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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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Seleznov Capital Advisors
  • Turtle Trading Market Timing System Signals for July 2, 2011 0 comments
    Jul 1, 2011 5:21 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
    Turtle Trading Systems use the highest high and lowest low of a certain number of days to generate signals. One of the most popular parameters is the 20 day high and 20 day low of a stock or Index. We use the 20 day high and low for our daily signals. One advantage is that as prices move lower and the high of the last 20 days drops, the Turtle Trading System locks in profits. You can also clearly see the point that you would close a trade and open a new one in the opposite direction.
    We track this popular trading method and 29 others at Seleznov Capital Advisors.  You may also sign up for our Free Weekly Commentary at the top right of our home page at www.seleznovcapitaladvisors.com
    One of the most popular Market Timing Trading Systems is known as the Turtle Trading System made popular by Richard Dennis and Richard Donchian. It is an effective Breakout method used by many traders. 
    It works best with trending assets and indexes. It is used in futures trading, stock trading and Index trading by many.
    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.
    There are many versions of the Turtle Trading System. We follow and Track the 20 day high and 20 day low system on the most actively traded ETF’s and Indexes. Daily Signals are available in our nightly Daily Trend Signal Service.
    Some traders will fade, or trade against the Turtle Trading System Signals as many of them are false signals. Why should you care about the signals produced with the Turtle Trading System? There are so many people using Turtle Trading, that we will often see extreme volatility in indexes when they cross both above and below their 20 day highs or lows. Many Hedge Funds us the Turtle Trading methods in their funds.
    This table shows the current Turtle Trading Signals for tomorrow on the 50 most actively traded ETF’s. 
    Security NameTrend8Ticker
    Barclays High Yield BondNew LongJNK
    BRIC ISharesNew LongBKF
    Coal Power SharesStay ShortPKOL
    DB Commodity IndexStay ShortDBC
    Diamond Trust DOWStay LongDIA
    Energy Select SPDRNew LongXLE
    Internet HoldersStay LongHHH
    IPath India IndexStay LongINP
    IShare Russell 2000Stay LongIWM
    IShares 25 IndexStay ShortFXI
    IShares AustraliaNew LongEWA
    IShares Basic MaterialsStay LongIYM
    IShares DJ Real EstateNew LongIYR
    Ishares DJ TransportationStay LongIYT
    Ishares Emerging MarketsNew LongEEM
    IShares Financial SectorNew LongIYF
    IShares GermanyNew LongEWG
    IShares Hong KongStay ShortEWH
    IShares Latin AmericaNew LongILF
    IShares MexicoStay LongEWW
    IShares Mid Cap 400Stay LongIJH
    IShares MSCI EAFEStay ShortEFA
    IShares MSCI JapanStay LongEWJ
    IShares Pacific ex JapanStay ShortEPP
    IShares S&P 500 GrowthStay LongIVW
    Ishares S&P Small Cap 600Stay LongIJR
    IShares SilverStay ShortSLV
    IShares South AfricaStay ShortEZA
    IShares South KoreaNew LongEWY
    IShares TaiwanStay ShortEWT
    IShares United KingdomStay ShortEWU
    NDX 100New LongQQQ.O
    Oil Service HoldersStay ShortOIH
    Pharmaceutical HoldersNew LongPPH
    PowerShares US Dollar IndexStay LongUUP
    RussiaStay LongRSX
    RYDEX S&P 500 Equal WeightNew LongRSP
    S&P 500New LongSPY
    Semiconductor HoldersNew LongSMH
    SPDR Consumer DescretionaryStay LongXLY
    SPDR Consumer StaplesNew LongXLP
    SPDR Gold SharesStay ShortGLD
    SPDR HealthcareNew LongXLV
    SPDR Industrial SectorStay LongXLI
    SPDR International Real EstateStay ShortRWX
    SPDR MaterialsStay LongXLB
    SPDR Metal & MiningNew LongXME
    SPDR Mid CapStay LongMDY
    SPDR S&P HomebuildersNew LongXHB
    SPDR TechnologyNew LongXLK
    Steel Market VectorStay LongSLX
    US OilStay ShortUSO
    Wisdom Tree Total DividendNew LongDTD
    You should not trade any systematic 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 Turtle Trading System along with system performance rankings of other systematic trading plans.
    There is No “Holy Grail” in trading systems. Do not use the Turtle Trading System or any other systematic trading system without proper research on the asset.
    For questions on rule based, systematic trading, contact
    mark@seleznovcapitaladvisors.com
     
    Themes: Turtle trading, turtle trader, market timing, etf, systematic trading, active trading, technical analysis, trading signals, trend following, 50 day moving average, stock index, moving averages, 100 day moving average, 200 day moving average, cross of the shorter moving 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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