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TANER Daily Momentum (DTM) (June 26, 2017 Monday) (I) & The TANER System And More

TANER Daily Momentum (DTM)

"Traders should take an advantage from the market volatility only if we can get a right guide. My approach of the guide is a top-to-bottom, starting macroeconomic views, and updating daily TANER System: The Daily Market Information (7 days a week), The Daily 25ETFRANKS ("25R") (M-F), The Daily TANER Momentum ETF Model (NYSE:M), The DTM Schwab Model (NYSE:T), The DTM Rotation Model (NYSE:W), The DTM Vanguard Model (TH), and The DTM Stock Model (NYSE:F)" (From The Outstanding Records of Investing and Trading…in 2016: Would The Strategy Prevail in 2017 Too?http://seekingalpha.com/instablog/791632-o-young-kwon/4940104-outstanding-records-investing-trading-etfs-2016-strategy-prevail-2017

The TANER ETF Model (TEM), The TANER Stock Model (NYSE:TSM), The TANER Rotation Model (TRM), and The TANER Vanguard Model (TVM]) The TANER Charles Schwab Model (NYSEARCA:TWM), were introduced in my article. Link:seekingalpha.com/article/817551-the-red-...

TANER Momentum ™ List on June. 26, 2017 Monday, based upon Closing Prices on June. 23, 2017 Friday for The TANER ETF Model

The ETF Model (NYSE:ETM) (June 26, 2017 Monday)

ETF T1 (VTI PFM) A1 (QQQ VWO) E1 (MDY VPU) R1 (PZA BND)

ETF T2 (PFM VXF) A2 (QQQ VWO) E2 (PHD MDY) R2 (PZA BND)

ETF T3 (VTI PFM) A3 (QQQ VPU) E3 (VAW MDY) R3 (VNQ PZA)

SUMMARY OF THE ETM

ETF1-2-3 (PFM QQQ MDY VWO PZA) ETF1-2 (NASDAQ:BND) ETF1-3 (VTI VPU) ETF2 (VXF PHB) ETF3 (NYSEARCA:VAW)

The Schwab Model (June 20, 2017 Tuesday)

SCHWAD:T1 (SCHB RSP) A1 (SCHD RYF) E1 (SCHF FNDF) R1 (CVY SCHO)

SCHWAD:T2 (SPLV RSP) A2 (SCHX SCHC) E2 (SCHA FNDA) R2 (SCHE RYF)

SCHWAD:T3 (RSP SPLV) A3 (SCHC SCHX) E3 (FNDA FNDX) R3 (SCHE SCHZ)

SUMMARY OF THE TEM

SCHWAB 1-2-3 (NYSEARCA:RSP) SCHWAB 1-2 (NYSE:RYF) SCHWAB 2-3 (SPLV SCHC SCHX FNDA SCHE) SCHWAB 1 (SCHB SCHD SCHF FNDF CVY SCHO) SCHWAB 2 (NYSEARCA:SCHA) SCHWAB 3 (FNDX SCHZ)

The TANER Rotation Model (TRM) (June 21, 2017 Wednesday)

ROTATION:T1 (MTK XHB) A1 (REM XBI) E1 (XME GDX) R1 (EDV MBB)

ROTATION T2 (KCE XBI) A2 (MTK KIE) E1 (SHY XRT) R2 (LQD XOP).

ROTATION T3 (KIE IYH) A3 (REM XME) E3 (XBI SLV) R2 (GDX XRT).

SUMMARY OF THE TRM

R.TM.1-2-3 (NYSEARCA:XBI) R.TM.1-2 (MTK) R.TM.1-3 (REM XME GDX) R.TM.2-3 (KIE XRT) R.TM.1 (XHB EDV MBB) R.TM.2 (KCE SHY LQD XOP) R.TM.3 (IYH SLV)

The Vanguard ETF Model (TVM) June. 22, 2017 Thursday)

VANGUARD T1 (VOO VB) A1 (VIG VWO) E1 (VSS VXUS) R1 (BNDX BND)

VANGUARD T2 (VOO VTI) A2 (VXUS VGK) E2 (VTV VB) R2 (VWO VCIT).

