A glimpse of how SWENLIN's proprietary system works.
This is his work but i am giving an example of what goes on at DecisionPoint, and let this show what a major week this has been by the number of WARNS generated.
Plus i want to scan this one particularly:)
SHORT-TERM (PMO) and LONG-TERM (PMM) SIGNAL COMPARISONS
The Price Momentum Model (PMM) signal provides guidance regarding the
longer-term trend, and the Price Momentum Oscillator (PMO) signals identify
the shorter-term trend. A logical trading methodology is to open positions
on new PMO signals when they are compatable with the PMM signals. Positions
may be closed or hedged when the PMM and PMO signals are in conflict.
This section compares the PMM and PMO signals side by side and provides
some mechanical analysis. A "Warn!" flag is an alert that the PMO signal is
in conflict with the PMM -- closing or hedging the PMM position may be
considered. A "Buy?" or "Sell?" flag is an alert that the PMO signal has
just changed and is the same as the PMM signal -- opening new PMM positions
may be considered.
SUMMARY OF SHORT-TERM AND LONG-TERM SIGNALS FOR RYDEX FUNDS
SHORT-TERM LONG-TERM
PMO PMO PMM PMM
BUY SELL BUY SELL
Total Signals...: 11 42 41 12
% of Total......: 21% 79% 77% 23%
Ave Days Elapsed: 10 5 328 241
Ave High Profit.: +5% +3% +20% +14%
Ave Profit......: +4% +2% +13% +8%
Ave Rel to Stop.: +5% -1%
Percentage of PMOs Rising ..........: 21%
Percentage of PMOs Above Zero.......: 83%
|-- PMO Crossover Model ---|-- Price Momentum Model --|
| PMO High Today | PMM High Today|
Name Flag| Sgnl Day P/L P/L | Sgnl Days P/L P/L|
--------------- -----| ---- --- ------- ------- | ---- ---- ------- -------|
Rydex Nova Warn! SELL 3 +1.4% +1.4% BUY 196 +18.5% +9.8%
S&P 500 Warn! SELL 4 +4.3% +4.3% BUY 1066 +28.9% +22.6%
Inv S&P 500 Warn! BUY 4 +4.5% +4.5% SELL 1442 +35.5% +32.0%
Rydex OTC Warn! SELL 3 +1.6% +1.6% BUY 178 +14.9% +7.4%
Inverse OTC Warn! BUY 3 +1.8% +1.8% SELL 168 +9.5% +2.6%
Dyn S&P 500 Warn! SELL 4 +8.6% +8.6% BUY 198 +24.4% +12.1%
Inv Dyn SPX Warn! BUY 4 +8.9% +8.9% SELL 198 +17.6% +8.8%
Dyn OTC SELL 3 +3.5% +3.5% *SELL 0 0.0% +9.1%
Inv Dyn OTC Warn! BUY 3 +3.6% +3.6% SELL 178 +22.2% +10.5%
Dyn Dow Warn! SELL 7 +8.5% +8.5% BUY 198 +25.0% +12.0%
Inv Dyn Dow Warn! BUY 7 +8.9% +8.9% SELL 198 +18.3% +9.0%
MidCap Adv Warn! SELL 3 +2.5% +2.5% BUY 148 +18.2% +9.0%
Inv MidCap Warn! BUY 3 +1.7% +1.7% SELL 100 +4.6% -0.6%
Russ 2000 Warn! SELL 3 +2.2% +2.2% BUY 148 +11.3% +4.0%
Russ2000 Adv Warn! SELL 3 +3.4% +3.4% BUY 184 +21.6% +9.7%
Inv Russ2000 Warn! BUY 3 +2.2% +2.2% SELL 141 +6.8% +0.2%
Dyn Russ2000 Warn! SELL 3 +4.4% +4.4% BUY 198 +31.7% +14.6%
InvDyn R2000 Warn! BUY 3 +4.5% +4.5% SELL 198 +25.8% +15.2%
LgCap Gwth Warn! SELL 3 +1.1% +1.1% BUY 149 +8.0% +2.7%
LgCap Value Warn! SELL 3 +1.2% +1.2% BUY 1409 +81.5% +73.0%
MidCap Gwth Warn! SELL 3 +1.7% +1.7% BUY 141 +9.8% +4.1%
MidCap Val Warn! SELL 3 +1.2% +1.2% BUY 1401 +116.5% +106.7%
SmlCap Gwth Warn! SELL 2 +2.5% +2.5% BUY 127 +6.9% -0.2%
SmlCap Valu Warn! SELL 3 +1.5% +1.5% BUY 141 +11.7% +5.5%
Banking Warn! SELL 3 +1.0% +1.0% BUY 466 +11.8% +5.9%
Basic Matls Warn! SELL 1 +1.9% +1.9% BUY 242 +23.8% +17.1%
Biotech SELL 18 +7.3% +7.3% *SELL 0 0.0% -5.9%
Consumer Prd Warn! SELL 3 +0.8% +0.8% BUY 1400 +66.2% +58.7%
Electronics Warn! *SELL 0 0.0% -1.4% BUY 184 +7.5% +0.6%
Energy Warn! SELL 1 +1.9% +1.9% BUY 4 0.0% -5.1%
Energy Svcs Warn! *SELL 0 0.0% +0.4% BUY 28 +2.8% -1.8%
Financial Sv Warn! SELL 7 +4.6% +4.6% BUY 877 +36.9% +28.5%
Health Care Warn! SELL 9 +4.5% +4.5% BUY 820 +26.3% +20.3%
Internet Warn! SELL 3 +2.0% +2.0% BUY 178 +18.3% +10.1%
Leisure Warn! SELL 39 +3.2% +3.2% BUY 171 +19.5% +13.1%
Precious Mtl Warn! SELL 1 +3.6% +3.6% BUY 22 +5.8% -5.7%
Real Estate Warn! SELL 10 +7.2% +7.2% BUY 211 +26.5% +15.7%
Retailing Warn! SELL 3 +1.5% +1.5% BUY 170 +12.8% +5.7%
Technology Warn! SELL 2 +2.2% +2.2% BUY 185 +14.4% +7.6%
Telecom Warn! SELL 3 +1.1% +1.1% BUY 184 +14.9% +8.8%
Transport Warn! SELL 3 +1.8% +1.8% BUY 149 +14.0% +5.6%
Utilities Warn! *SELL 0 0.0% +1.8% BUY 235 +20.9% +16.4%
Long Bond Ad BUY 24 +4.6% +4.1% BUY 162 +4.6% +2.0%
