.09 2.33 -0.29
FSENX Fidelity Se B,02/05/01 0.00 3.64 5.71 5.95 1.06
FDFAX Fidelity Se B,02/05/01 1.23 2.23 3.89 3.24 1.52
FSDPX Fidelity Se B,02/01/01 -0.09 0.17 4.89 0.70 -0.69
FSRFX Fidelity Se B,01/31/01 -0.20 -0.44 5.56 1.61 -0.44
FSCHX Fidelity Se B,01/31/01 -0.20 1.49 6.25 2.57 1.49
FSRBX Fidelity Se B,01/30/01 0.03 -1.66 0.20 1.75 -2.45
FSESX Fidelity Se B,01/25/01 0.42 7.11 11.62 15.69 7.00
FSCGX Fidelity Se B,01/23/01 -0.69 -2.32 -0.52 2.52 0.22
FSAVX Fidelity Se B,01/03/01 -0.10 0.82 2.09 5.12 3.71
FDLSX Fidelity Se B,01/03/01 -0.54 -1.85 -1.14 8.60 7.04
FSRPX Fidelity Se B,12/28/00 1.48 0.77 5.70 12.15 8.61
FBSOX Fidelity Se B,12/28/00 0.27 -0.54 1.38 6.07 0.41
FSDAX Fidelity Se B,12/28/00 -1.07 -1.25 1.71 5.78 1.21
FSCPX Fidelity Se B,12/27/00 0.58 0.39 1.80 3.30 2.89
FCYIX Fidelity Se B,08/24/00 0.00 0.00 0.00 0.00 0.00
FNARX Fidelity Se B,08/21/00 0.00 0.00 0.00 0.00 0.00
FIDSX Fidelity Se S,02/07/01 -0.43 -0.82 -0.39 0.55 0.00
FSLBX Fidelity Se S,02/06/01 -1.48 -3.00 -3.02 2.68 -1.48
FBMPX Fidelity Se S,02/02/01 -0.69 -2.41 -1.94 7.02 0.25
FDCPX Fidelity Se S,02/02/01 -4.44 -10.60 -14.97 3.50 -5.53
FWRLX Fidelity Se S,02/02/01 -1.58 -4.69 -4.90 4.17 -2.13
FSELX Fidelity Se S,02/02/01 -4.20 -11.92 -12.88 2.09 -7.43
FSDCX Fidelity Se S,02/02/01 -2.78 -7.19 -10.75 3.58 -2.56
FSPTX Fidelity Se S,02/02/01 -3.98 -9.14 -14.39 3.57 -4.68
FSCSX Fidelity Se S,02/02/01 -1.88 -4.50 -8.20 15.04 -0.80
FNINX Fidelity Se S,01/31/01 -4.85 -11.37 -18.01 0.89 -11.37
FSTCX Fidelity Se S,01/26/01 -2.19 -4.56 -7.04 1.16 -2.98
FSUTX Fidelity Se S,01/25/01 -1.24 -2.86 -3.33 3.82 -1.09
FSLEX Fidelity Se S,01/18/01 0.23 1.87 2.43 -0.30 1.24
FSHOX Fidelity Se S,01/18/01 0.13 0.76 3.72 3.11 4.15
FSPFX Fidelity Se S,01/12/01 -0.79 -0.67 3.72 -1.45 3.63
FSAIX Fidelity Se S,01/11/01 -0.30 -1.22 3.67 -0.49 1.65
FSAGX Fidelity Se S,01/09/01 -0.76 -1.76 0.69 -1.01 0.69
FSPHX Fidelity Se S,01/03/01 0.02 0.54 -0.09 4.14 -4.32
FBIOX Fidelity Se S,11/13/00 -1.43 -3.41 -8.20 9.82 -12.73
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