the mtg weekly tactical asset update 4/28/2017 › resources › mtg tactical asse… · a trend is...

The MTG Weekly Tactical Asset Update

Page Contents 2 Long Term Tactical Asset Prices and Momentum Trends

3-6 Domestic Equities

7-8 International Equities

Intermediate Trend Summary (Oct. 2015 to Current)

Primary Trend Summary (Jan. 2008 to Current)

Quarterly Trend Summary (Jan. 2001 to Current)

4/28/2017

SPY Declining (3)

TNX-E Declining (4)

T.W.$ Bottoming (4-1)

Gold Topping (2-3)

SPY Rising (2)

TNX-E Rising (2)

T.W.$ Declining (3)

Gold Declining (3)

SPY Declining (3)

TNX-E Declining (4)

T.W.$ Rising (2)

Gold Rising (1)

This representation is intended for informational purposes. Calculations are based solely on historic information and are provided for illustrative purposes only. They are subject to certain limitations. No guarantee can be made of the occurrence of future events or the actual impact such events would have on any investment’s performance. There is no guarantee that the portfolio strategy will be successful, and investors could lose some or all of their investment.

Copyright© MarkeTrendsGlobal 2017.

A Trend is your friend when

navigating volatile markets

and economic conditions

Trends

Intermediate Trends (Weeks to Months)

Primary Trends (Months to Years)

Quarterly Trends (Years)

Oct-15 Jan-16 Apr-16 Jul-16 Oct-16 Jan-17 Apr-17 Jul-17

Intermediate Momentum Trends: SPY, TNX-E., T.W.$, Gold

SPY TNX T.W. $ Gold

Jan-08 Jan-09 Jan-10 Jan-11 Jan-12 Jan-13 Jan-14 Jan-15 Jan-16 Jan-17 Jan-18

Primary Momentum Trends: SPY, TNX-E., T.W.$, XAU

SPY T.W. $ TNX Gold

Jan-01 Jan-03 Jan-05 Jan-07 Jan-09 Jan-11 Jan-13 Jan-15 Jan-17 Jan-19

Quarterly Momentum Trends: SPY, TNX-E., T.W.$, XAU

SPY T W $ TNX Gold

Short Term Trends (Days to Weeks)

Trend Progression 1 2 3 4

Weekly Price with Quarterly, Primary and Intermediate Asset Momentum Trends


S&P 500 (SPY)

Ten Year Constant Yield (TNX-E)

Trade Weighted Dollar FRED

Gold

2.

$60

$80

$100

$120

$140

$160

$180

$200

$220

$240

$260


SPY


S&P: Intermediate Primary & Quarterly Price MomentumTrends

10

20

30

40

50

60


TNX


TNX: Intermediate , Primary & Quarterly Price MomentumTrends

$90

$100

$110

$120

$130

$140


Trade Weighted $


Trade Weighted $: Intermediate, Primary & Quarterly Price MomentumTrends

$200

$400

$600

$800

$1,000

$1,200

$1,400

$1,600

$1,800

$2,000


Gold


Gold: Intermediate, Primary & Quarterly Price MomentumTrends


Exponential Phase

1.

2. 3.

4.

Trends of varying durations interact within a market cycle. A trend’s dominance increases as it’s length increases.

> 0 < 0

3.

New York Stock Exchange Index Trends

NYA Weekly Price NYA Weekly Breadth Indicator

NYA Price % to M.A.

Trend Durations Intermediate: Weeks to Months Primary: Months to Years Quarterly: Years

NYA Price Momentum Trends NYA Breadth Momentum Trends

NYA Breadth Momentum Trends

4,000

5,000

6,000

7,000

8,000

9,000

10,000

11,000

12,000

13,000

Jan-03 Jan-05 Jan-07 Jan-09 Jan-11 Jan-13 Jan-15 Jan-17 Jan-19

NYSE Weekly Price

-40%

-30%

-20%

-10%

0%

10%

20%

30%


NYSE Price % to M.A.


NYSE Weekly Breadth Indicator


NYSE Breadth Momentum Indicator

-10%

-5%

0%

5%

10%


NYSE Breadth % to M.A.


NYSE Price Momentum Indicator


Exponential Phase

1.

2. 3.

4.


> 0 < 0

4.

Nasdaq Index Trends

Nasdaq Weekly Price Nasdaq Weekly Breadth Indicator

Nasdaq Price % to M.A.


Nasdaq Price Momentum Trends Nasdaq Breadth Momentum Trends

500

2,500

4,500

6,500


Nasdaq Weekly Price

-40%

-30%

-20%

-10%

0%

10%

20%

30%


Nasdaq Price % to M.A.


Nasdaq Weekly Breadth Indicator

Nasdaq Breadth % to M.A.

-10%

-5%

0%

5%

10%


Nasdaq Breadth % to M.A.


Nasdaq Breadth Momentum Indicator


Nasdaq Price Momentum Indicator

Copyright© MarkeTrendsGlobal 2017. 5.