VANGUARD T3 (VOO VB) A3 (VTWO VIG) E3 (VFH VGK) R2 (VWO BNDX)

SUMMARY OF THE TVM

VANGUARD 1-2-3 (VOO VB VWO) VANGUARD 1-2 (NASDAQ:VXUS) VANGUARD 1-3 (VIG BNDX) VANGUARD 2-3 (NYSEARCA:VGK) VANGUARD 1 (VSS BND) VANGUARD 2 (VTI VTV VCIT) VANGUARD 3 (VTWO VFH)

The TANER Stock Model (June. 23, 2017 Friday)

STOCK T1 (FDX AMZN) A2 (NVR KSU) E1 (HD SU) R1 (YUM ESRX)

STOCK T2 (FDX HD) A2 (NVR AET) E2 (PH BIDU) R2 (KSU YUM)

STOCK T3 (FDX BA) A3 (NVR AET) E3 (PH SU) R3 (KSU YUM).

SUMMARY OF THE TSM

S.TM.1-2-3 (FDX NVR KSU YUM) S.TM.1-2 (NYSE:HD) S.TM.1-3 (NYSE:SU) S.TM 2-3 (AET PH) S.TM.1 S.TM.1 (AMZN ESRX) S.TM.2 (NASDAQ:BIDU) S.TM.3 (NYSE:BA)

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 show their own cycles from R to E to A to T to R and so on, but majority securities (60%) 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.

I The TANER System

Introduction

On December 2010, more than five years ago, The TANER Momentum List started to post on Seeking Alpha every day. Originally the list contained two Models: (1) The ETF Model (with 20 ETFs) and (2) The Stock Model (with 40 stocks). The former was for long-term portfolios and the latter was for short-term investments or trading accounts.

Currently The TANER System expands to five (5) Models and another daily post for macro news in the U.S. and the world and daily "D25RS" (Daily 25-ETF Relative Strength) as:

(3) The Vanguard Model, (4) The Charles Schwab Model, (5) The Sector Rotation Model, The Daily Market Information (DMI) and TANER 25SCHTDRANKS (D25RS). All five Models have 20 components, changing The Stock Model from 40 to 20.

The Momentum List is not recommendations to buy, sell, or hold securities. Rather it is a sort of platform by which investors and traders to utilize the list for their long-term portfolios, short-term investments, trade accounts, mostly with ETFs (from four Models) or with stocks (from The Stock Model).The List also can be used for trading options or playing short sales.

The List targets three time horizon: one month, two months, and three months. Long-term investors still would have benefits to determine the allocations and rebalancing. Because the four Models (with 20 ETFs) have equity ETFs and bond ETFs so that the relative strength between equity and bond can be detected daily.

Primarily TANER Momentum ("TM") Lists help long-term investors on their lifelong investing or their 401(k) or other Individual Retirement Accounts (IRAs) or their annuities. The ETF Model with other three Models - Vanguard, Charles Schwab, and Sector Rotation - provides on-time selections for their proper ETF investing over a long time gradually.

In particular, when long-term investors would rebalance their portfolios, the Lists would help them to do it in a relatively right time. Normally investors would not time the markets but they would time the markets by possibly picking a right time to rebalance their asset allocation between stock ETFs and bond ETFs, by the list of five Models which have both.

The TANER System is a market monitor using only security prices: the closing prices, the 52-week high prices, and the 52-week low prices. The reason for using these three prices is that they are most reliable market data which are directly observed, without any compiling process.

All five Models serve as a "poll" for not elections but markets. They cast all market activities (or "votes") of market participants - big and small. They would reveal "the possible outcome of tomorrow market actions" (or "election result tomorrow") with a reliable probability.

The performance and relative strength of all components are thoroughly synthesized by a "rank algorithm" that was developed by O. Young Kwon, Ph.D. Please utilize these five lists for your successful investments in a long run or a short run.

