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<$BND $VTI $SPY $TIP $VWO $PHB> The Daily Market Condition (DMC) (5/23/2013) updates A NEW Market Condition Monitor with Two Indicators:<c> about 6 hours ago
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TANER Rotation Model (TRM) Momentum 5/23/2013 Thursday) (1-2-3) SPDR Pharmaceuticals ETF ($XPH) <c> about 6 hours ago
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Instablogs are Seeking Alpha's free blogging platform customized for finance, with instant set up and exposure to millions of readers interested in the financial markets. Publish your own instablog in minutes.
The Daily TANER Momentum
The TANER ETF Model (TEM), The TANER Stock Model (TSM), The TANER Rotation Model (TRM), and The TANER Vanguard Model (TVM), were introduced in my article. Link: www.seekingalpha.com/article/817551
The Daily TANER Momentum (DTM) (May 22, 2013 Wednesday)
TANER Momentum ™ List on May 22, 2013 (Wednesday) based upon Closing Prices on May 21, 2013 (Tuesday)
The TANER ETF Model (TEM) on May 21, Tuesday
ETF:T1 (MDY VTI) A1 (VXF QQQ) E1 (PFM PGF) R1 (VWO PZA)
ETF T2 (XLF PFM) A2 (VNQ VHT) E2 (DIA)PGF R2 (QQQ VPU).
ETF T3 (XLF VDE) A3 (VXF VHT) E3 (PFM PGF) R3 (VPU QQQ).
SUMMARY OF THE TEM2
E.TM. 1-2-3 (PFM PGF QQQ) E.TM. 1-3 (VXF) E.TM. 2-3 (XLF VHT VPU) E.TM. 1 (MDY VTI VWO PZA) E.TM. 2 (VNQ DIA) E.TM. 3 (VDE)
The TANER Stock Model (TSM) on May 21, Tuesday
STOCK T1 (AET JNJ) A2 (NUS IBM) E1 (WMT NVR) R1 (DE FCX)
STOCK T2 (JNJ LIFE) A2 (NUS AMZN) E2 (NFLX YUM) R2 (DE EDU).
STOCK T3 (LIFE PH) A3 (NUS KSU) E3 (NFLX FDX) R3 (DE EDU).
SUMMARY OF THE TSM
S.TM.1-2-3 (NUS DE) S.TM.1-2 (JNJ) S.TM.2-3 (LIFE EDU) S.TM.1 (AET IBM WMT NVR FCX) S.TM.2 (AMZN NFLX YUM) S.TM.1 (PH KSU PRGO FDX)
The TANER Rotation Model (TRM) on May 21, Tuesday)
ROTATION:T1 (VIS RWR) A1 (XOP IWD) E1 (VOX PCY) R1 (EEM XME)
ROTATION T2 (VCR VIS) A (VOX KIE) E2 (KRE CSJ) R2 (REM EDV).
ROTATION T3 (XRT VIS) A3 (XHB VDC) E3 (RWR PCY) R (REM SLV).
SUMMARY OF THE TRM
R.TM.1-2-3 (VIS) R.TM.1-2 (VOX) R.TM.1-3 (RWR PCY) R.TM.2-3 (REM) R.TM.1 (XOP IWD EEM XME) R.TM.2 (VCR KIE KRE CSJ EDV) R.TM.3 (XRT XHB VDC SLV)
Link: www.seekingalpha.com/instablog/791632-o-young-kwon/1111541-the-taner-data. You can get the names of securities with the ticker symbol in The TEM, The TSM, and The TRM..
The TANER Vanguard Model (TVM) (Weekly on May 20, Monday)
VANGUARD T1 (VTI)VYM A1 (VDE VEU) E1 (VOX VHT) R1 (VXF VIS)
VANGUARD T2 (VYM)VFH A2 (VOX VHT) E2 (VTI VAW) R2 (VXF EDV).
VANGUARD T3 (VTI)VAW A3(VCR VPU) E3(VDE VEU) R3 (VDC VXF).
