Seeking Alpha

Mark Seleznov's  Instablog

Mark Seleznov
Send Message
Mark Seleznov is the Chief Investment Officer of Seleznov Capital Advisors (SCA). SCA is a SEC registered investment advisory firm that performs advisory services for Mutual Funds, Trusts, 401K plans and Individuals. Mark supervises the asset allocation programs of SCA in a variety of strategic... More
My company:
Seleznov Capital Advisors
  • Systematic Trading Plan: Current 200 Day Moving Average Signals for June 30, 2011  0 comments
    Jun 29, 2011 5:23 PM | about stocks: SPY, DIA, BKF, PKOL, EEM, XLE, EWY, HHH, INP, IWM, IYR, IYT, IYF, EWG, EWH, ILF, EWW, IJH, EFA, EEP, EWA, EWJ, EPP, FXI, IVW, IJR, SLV, EZA, EWT, EWU, OIH, PPH, RSX, SMH, XLY, XLP, GLD, XLV, XLI, RWX, XLB, XME, MDY, XHB, XLK, SLX, USO, JNK, BFK, RSP, DTN, UUP, DBC
    At Seleznov Capital Advisors we watch these key levels to see the Index breaks down or the trend continues up. You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com
    System Trader’s and Market Timing traders may use the 200 day Simple Moving Average as their trading plan. The 200 day moving average is basic technical analysis. It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.
    Other widely followed moving averages are the 50 day moving average and the 100 day moving average. Some money managers will use these moving averages with a shorter moving average and use the cross of the shorter moving average above or below the longer moving average to generate trading signals. The Wall Street Journal displays a 65 Day Moving Average in their charts. The goal of two moving averages and even 3 moving averages is to eliminate whipsaws that often occur with moving averages as a technical analysis indicator.
     Why should you care about the signals produced with the 200 day moving average? There are so many people using the 200 day moving average, that we will often see extreme volatility in indexes when they cross both above and below the 200 day moving average. It has been reported that Endowments like Harvard and Yale use the 200 Day Moving Average in modeling their portfolios.
    The below chart shows the current 200 day simple moving average condition on over 50 most actively traded ETF’s. 
    Security NameTrend3Ticker
    Wisdom Tree Total DividendStay LongDTD
    US OilStay ShortUSO
    Steel Market VectorStay ShortSLX
    SPDR TechnologyNew LongXLK
    SPDR S&P HomebuildersStay LongXHB
    SPDR Mid CapStay LongMDY
    SPDR Metal & MiningStay LongXME
    SPDR MaterialsStay LongXLB
    SPDR International Real EstateStay LongRWX
    SPDR Industrial SectorStay LongXLI
    SPDR HealthcareStay LongXLV
    SPDR Gold SharesStay LongGLD
    SPDR Consumer StaplesStay LongXLP
    SPDR Consumer DescretionaryStay LongXLY
    Semiconductor HoldersStay LongSMH
    S&P 500Stay LongSPY
    RYDEX S&P 500 Equal WeightStay LongRSP
    RussiaStay LongRSX
    PowerShares US Dollar IndexStay ShortUUP
    Pharmaceutical HoldersStay LongPPH
    Oil Service HoldersStay LongOIH
    NDX 100Stay LongQQQ.O
    IShares United KingdomStay ShortEWU
    IShares TaiwanNew LongEWT
    IShares South KoreaStay LongEWY
    IShares South AfricaNew LongEZA
    IShares SilverStay LongSLV
    Ishares S&P Small Cap 600Stay LongIJR
    IShares S&P 500 GrowthStay LongIVW
    IShares Pacific ex JapanStay ShortEPP
    IShares MSCI JapanStay ShortEWJ
    IShares MSCI EAFENew LongEFA
    IShares Mid Cap 400Stay LongIJH
    IShares MexicoStay LongEWW
    IShares Latin AmericaStay ShortILF
    IShares Hong KongStay ShortEWH
    IShares GermanyStay LongEWG
    IShares Financial SectorStay ShortIYF
    Ishares Emerging MarketsNew LongEEM
    Ishares DJ TransportationStay LongIYT
    IShares DJ Real EstateStay LongIYR
    IShares Basic MaterialsStay LongIYM
    IShares AustraliaNew LongEWA
    IShares 25 IndexStay ShortFXI
    IShare Russell 2000Stay LongIWM
    IPath India IndexStay ShortINP
    Internet HoldersStay LongHHH
    Energy Select SPDRStay LongXLE
    Diamond Trust DOWStay LongDIA
    DB Commodity IndexStay LongDBC
    Coal Power SharesStay ShortPKOL
    BRIC ISharesStay ShortBKF
    Barclays High Yield BondStay ShortJNK
     
    You should not trade any system trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 
    These trading signals are provided courtesy of the website you are viewing. This information should not be used without research and advice from a financial professional.
    Be aware that this condition can and will change any day in the future.
    We monitor the 200 day moving average daily along with a number of other system trading plans.
    There is No “Holy Grail” in trading systems. Do not use the 200 day SMA or any other system trading system without proper research on the asset.
    For questions on rule based, system trading, contact
    mark@seleznovcapitaladvisors.com
     
Back To Mark Seleznov's Instablog HomePage »

Instablogs are blogs which are instantly set up and networked within the Seeking Alpha community. Instablog posts are not selected, edited or screened by Seeking Alpha editors, in contrast to contributors' articles.

Comments (0)
Track new comments
Be the first to comment
Full index of posts »
Latest Followers
Posts by Themes
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.