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O. Young Kwon
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O. Young Kwon, NYU Ph.D. in Economics had worked in securities industry for ten years as a Registered Investment Adviser. He taught Macroeconomics and Statistics. Prior to his academic career, he was an Economist/Bank Supervisor at the Bank of Korea (the Fed's counterpart). In 2009 he set up the... More
  • The Daily TANER Momentum 4 comments
    Dec 24, 2012 6:16 PM

    The TANER ETF Model (TEM), The TANER Stock Model (TSM), The TANER Rotation Model (TRM), and The TANER Vanguard Model (TVM), were introduced in my article. Link: www.seekingalpha.com/article/817551

    The Daily TANER Momentum (DTM) (May 20, 2013 Monday)

    TANER Momentum ™ List on May 20, 2013 (Monday) based upon Closing Prices on May 17, 2013 (Friday)

    The TANER ETF Model (TEM) on May 20, Monday

    ETF:T1 (VTI DIA) A1 (VXF QQQ) E1 (PFM PGF)R1 (VWO BWX)

    ETF T2 (VTI PFM) A2 (VNQ VHT) E2 (VAW DIA) R2 (VPU BWX).

    ETF T3 (DIA PFM) A3 (MDY VHT) E3 (SPY PGF) R3 (VPU QQQ).

    SUMMARY OF THE TEM2

    E.TM. 1-2-3 (DIA PFM) E.TM. 1-2 (VTI BWX) E.TM. 1-3 (PGF QQQ) E.TM. 2-3 (VHT VPU) E.TM. 1 (VXF VWO) E.TM. 2 (VNQ VAW) E.TM. 3 (MDY SPY)

    The TANER Stock Model (TSM) on May 20, Monday

    STOCK T1 (KRFT)JNJ A2 (NUS ESRX) E1 (LIFE AGN) R1 (DE FCX)

    STOCK T2 (PH KRFT) A2 (NUS AMZN) E2 (NFLX)FDX R2 (DE BIDU).

    STOCK T3 (MA PH) A3 (NUS JWN) E3 (NFLX FDX) R3 (IBM BIDU).

    SUMMARY OF THE TSM

    S.TM.1-2-3 (NUS) S.TM.1-2 (KRFT DE) S.TM.2-3 (PH NFLX FDX BIDU) S.TM.1 (JNJ ESRX LIFE AGN FCX) S.TM.2 (AMZN) S.TM.1 (MA JWN IBM)

    The TANER Rotation Model (TRM) on May 20, Monday)

    ROTATION:T1 (VIS IWF) A1 (XSD XOP) E1 (CSJ LQD) R1 (IWD GLD)

    ROTATION T2 (SDY MTK) A (VOX VEA) E2 (KRE XME) R2 (PCY EDV).

    ROTATION T3 (SDY IWF) A3 (XHB XOP) E3 (RWR PCY) R (REM SLV).

    SUMMARY OF THE TRM

    R.TM.1-3 (IWF XOP) R.TM.2-3 (SDY PCY) R.TM.1 (VIS XSD CSJ LQD IWD GLD) R.TM.2 (MTK VOX VEA KRE XME EDV) R.TM.3 (XHB RWR REM SLV)

    Link: www.seekingalpha.com/instablog/791632-o-young-kwon/1111541-the-taner-data. You can get the names of securities with the ticker symbol in The TEM, The TSM, and The TRM..

    The TANER Vanguard Model (TVM) (Weekly on May 20, Monday)

    VANGUARD T1 (VTI)VYM A1 (VDE VEU) E1 (VOX VHT) R1 (VXF VIS)

    VANGUARD T2 (VYM)VFH A2 (VOX VHT) E2 (VTI VAW) R2 (VXF EDV).

    VANGUARD T3 (VTI)VAW A3(VCR VPU) E3(VDE VEU) R3 (VDC VXF).

    SUMMARY OF THE TVM

    V.TM.1-2-3 (VTI VXF) V.TM.1-2 (VYM VOX VHT) V.TM.1-3 (VDE VEU) V.TM.2-3 (VAW) V.TM.1 (VIS) V.TM.2 (VFH EDV) V.TM.3 (VCR VPU VDC)

    Link: www.seekingalpha.com/instablog/791632-o-young-kwon/1111541-the-taner-data. You can get the names of securities with the ticker symbol in The TVM.

    Note:

    T (Topping): Leading Leaders.(LDLD)

    A (Advancing): Lagging Leaders (LGLD)

    E (Emerging): Leading Laggards (LDLG)

    R (Reversing): Lagging Laggards.(LGLG)

    The numbers in parentheses (1-2-3) are one-month, two-month, and three-month terms.

    The overall markets (DJIA, S&P 500, or NASDAQ) have their cycles. Individual securities (ETFs or Stocks) have also their own cycles given the market cycles. In general, all securities in The TANER System (20 ETFs and 40 stocks) show their own cycles from R to E to A to T to R and so on, but majority securities (60% of ETFs and 80% of stocks are in N (Neutral, meaning residual). Therefore all securities do not show any pattern. When any of your holding has T or R momentum, you pay your particular attention.

    Introduction

    O. Young Kwon, NYU Ph.D. (Economics) had worked in securities industry for ten years as a Registered Investment Adviser. In 2009 he set up the TANER System in order to synthesize performances and relative strengths of 20 ETFs and 40 equities thoroughly. The System captures dynamics of momentum changes of individual securities on the daily basis. The System also builds successfully their momentum trends over time.

    How to Use TANER Momentum (TM)

    Every marketday buys, sells, or exchanges (among mutual funds) can be made by TM. All trades except exchanges are posted on StockTalks to share these trades with you. For options players (for me options are excluded) call/put positions can be taken. My experience for three years propose following two Risk/Reward Tables: The Long-Term RR (LTRR) Table and The Short-Term RR (STRR) Table. . Please use this as a guide.

    LTRR (For Long-Term Investors)

    TANER

    RISKREWARD
    T (TOPPING)HIGHERLOWER
    A (ADVANCING)HIGHLOW
    n (neutral)averageaverage
    E (EMERGING)LOWHIGH
    R (REVERSING)LOWERHIGHER

    Try Advancing (A) and Emerging (E) TM.

    STRR (For Near-Term Traders)

    TANERRISKREWARD
    T (TOPPING)HIGHERHIGHER
    A (ADVANCING)HIGHHIGH
    n (neutral)averageaverage
    E (EMERGING)LOWLOW
    R (REVERSING)LOWERLOWER

    Try Advancing (A) or Topping (T) TM. When a very near term (i.e. daytrading), Topping (T) TM.

    What for R (Reversing)? These TM are useful either for your exits of any holding or your bets in a stable upswing. Sometime R gives you a big gain.

    T (Topping) sometimes help you to take gains with the intraday 5%+ rule.

    Related Instablogs

    Go TANER: The Market Primer

    Autopilot Portfolio: TANER APP (I)

    Income Portfolio: TANER APP (II)

    The Tiger Rule: TANER APP (III)

    Daytrading: TANER APP (IV)

    The TMT (TANER Momentum Trend)

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This post has 4 comments:

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  • Nice. I like what you have done with the page.
    19 Oct 2012, 11:23 PM Reply Like
  • Hello Amadon. Thanks. Young
    20 Oct 2012, 05:14 AM Reply Like
  • I am just sticking with my Vanguard ETF's, so far so good!
    22 Dec 2012, 02:01 PM Reply Like
  • Hello Hillbilly Stock Sstar:

    Thanks for your comment. Happy Holidays.

    Young
    22 Dec 2012, 03:05 PM Reply Like
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