Alternative Measures of Intermediate Domestic Equity Trends

Market Psychology with Intermediate Trend R/S to S&P

Leading Economic Indicator with R/S to SPY


Leading Economic Indicator Weekly Closing Price

NYSE Breadth Indicator with R/S to SPY

SPY with Intermediate Yield Spreads (Inv.) & NYSE Internals Intermediate Momentum Trends

Jan-13 Jul-13 Jan-14 Jul-14 Jan-15 Jul-15 Jan-16 Jul-16 Jan-17 Jul-17 Jan-18

Leading Economic Indicator R/S to SPY

(3) Declining

(3) Declining

(3) Declining

Jan-13 Jul-13 Jan-14 Jul-14 Jan-15 Jul-15 Jan-16 Jul-16 Jan-17 Jul-17 Dec-17

Intermediate Trend Market Psych R/S to S&P


Market Psychology

(3) Declining

$60

$80

$100

$120

$140

$160

$180

$200

$220

$240


SPY Weekly Closing Price % to Moving Average


NYSE Weekly Breadth Indicator

Jan-13 Jul-13 Jan-14 Jul-14 Jan-15 Jul-15 Jan-16 Jul-16 Jan-17 Jul-17 Jan-18

Intermediate Momentum: Internals & Yield Spreads (Inv.)

Yld Sprd INT

Jan-13 Jul-13 Jan-14 Jul-14 Jan-15 Jul-15 Jan-16 Jul-16 Jan-17 Jul-17 Dec-17

NYSE Breadth Indicator Trend R/S To S&P


Exponential Phase

1.

2. 3.

4.


> 0 < 0

Primary Relative Strength Trends Risk On to Risk Off

6.

Primary Relative Strength Trends: SPY to IEF with IEF to SPY


Primary Relative Strength Trends: XLK to XLP with XLP to XLK

Primary Relative Strength Trends: XLK / XLP with SPY Price Momentum

Jan-03 Jan-04 Jan-05 Jan-06 Jan-07 Jan-08 Jan-09 Jan-10 Jan-11 Jan-12 Jan-13 Jan-14 Jan-15 Jan-16 Jan-17 Jan-18 Jan-19

XLK-XLP & XLP-XLK W Primary R/S Trends

XLK-XLP XLP-XLK

Jan-03 Jan-04 Jan-05 Jan-06 Jan-07 Jan-08 Jan-09 Jan-10 Jan-11 Jan-12 Jan-13 Jan-14 Jan-15 Jan-16 Jan-17 Jan-18

XLK-XLP R/S Trend with SPY Primary MomentumTrend

XLP-XLK RS SPY Px MoM

Jan-03 Jan-04 Jan-05 Jan-06 Jan-07 Jan-08 Jan-09 Jan-10 Jan-11 Jan-12 Jan-13 Jan-14 Jan-15 Jan-16 Jan-17 Jan-18

SPY/IEF & IEF/SPY R/S Primary Trends

SPY IEF

Jul-12 Jan-13 Jul-13 Jan-14 Jul-14 Jan-15 Jul-15 Jan-16 Jul-16 Jan-17 Jul-17

SPY/IEF & IEF/SPY R/S Primary Trends

SPY IEF

Jul-12 Jan-13 Jul-13 Jan-14 Jul-14 Jan-15 Jul-15 Jan-16 Jul-16 Jan-17 Jul-17 Jan-18

XLK-XLP & XLP-XLK Primary R/S Trends

XLK-XLP XLP-XLK


XLK-XLP R/S Trend with SPY Primary MomentumTrend

XLP-XLK RS SPY Px MoM


Exponential Phase

1.

2. 3.

4.


> 0 < 0

EFAE & Emerging Markets

7.

EFA Emerging Markets


$40

$50

$60

$70


EFA Weekly Price

Jul-12 Jul-13 Jul-14 Jul-15 Jul-16 Jul-17 Jul-18

EFA Momentum Trends

$40

$50

$60

$70


EFA Moving Averages

$40

$50

$60

$70


Emerging Markets Weekly Price


(GMM) Momentum Trends

$40

$50

$60

$70


Emerging Markets Moving Averages


Exponential Phase

1.

2. 3.

4.


> 0 < 0

EFAE & Emerging Markets Regions

8.

Japan

Pacific ex Japan



DXJ Momentum Trends


PAF Momentum Trends


Europe Momentum Trends

Europe

Emerging Asia Pacific

Emerging Europe

Emerging Americas


GML Momentum Trends


GMF Momentum Trends


GUR Momentum Trends


Exponential Phase

1.

2. 3.

4.


> 0 < 0

8.

Trend Durations

Emerging Markets with Regions

Emerging Markets

$25

$35

$45

$55

$65

$75


Emerging Latin America Markets Weekly Price

Emerging Latin America

Emerging Europe

Emerging Asia Pacific


(GMM) Momentum Trends

$45

$50

$55

$60

$65

$70

$75


Emerging Markets Weekly Price

$50

$60

$70

$80

$90

$100


Emerging Asia Pacific Weekly Price


GMF Momentum Trends

Intermediate: Weeks to Months Primary: Months to Years Quarterly: Years


GML Momentum Trends


GUR Momentum Trends

$15

$25

$35

$45


Emerging Europe Weekly Price

the mtg weekly tactical asset update 4/28/2017 › resources › mtg tactical asse… · a trend is...

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