The posting schedule is:

7 days (Mon - Sun): The Daily Market Information (DMI)

Monday: The Daily TANER Momentum (DTM) ETF Model

Tuesday: The Daily TANER Momentum (DTM) Schwab Model

Wednesday: The Daily TANER Momentum (DTM) Rotation Model

Thursday: The Daily TANER Momentum (DTM) Vanguard Model

Friday: The Daily TANER Momentum (DTM) Stock Model

Saturday: TANER 25SCHTDRANKS (D25RS)

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 to monitor the current (not historical) market activities. The System captures dynamics of momentum changes of stock and bond ETFs mostly. (Some 20 individual stocks is selected for The Stock Model for the same purpose.) The System also builds successfully their momentum trends over time.

How to Use TANER Momentum

Both long-term investors and short-term traders would benefit by following the TANER System. Some short players or option traders also use The System to get better results. In general, a higher return would go by taking a higher risk, and vice versa. T (Topping) is the highest risk and R (Reversing) is lowest. A (Advancing) and E (Emerging) are between.

The time horizon of investing, however, would change the general relationship between risk and return. If, for example the time dimension would be longer than five years, the lower risk (taking "E" or "R") or higher risk (taking "T" or "A") would bring a higher return.

The former case would be to select unfavorable ETFs and the latter high-flying ETFs: Investors would be lucky enough to select the right ETFs in cyclical sector for the former and in tech-sectors for latter, and more importantly, on a right time. But the safest way would be to set up well-diversified portfolios with low-cost index ETFs because selection and timing are far less crucial than reliable portfolios in the long run.

How to Set UP Reliable Portfolios

There are three ways: (1) Through Investment advisor. But it is not easy to find a right adviser. (2) Use a "Robo" investment services at brokerages (i.e. Charles Schwab) or mutual fund companies. The fee is reasonable. (3) Some independent investors would set up themselves. To help investors, two templates with only two ETFs and three ETFs are recommended as:

(NYSE:A) SCHB (60%) and SCHZ (40%) or VTI (60%) and BND (40%)

(NYSE:B) SCHB (40%), SCHZ (40%), and SCHF (20%) or VTI (40%), BND (40%), and VWO (20%)

SCHB, SCHZ, and SCHF are Charles Schwab's no-commission ETFs, and VTI, BND, and VWO are TD Ameritrade's no-commission ETFs. (See TANER Database next). investors would add some sector ETFs such as SCHH (or VNQ) or RYH (or VHT), or change asset allocations to reflect their preference, risk-tolerance level, and capital size.

II The TANER Publication

Trumponomics: What Is IT? Why Did IT Happen? How Would It Go?

Novemver 23, 2016

Investing (Boring But Profitable In A Long Term) Vs. Trading (Exciting But Risky In A Short Term): Here Is A Way To Enjoy Both

Editors' PickToday, 10:52 AM • VEXAX, VXF, VTSAX1 Comment

The New Monetary Policy In The Low-Rate Era: The Fischer-Yellen Crystal - How Does It Work?

October 3, 2016

A Message From Jackson Hole, Wyoming: Is The Fed Charged With Fischer-Yellen's 'Crystal'?

September 6, 2016

What Is Inflation? Is It Overstated? Then Why Has It Been So Low For So Long?

August 23, 2016

A Simple And Easy Great Recession Watch By The Tracking-Examining-And-Accounting ('TEA') Approach

August 8, 2016

A Simple But Winning Strategy: Permanent Asset Allocations In Extremely Volatile Markets

July 20, 2016 2 Comments

The Treasury Normal Yield Curve: The Fed Operates On The Curve Routinely But It Has Been The Conundrum To The Markets

Feb. 22, 2016 12 Comments

Satisfactory Portfolio Adjustment For The 2014 Market Tumult

Oct. 21, 2014 13 Comments

A Dual-Portfolio Strategy With 2 Controls Has Worked Out. Can It Weather Any Looming Storm?

Nov. 8, 2013 • VTI, VXF, VTV12 Comments

As The Fiscal Showdown Looms, The Market Stress Index Rises

Oct. 2, 2013 • SPY, DIA3 Comments

Can A Well-Defined Portfolio With Enough Cash Weather Major Storms?

