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 | 20-20 Turtle System | Ticker |
| Barclays High Yield Bond | Stay Short | JNK |
| BRIC IShares | Stay Short | BKF |
| Coal Power Shares | Stay Short | PKOL |
| DB Commodity Index | Stay Short | DBC |
| Diamond Trust DOW | Stay Short | DIA |
| Energy Select SPDR | Stay Short | XLE |
| Internet Holders | Stay Short | HHH |
| IPath India Index | Stay Short | INP |
| IShare Russell 2000 | Stay Short | IWM |
| IShares 25 Index | Stay Short | FXI |
| IShares Australia | Stay Short | EWA |
| IShares Basic Materials | Stay Short | IYM |
| IShares DJ Real Estate | Stay Short | IYR |
| Ishares DJ Transportation | Stay Short | IYT |
| Ishares Emerging Markets | Stay Short | EEM |
| IShares Financial Sector | Stay Short | IYF |
| IShares Germany | Stay Short | EWG |
| IShares Hong Kong | Stay Short | EWH |
| IShares Latin America | Stay Short | ILF |
| IShares Mexico | Stay Short | EWW |
| IShares Mid Cap 400 | Stay Short | IJH |
| IShares MSCI EAFE | Stay Short | EFA |
| IShares MSCI Japan | Stay Short | EWJ |
| IShares Pacific ex Japan | Stay Short | EPP |
| IShares S&P 500 Growth | Stay Short | IVW |
| Ishares S&P Small Cap 600 | Stay Short | IJR |
| IShares Silver | Stay Short | SLV |
| IShares South Africa | Stay Short | EZA |
| IShares South Korea | Stay Short | EWY |
| IShares Taiwan | Stay Short | EWT |
| IShares United Kingdom | Stay Short | EWU |
| NDX 100 | Stay Short | QQQ.O |
| Oil Service Holders | Stay Short | OIH |
| Pharmaceutical Holders | Stay Short | PPH |
| PowerShares US Dollar Index | Stay Long | UUP |
| Russia | Stay Short | RSX |
| RYDEX S&P 500 Equal Weight | Stay Short | RSP |
| S&P 500 | Stay Short | SPY |
| Semiconductor Holders | Stay Short | SMH |
| SPDR Consumer Descretionary | Stay Short | XLY |
| SPDR Consumer Staples | Stay Short | XLP |
| SPDR Gold Shares | Stay Long | GLD |
| SPDR Healthcare | Stay Short | XLV |
| SPDR Industrial Sector | Stay Short | XLI |
| SPDR International Real Estate | Stay Short | RWX |
| SPDR Materials | Stay Short | XLB |
| SPDR Metal & Mining | Stay Short | XME |
| SPDR Mid Cap | Stay Short | MDY |
| SPDR S&P Homebuilders | Stay Short | XHB |
| SPDR Technology | Stay Short | XLK |
| Steel Market Vector | Stay Short | SLX |
| US Oil | Stay Long | USO |
| Wisdom Tree Total Dividend | Stay Short | 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