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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
  • Systematic Trading Plan: Current 50 Day Moving Average Signals for December 28, 2009 0 comments
    Dec 25, 2009 4:02 PM | about stocks: SPY, QQQ, DIA, BKF, PKOL, XLE, EWY, HHH, INP, IWM, IYR, IYT, IYF, EWG, EWH, ILF, EWW, IJH, EFA, EWJ, EPP, 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 NameTrend2Ticker
    BRIC ISharesNew LongBKF
    Coal Power SharesStay LongPKOL
    DB Commodity IndexStay LongDBC
    Diamond Trust DOWStay LongDIA
    Energy Select SPDRStay LongXLE
    Internet HoldersStay LongHHH
    IPath India IndexStay LongINP
    IShare Russell 2000Stay LongIWM
    IShares 25 IndexStay ShortFXI
    IShares AustraliaStay ShortEWA
    IShares Basic MaterialsStay LongIYM
    IShares DJ Real EstateStay LongIYR
    Ishares DJ TransportationStay LongIYT
    IShares Financial SectorNew LongIYF
    IShares GermanyStay 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 AfricaNew LongEZA
    IShares South KoreaStay LongEWY
    IShares TaiwanStay LongEWT
    IShares United KingdomStay ShortEWU
    NDX 100Stay LongQQQQ
    Oil Service HoldersStay ShortOIH
    Pharmaceutical HoldersStay LongPPH
    RussiaStay LongRSX
    S&P 500Stay LongSPY
    Semiconductor HoldersStay LongSMH
    SPDR Consumer DescretionaryStay LongXLY
    SPDR Consumer StaplesNew LongXLP
    SPDR Gold SharesStay ShortGLD
    SPDR HealthcareStay LongXLV
    SPDR Industrial SectorStay LongXLI
    SPDR International Real EstateStay ShortRWX
    SPDR MaterialsStay LongXLB
    SPDR Metal & MiningStay LongXME
    SPDR Mid CapStay LongMDY
    SPDR S&P HomebuildersStay LongXHB
    SPDR TechnologyStay LongXLK
    Steel Market VectorStay LongSLX
    US OilStay ShortUSO
     
    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
    www.seleznovcapitaladvisors.com
    Themes: Systematic trading, rule based trading, trading plans, active trading Stocks: SPY, QQQ, DIA, BKF, PKOL, XLE, EWY, HHH, INP, IWM, IYR, IYT, IYF, EWG, EWH, ILF, EWW, IJH, EFA, EWJ, EPP, 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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