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Mark Seleznov
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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
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  • 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 Name Trend3 Ticker
    Wisdom Tree Total Dividend Stay Long DTD
    US Oil Stay Short USO
    Steel Market Vector Stay Short SLX
    SPDR Technology New Long XLK
    SPDR S&P Homebuilders Stay Long XHB
    SPDR Mid Cap Stay Long MDY
    SPDR Metal & Mining Stay Long XME
    SPDR Materials Stay Long XLB
    SPDR International Real Estate Stay Long RWX
    SPDR Industrial Sector Stay Long XLI
    SPDR Healthcare Stay Long XLV
    SPDR Gold Shares Stay Long GLD
    SPDR Consumer Staples Stay Long XLP
    SPDR Consumer Descretionary Stay Long XLY
    Semiconductor Holders Stay Long SMH
    S&P 500 Stay Long SPY
    RYDEX S&P 500 Equal Weight Stay Long RSP
    Russia Stay Long RSX
    PowerShares US Dollar Index Stay Short UUP
    Pharmaceutical Holders Stay Long PPH
    Oil Service Holders Stay Long OIH
    NDX 100 Stay Long QQQ.O
    IShares United Kingdom Stay Short EWU
    IShares Taiwan New Long EWT
    IShares South Korea Stay Long EWY
    IShares South Africa New Long EZA
    IShares Silver Stay Long SLV
    Ishares S&P Small Cap 600 Stay Long IJR
    IShares S&P 500 Growth Stay Long IVW
    IShares Pacific ex Japan Stay Short EPP
    IShares MSCI Japan Stay Short EWJ
    IShares MSCI EAFE New Long EFA
    IShares Mid Cap 400 Stay Long IJH
    IShares Mexico Stay Long EWW
    IShares Latin America Stay Short ILF
    IShares Hong Kong Stay Short EWH
    IShares Germany Stay Long EWG
    IShares Financial Sector Stay Short IYF
    Ishares Emerging Markets New Long EEM
    Ishares DJ Transportation Stay Long IYT
    IShares DJ Real Estate Stay Long IYR
    IShares Basic Materials Stay Long IYM
    IShares Australia New Long EWA
    IShares 25 Index Stay Short FXI
    IShare Russell 2000 Stay Long IWM
    IPath India Index Stay Short INP
    Internet Holders Stay Long HHH
    Energy Select SPDR Stay Long XLE
    Diamond Trust DOW Stay Long DIA
    DB Commodity Index Stay Long DBC
    Coal Power Shares Stay Short PKOL
    BRIC IShares Stay Short BKF
    Barclays High Yield Bond Stay Short JNK
     
    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
     
    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
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