Sep. 16, 2013 • BND, VTI, VXF4 Comments

The Federal Reserve Doesn't Blink This Time, The Market Does

Editors' PickAug. 29, 2013 • BND, VTI, VXF35 Comments

The Relationship Between A New Market Stress Index (NYSE:MSI) And The Market

Feb. 15, 2013 • PFM, VPU, PGF5 Comments

A Lackluster Market Ahead As Budget Fight Is Looming

Jan. 26, 2013 • TIP, VTI, PZA5 Comments

The RED Spread: A Market-Breadth Barometer - Can It Predict Black Swans?

Aug. 20, 2012 • BND, VTI, SPY59 Comments

Iii The TANER Announcement

The TANER First Research Project

This is the first installment of first topic among 3 topics, as shown in my comment in "The Treasury Normal Yield Curve: The Fed Operates on The Curve Routinely But It Has Been The "Conundrum" to the Markets." http://seekingalpha.com/article/3917396-treasury-normal-yield-curve-fed-operates-curve-routinely-conundrum-markets

"Three topics: (1) The valuation of bonds, focusing on Treasuries. (2) The recent several market routs: The causes, related to the Fed. (3) The pitfalls in ETFs, seeking the best ways to avoid them."

"A long Run (in 10 Years or Longer) Successful Investing Milestone: A 2.0% For the Real Treasury Yields Inflation Rate, and Stock's Real Returns" http://seekingalpha.com/instablog/791632-o-young-kwon/4863656-long-run-10-years-longer-successful-investing-based-2_0-percent-real-yield-10-year-t-note

The TANER Second Research Project

The August-24 market swoon was a really nasty shaker, affecting not only traders and short-term investors but also long-term investors (mostly with their retirement investing) who have well-diversified portfolios.

The incident made the former scared with the exchange-traded funds (ETFs) when they play short-term play, and shook the latter's confidence on the ETFs which are loaded by their own selections or by recommendations from their advisors of the "Robo" services.

A thorough examination about the unprecedented market debacle with "band flash rally or plunge" and "mispricing" is summarized in this post as third installment, following previous two installments as:

The Life-Cycle Hypothesis of Financial-Asset Allocation, 25 Commission-Free Exchange Traded Funds, & my Lifelong Investing http://seekingalpha.com/instablog/791632-o-young-kwon/4528616-the-life-cycle-hypothesis-of-financial-asset-allocation-25-commission-free-exchange-traded-funds-and-my-lifelong-investing

In the Start of a Great Market Tumult (such as those in Oct., 2014 and Aug., 2015) Can We Foresee the Ensuing Market Development? My Simple Monitor Says Yes. http://seekingalpha.com/instablog/791632-o-young-kwon/4563216-in-the-start-of-a-great-market-tumult-such-as-those-in-oct-2014-and-aug-2015-can-we-foresee-the-ensuing-market-development-my-simple-monitor-says-yes

IV The TANER Database

MODEL 1: The Daily TANER Momentum (DTM) ETF Model

   

$BND (Vanguard Total Bond Market ETF)

$TIP (iShares Barclays TIPS Bond ETF)

$BWX (SPDR Barclays Capital Intl Treasury Bond ETF)

$VAW (Vanguard Raw Materials ETF)

$DIA (SPDR Dow Jones Industrial Average ETF)

$VDE (Vanguard Energy ETF)

$MDY (SPDR S&P Midcap 400 Index ETF)

$VHT (Vanguard Health Care ETF)

$PFM (Power Shares Dividend Achievers ETF)

$VNQ (Vanguard REIT ETF)

$PGF (Power Shares Fin. Preferred Port. ETF)

$VPU (Vanguard Utilities ETF)

$PHB (Power Shares High Yield Corporate Bond ETF)

$VTI (Vanguard Total Stock Market ETF)

$PZA (Power Shares Insured Muni Bond ETF)

$VWO (Vanguard Emerging Markets ETF)

$QQQ (Power Share QQQ Trust ETF)

$VXF (Vanguard Extended Market ETF)

$SPY (SPDR S&P 500 Index ETF)

$XLF (Financial Select Sector SPDR ETF)

   