SUMMARY OF THE TVM
V.TM.1-2-3 (VTI VXF) V.TM.1-2 (VYM VOX VHT) V.TM.1-3 (VDE VEU) V.TM.2-3 (VAW) V.TM.1 (VIS) V.TM.2 (VFH EDV) V.TM.3 (VCR VPU VDC)
Link: www.seekingalpha.com/instablog/791632-o-young-kwon/1111541-the-taner-data. You can get the names of securities with the ticker symbol in The TVM.
Note:
T (Topping): Leading Leaders.(LDLD)
A (Advancing): Lagging Leaders (LGLD)
E (Emerging): Leading Laggards (LDLG)
R (Reversing): Lagging Laggards.(LGLG)
The numbers in parentheses (1-2-3) are one-month, two-month, and three-month terms.
The overall markets (DJIA, S&P 500, or NASDAQ) have their cycles. Individual securities (ETFs or Stocks) have also their own cycles given the market cycles. In general, all securities in The TANER System (20 ETFs and 40 stocks) show their own cycles from R to E to A to T to R and so on, but majority securities (60% of ETFs and 80% of stocks are in N (Neutral, meaning residual). Therefore all securities do not show any pattern. When any of your holding has T or R momentum, you pay your particular attention.
Introduction
O. Young Kwon, NYU Ph.D. (Economics) had worked in securities industry for ten years as a Registered Investment Adviser. In 2009 he set up the TANER System in order to synthesize performances and relative strengths of 20 ETFs and 40 equities thoroughly. The System captures dynamics of momentum changes of individual securities on the daily basis. The System also builds successfully their momentum trends over time.
How to Use TANER Momentum (TM)
Every marketday buys, sells, or exchanges (among mutual funds) can be made by TM. All trades except exchanges are posted on StockTalks to share these trades with you. For options players (for me options are excluded) call/put positions can be taken. My experience for three years propose following two Risk/Reward Tables: The Long-Term RR (LTRR) Table and The Short-Term RR (STRR) Table. . Please use this as a guide.
LTRR (For Long-Term Investors)
TANER
Try Advancing (A) and Emerging (E) TM.
STRR (For Near-Term Traders)
Try Advancing (A) or Topping (T) TM. When a very near term (i.e. daytrading), Topping (T) TM.
What for R (Reversing)? These TM are useful either for your exits of any holding or your bets in a stable upswing. Sometime R gives you a big gain.
T (Topping) sometimes help you to take gains with the intraday 5%+ rule.
Related Instablogs
Go TANER: The Market Primer
Autopilot Portfolio: TANER APP (I)
Income Portfolio: TANER APP (II)
The Tiger Rule: TANER APP (III)
Daytrading: TANER APP (IV)
The TMT (TANER Momentum Trend)
The Daily Market Condition
The RED Indicator (Rotation/Equity Diffusion Index, a Depth Gauge) and The RED Spread Indicator (a Breadth Gauge). These two indicators can examine the market condition properly. (The RED Indicator and The RED Spread indicator were introduced in my article. Link:www.seekingalpha.com/article/817551)
The Daily Market Condition (DMC) (May 20, 2013 Monday)
The Data Points on May 17, 2013 (Friday):
The RED = 59.3. It's Warm, by maintaining above 50%.
The RED Spread = 4.1 The signal remains to be bullish
On Friday the RED Spread fell to 4.1 from 4.6 on Thursday. It is a right direction because it moved DOWN on the current upswing, started from August 28, 2012.The normal inverse relationship between the RED Spread (REDS} (the Bond Premium in terms of diffusion index) and the 10-year Treasury yield is ON for 11 days of out of last 14 days, meaning that the market condition was normal, as shown in the near table.
The current 10-year Treasury yield at 1.949% is higher than 1.63% at a market trough on August 28, but it is lower than 2.24% at a market peak on April 4. It means that a peak seems to be near but can not determine yet. A stream of spillovers from the Treasury market is still expected, but less powerful than before. This is a main force of the current sustainable upswing.
The market signal is bullish because the 10-yeare Treasury yield is bullish, and the RED Spread showed a double trough on 8/28/2012 and on 5/3/2013 (Friday). This unusual strong bullish signal reflects the market intervention of Fed with QE3, meaning the low yield due to the bond purchasing programs.
THE TANER DATA
The DATA of The TANER ETF Model [TEM] (20), The TANER Stock Model [TSM] (40), and The TANER Vanguard Model [TVM] (20)