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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 50 Day Moving Average Signals for December 22, 2009 1 comment
    Dec 21, 2009 5:10 PM | about stocks: SPY, QQQ, DIA, BKF, PKOL, XLE, EWY, HHH, INP, IWM, IYR, IYT, IYF, EWG, EWH, ILF, EWW, IJH, EFA, IVW, IJR, SLV, EZA, EWT, EWU, OIH, PPH, RSX, SMH, XLY, XLP, GLD, XLV, XLI, RWX, XLB, XME, MDY, XHB, XLK, SLX, USO
    Systematic Trader’s will use the 50 day Simple Moving Average as their trading plan. The 50 day moving average is a good trading plan for indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every index, ETF, or stock.
    Other widely followed moving averages are the 100 day moving average and the 200 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 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 50 day moving average? There are so many people using the 50 day moving average, that we will often see extreme volatility in indexes when they cross both above and below the 50 day moving average.
    The below chart shows the current 50 day simple moving average condition on the 40 most actively traded ETF’s. 
     
    Security NameTrend2
    BRIC ISharesStay Short
    Coal Power SharesStay Long
    DB Commodity IndexStay Short
    Diamond Trust DOWStay Long
    Energy Select SPDRStay Short
    EWYStay Long
    Internet HoldersStay Long
    IPath India IndexStay Long
    IShare Russell 2000Stay Long
    IShares 25 IndexStay Short
    IShares AustraliaStay Short
    IShares Basic MaterialsStay Long
    IShares DJ Real EstateStay Long
    Ishares DJ TransportationStay Long
    IShares Financial SectorStay Short
    IShares GermanyStay Short
    IShares Hong KongStay Short
    IShares Latin AmericaStay Short
    IShares MexicoStay Long
    IShares Mid Cap 400Stay Long
    IShares MSCI EAFEStay Short
    IShares MSCI JapanStay Long
    IShares Pacific ex JapanStay Short
    IShares S&P 500 GrowthStay Long
    Ishares S&P Small Cap 600Stay Long
    IShares SilverStay Short
    IShares South AfricaStay Long
    IShares TaiwanStay Short
    IShares United KingdomStay Short
    NDX 100Stay Long
    Oil Service HoldersStay Short
    Pharmaceutical HoldersStay Long
    RussiaNew Long
    S&P 500Stay Long
    Semiconductor HoldersStay Long
    SPDR Consumer DescretionaryStay Long
    SPDR Consumer StaplesStay Short
    SPDR Gold SharesNew Long
    SPDR HealthcareStay Long
    SPDR Indutrial SectorStay Long
    SPDR International Real EstateStay Short
    SPDR MaterialsStay Long
    SPDR Metal & MiningStay Long
    SPDR Mid CapStay Long
    SPDR S&P HomebuildersStay Long
    SPDR TechnologyStay Long
    Steel Market VectorStay Long
    US OilStay Short
    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 50 day moving average daily along with a number of other systematic trading plans.
    There is No “Holy Grail” in trading systems. Do not use the 50 day SMA or any other systematic trading system without proper research on the asset.
    For questions on rule based, systematic trading, contact mark@seleznovcapitaladvisors.com
    Themes: Systematic trading, rule based trading, trading plans Stocks: SPY, QQQ, DIA, BKF, PKOL, XLE, EWY, HHH, INP, IWM, IYR, IYT, IYF, EWG, EWH, ILF, EWW, IJH, EFA, IVW, IJR, SLV, EZA, EWT, EWU, OIH, PPH, RSX, SMH, XLY, XLP, GLD, XLV, XLI, RWX, XLB, XME, MDY, XHB, XLK, SLX, USO
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    The Holy Grail to Investing.

    The utlimate business solution. The ability to cut the cost of any business expense, or just plain invest.

    Developed multiple arbitrages for the financial markets. Arbitrages that produce just a few percent a year, to arbitrages that produce over 30 percent a year.

    In 2001 i started developing, as of now, a dozen arbitrages. Over 30%/yr.

    Risk-Free Investing is not only possible, but in abundance. Just that people are told and taught that it is impossible. No risk has been in front of all, but not seen.

    I'm interested in selling, or partnering to sell, or partner in a business that uses my arbitrage.


    Thomas Adair
    HolyGrailToInvesting@h...
    21 Dec 2009, 11:05 PM Reply Like
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