MODEL 2: The Daily TANER Momentum (DTM) Vanguard Model

   

$BIV (Vanguard Intermediate-Term Bond ETF)

$VIG (Vanguard Dividend Achievers ETF)

$BND (Vanguard Total Bond Market ETF)

$VOO (Vanguard S&P 500 ETF)

$BNDX (Vanguard Total Int'l Bond ETF)

$VSS (Vanguard ETSE All World Ex U.S. S-ETF)

$BSV (Vanguard Short-Term Bond ETF)

$VTI (Vanguard Total Stock Market ETF)

$VB (Vanguard Small-Cap ETF)

$VTV (Vanguard Value ETF)

$VCIT (Vanguard Corporate Bond ETF)

$VTWO (Vanguard Russell 2000 ETF)

$VDE (Vanguard Energy ETF)

$VUG (Vanguard Growth ETF)

$VEA (Vanguard MSCI EAFE ETF)

$VWO (Vanguard Emerging Markets ETF)

$VFH (Vanguard Financials ETF)

$VXF (Vanguard Extended Market ETF)

$VGK (Vanguard ETSE Europe ETF)

$VXUS (Vanguard All Except U.S. ETF)

   

MODEL 3: The Daily TANER Momentum (DTM) Charles Schwab Model

   

$CVY (Multi-Asset Investments ETF)

$SCHD (Schwab U.S. Dividend Equities ETF)

$FNDA (Fundamental U.S. S-Cap ETF)

$SCHE) (Schwab Emerging Market ETF)

$FNDF (Fundamental Int'l L-C ETF)

$SCHF (Schwab U.S. Int'l Equities ETF)

$FNDX (Fundamental U.S. L-C ETF)

$SCHM (Schwab Mid-Cap ETF)

$RSP (S&P Equal Weight ETF)

$SCHO (Schwab U.S. S-T Treasury ETF)

$RYE (Schwab S&P Equal W Energy ETF)

$SCHP (Schwab U.S. TIPS ETF)

$RYF (Schwab S&P Equal W Fin ETF)

$SCHR (Schwab Intermediate-U.S. Treasury ETF)

$SCHA (Schwab U.S. S-Cap ETF)

$SCHX (Schwab U.S. L-Cal ETF)

$SCHB (Schwab Broad Market ETF)

$SCHZ (Schwab U.S. Aggregate Bond ETF)

$SCHC (Schwab S-T Int'l S-C ETF)

$SPLV (S&P 500 Low Volatility ETF)

   

MODEL 4: The Daily TANER Momentum (DTM) Sector Rotation Model

   

$EDV (Vanguard Extended Duration Treasury ETF)

$MTK (SPDR Technology ETF)

$ERT (SPDR Retail ETF)

$PSK SPDR Wells Fargo Preferred ETF)

$GDX (Market Vector Gold Miners ETF)

$REM (iShares NAREIT Mortgage ETF)

$ITM (Market Vecotr Municipals ETF)

$SHY (iShares 1-3 Year Treasuries ETF)

$IYH (iShares DJ US Healthcare ETF)

$SLV (iShares Silver ETF)

$KBE SPDR BANK ETF)

$XBI (SPDR Biotech ETF)

$KCE SPDR Capital Markets ETF)

$XHB (SPDR Homebuilders ETF)

$KIE SPDR Insurance ETF)

$XME (SPDR Metals & Mining ETF)

$LQD (iShares Corporate Bonds ETF)

$XOP (SPDR Oil & Gas Explore & Production ETF)

$MBB (iShares Barclays MBS Bond ETF)

$XSD (SPDR Semiconductors ETF)

   

MODEL 5: The Daily TANER Momentum (DTM) Stock Model

   

$AET (Aetna)

$JNJ (Johnson & Johnson)

$AMZN (Amazon.com)

$JWN (Nordstrom)

$BA (Boeing)

$KSU (Kansas City Southern)

$BEN (Franklin Resources)

$MA (MasterCard)

$BIDU (Baidu Inc.)

$NKE (Nike)

$HD (Home Depot)

$NVR (NVR, Inc.)