Inv Gvt Bond SELL 24 +3.5% +3.1% SELL 88 0.0% -2.6%
Strng Dollar Warn! SELL 24 +2.5% +1.5% BUY 143 +0.7% -4.4%
Weak Dollar BUY 24 +3.0% +1.9% BUY 403 +11.6% +7.8%
Commodities Warn! BUY 37 +8.3% +6.8% SELL 186 +25.2% +15.5%
Absolute Rtn Warn! SELL 3 +0.2% +0.2% BUY 240 +6.1% +3.8%
Core Equity Warn! SELL 3 +1.6% +1.6% BUY 148 +11.0% +4.8%
Hedged Eqty Warn! SELL 3 +0.3% +0.3% BUY 240 +5.8% +2.0%
Sector Rotn Warn! SELL 3 +1.2% +1.2% BUY 242 +13.4% +6.0%
Japan Adv Warn! *SELL 0 0.0% -3.9% BUY 217 +12.4% +6.0%
Europe Adv Warn! SELL 3 +2.5% +2.5% BUY 245 +20.2% +10.4%
Average 6 +3.0% +2.8% 308 +18.9% +11.8%
*****************************************************************************
EXPLANATION OF TABLE HEADINGS
Close NAV: The fund's net asset value as of today's close.
% Change: Percentage that price has changed from prior day's close.
PMO Rank: Shows the rank of the PMO in relation to the other securities
in the list.
5 Day Rank Chg: The total number of PMO ranks the security has moved up (+)
or down (-) in the last 5 days.
15 Day Rank Chg: The total number of PMO ranks the security has moved up (+)
or down (-) in the last 15 days.
YTD Rank Chg: The total number of PMO ranks the security has moved up (+)
or down (-) since the beginning of the year.
Signl: The signal designations of BUY and SELL indicate the current
direction of momentum and are not an indication that continuous buying or
selling should take place. Signals that are a few days or weeks old give the
best indication that profitable action MIGHT be taken.
Signal Flag: When the PMO signal disagrees with the PMM signal, the flag
will be "Warn!" On the day the PMO signal changes back into agreement
with the PMM signal, the flag will remind that new positions may be
considered by indicating "Buy?" or "Sell?"
Cal Days Elap: Indicates the number of calendar days that have elapsed since
the current signal was initiated.
High P/L: Highest profit or least loss experienced since the current signal
was initiated. On the first day of a new signal the P/L displayed is the
closing P/L for the prior signal.
Today P/L: Profit or loss for the signal since it was initiated. On the
first day of a new signal the P/L displayed is the closing P/L for the prior
signal.
STOP: The price at which the mechanical PMM signal will reverse.
Price Rel to Stop: This column shows the relationship of the current price
to the price at which the signal will change. (i.e. +5.3% means the current
price is 5.3% above the signal change price.
PMO R/F Days: The direction of the PMO (rising/falling) and number of
calendar days trend has been effect.
The Hot/Cold grouping ranks securities/indexes into six (6) groups ranging
from 1 (Hot) to 6 (Cold) according to price strength, internal strength,
and relative strength. We can quickly assess the condition of these
elements by the group number and "blinker" fields. Moving from left to
right: The first blinker tells us if the PMO is above (+) or below (-) its
10-day exponential moving average (EMA). The second blinker indicates if
the closing price is above (+) or below (-) it's 20-DMA. The third and
fourth blinkers tell us if the PMO is rising (+) or falling (-), and if it
is above (+) or below (-) zero. The fifth blinker tells us if the 5-day PMO
rank change is positive (+), negative (-), or no change ( ). Groups 1-3
should be considered as buy candidates, 4-6 as sell candidates.
CAVEAT
We make every effort to insure the accuracy of this information, but we
cannot guarantee it. It is always possible that errors will creep in. If it
doesn't make sense, let us know about it. Also, we make every effort to upload
this data each market day, but circumstances may be such that it is not
possible due to circumstances beyond our control.
End of Rydex Tracker Daily Report for Friday 3/2/2007
Copyright 2007 Decision Point. This publication is not to be summarized,
reproduced, or rebroadcast in any fashion without our written permission.
Nothing herein should be construed as an offer or solicitation to buy or
sell any security. Past performance does not guarantee or imply future
results. |
