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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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  • Trading System status for those using a 50 Day Simple Moving Average System 0 comments
    Nov 7, 2009 11:43 AM | about stocks: SPY, DIA, EEM, IYR, SMH, EWJ

    This results posted below for the status of the 50 day simple moving average condition as of the close of trading November 6, 2009 is for informational purposes only.

    Although the 50 day SMA is widely followed, it is one of the worse systematic trading plans that a institution, advisor, or retail trader can use.  I do not recommend using the 50 day SMA without a research report to determine if it is appropriate for the ETF, index, or asset you are trading.

    The week ending November 6, 2009 saw a large number of these ETF's both above and below their 50 day SMA. (A "1" indicates above the 50 SMA, a "0" below the 50 day SMA)

    Security NameTicker SymbolAbove 50
    DB Commodity IndexDBC1
    Diamond Trust DOWDIA1
    Energy Select SPDRXLE1
    IPath India IndexINP1
    IShares 25 IndexFXI1
    IShares AustraliaEWA1
    IShares Basic MaterialsIYM1
    IShares Hong KongEWH1
    IShares Latin AmericaILF1
    IShares MexicoEWW1
    IShares MSCI EAFEEFA1
    IShares Pacific ex JapanEPP1
    IShares S&P 500 GrowthIVW1
    IShares SilverSLV1
    IShares TaiwanEWT1
    IShares United KingdomEWU1
    NDX 100QQQQ1
    Oil Service HoldersOIH1
    S&P 500SPY1
    SPDR Consumer DescretionaryXLY1
    SPDR Consumer StaplesXLP1
    SPDR Gold SharesGLD1
    SPDR HealthcareXLV1
    SPDR Indutrial SectorXLI1
    SPDR TechnologyXLK1
    US OilUSO1
    EWYEWY0
    IShares DJ Real EstateIYR0
    Ishares DJ TransportationIYT0
    IShares Financial SectorIYF0
    IShares GermanyEWG0
    IShares Mid Cap 400IJH0
    IShares MSCI JapanEWJ0
    Ishares S&P Small Cap 600IJR0
    IShares South AfricaEZA0
    Pharmaceutical HoldersPPH0
    Semiconductor HoldersSMH0
    SPDR International Real EstateRWX0
    SPDR MaterialsXLB0
    SPDR Metal & MiningXME0
    SPDR Mid CapMDY0
    SPDR S&P HomebuildersXHB0


    Using the wrong system for an asset will result in losses.  Systematic trading is the best way to time the market, protect wealth, and eliminate Buy and Hold. 

    There is No "Holy Grail" in systematic trading.  You must use trend following systems for assets that "Trend" and "Oscillator" based systems for assets that just move up and down without major trends developing.

    Themes: systematic trading, technical analysis, ETF Stocks: SPY, DIA, EEM, IYR, SMH, EWJ
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