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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 18, 2011 0 comments
    Jul 15, 2011 5:25 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 Name Turtle Ticker
    Barclays High Yield Bond Stay Long JNK
    BRIC IShares Stay Long BKF
    Coal Power Shares Stay Long PKOL
    DB Commodity Index Stay Long DBC
    Diamond Trust DOW Stay Long DIA
    Energy Select SPDR Stay Long XLE
    Internet Holders Stay Long HHH
    IPath India Index Stay Long INP
    IShare Russell 2000 Stay Long IWM
    IShares 25 Index Stay Short FXI
    IShares Australia Stay Long EWA
    IShares Basic Materials Stay Long IYM
    IShares DJ Real Estate Stay Long IYR
    Ishares DJ Transportation Stay Long IYT
    Ishares Emerging Markets Stay Long EEM
    IShares Financial Sector Stay Long IYF
    IShares Germany Stay Short EWG
    IShares Hong Kong Stay Short EWH
    IShares Latin America Stay Long ILF
    IShares Mexico Stay Long EWW
    IShares Mid Cap 400 Stay Long IJH
    IShares MSCI EAFE Stay Short EFA
    IShares MSCI Japan Stay Long EWJ
    IShares Pacific ex Japan Stay Short EPP
    IShares S&P 500 Growth Stay Long IVW
    Ishares S&P Small Cap 600 Stay Long IJR
    IShares Silver Stay Long SLV
    IShares South Africa Stay Long EZA
    IShares South Korea Stay Long EWY
    IShares Taiwan Stay Short EWT
    IShares United Kingdom Stay Short EWU
    NDX 100 Stay Long QQQ.O
    Oil Service Holders Stay Long OIH
    Pharmaceutical Holders Stay Long PPH
    PowerShares US Dollar Index Stay Long UUP
    Russia Stay Long RSX
    RYDEX S&P 500 Equal Weight Stay Long RSP
    S&P 500 Stay Long SPY
    Semiconductor Holders Stay Long SMH
    SPDR Consumer Descretionary Stay Long XLY
    SPDR Consumer Staples Stay Long XLP
    SPDR Gold Shares Stay Long GLD
    SPDR Healthcare Stay Long XLV
    SPDR Industrial Sector Stay Long XLI
    SPDR International Real Estate Stay Short RWX
    SPDR Materials Stay Long XLB
    SPDR Metal & Mining Stay Long XME
    SPDR Mid Cap Stay Long MDY
    SPDR S&P Homebuilders Stay Long XHB
    SPDR Technology Stay Long XLK
    Steel Market Vector Stay Long SLX
    US Oil Stay Short USO
    Wisdom Tree Total Dividend Stay Long DTD
     
    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
     
    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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