$CAT (Caterpillar)

$PH (Parker-Hannafin)

$CME CME Group)

$SU (Sunco Energy)

$ESRX (Express Scripts)

$WMT (Wal-Mart Stores)

$FDX (FedEx)

$YUM (Yum Brands)

   

The Daily 25ETFRANKS (D25RS): 25 No-Commission ETFs at Schwab & TD Ameritrade

   

$BND (Vanguard Total Bond Market ETF)

$TFI ( (SPDR Nuveen Barclays Municipal Bond ETF)

$BWX (SPDR Barclays Capital Intl Treasury Bond ETF)

$TIP ( Shares Barclays TIPS Bond ETF)

$EDV (Vanguard Extended Duration Treasury Index ETF)

$USCI (United States Commodity Index ETF)

$IVV (iShares Core S&P 500 ETF)

$VB (Vanguard Small-Cap ETF)

$PGX (PowerShares Preferred Portfolio ETF)

$VNQ (Vanguard REIT ETF)

$PHB (PowerShares High Yield Corporate Bond ETF)

$VO (Vanguard Mid-Cap ETF)

$RGI (Guggenheim S&P Equal Weight Industrials ETF)

$VSS (Vanguard ETSE All World Ex U.S. S-ETF)

$RYE (Guggenheim S&P Equal Weight Energy ETF)

$VTI (Vanguard Total Stock Market ETF)

$RYH (Guggenheim S&P Equal Weight Health Care ETF)

$VTV (Vanguard Value ETF)

$RYT (Guggenheim S&P Equal Weight Financial ETF)

$VUG (Vanguard Growth ETF)

$RYT (Guggenheim S&P Equal Weight Technology ETF)

$VWO (Vanguard Emerging Markets ETF)

$SCHD (Schwab U.S. Dividend Equities ETF)

$VXF (Vanguard Extended Market ETF)

$SPLV (PowerShares S&P 500 Low Volatility Portfolio ETF)

SCHTD25 & TANER MODEL

               
 

SCHTD25

TANER MODEL

ID

TICKER

CHARLES SCHWAB

TD AMERITRADE

ETF

VANGUARD

SCHWAB

ROTATION

1

BND

 

BND

BND

BND

<SCHZ>

 

2

BWX

BWX

BWX

BWX

     

3

PHB

PHB

 

PHB

 

PHB

 

4

TFI

TFI

 

<PZA>

     

5

TIP

 

TIP

TIP

 

<SCHP>

 

6

EDV

 

EDV

     

EDV

7

SCHD

SCHD

 

<PFM>

<VIG>

SCHD

 

8

PGX

PGX

 

<PGF>

   

<PSK>

9

RYE

RYE

 

<VDE>

<VDE>

RYE

 

10

RYH

RYH

 

<VHT>

     

11

SPLV

SPLV

 

<VPU>

 

SPLV

 

12

RGI

RGI

 

<DIA>

     

13

VO

 

VO

<MDY>

 

<SCHM>

 

14

RYT

RYT

 

<QQQ>

     

15

IVV

 

IVV

<SPY>

<VOO>

<RSP>

 

16

USCI

USCI

 

<VAW>

     

17

VNQ

 

VNQ

VNQ

     

18

VTI

 

VTI

VTI

VTI

<SCHX>

 

19

VXF

 

VXF

VXF

VXF

   

20

VWO

 

VWO

VWO

VWO

<SCHE>

 

21

RYF

 

RYF

<XLF>

 

RYF

 

22

VB

 

VB

 

VB

   

23

VSS

 

VSS

 

VSS

   

24

VUG

 

VUG

 

VUG

   

25

VTV

 

VTV

 

VTV

   
               

NOTE

               

1. ETFs in <****> are alternatives or proxies.

2. The TANER momentum list of Model ETF has been posted daily since December 2010.

3. The list of Models of Vanguard, Schwab, and Sector Rotation is posted once or twice weekly.

4. SCHTD25 consists of 11 Schwab ETFs and 14 TD Ameritrade, all of that are commission free.

5. SCHTD25 has 19 stock ETFs and 6 bond ETFs (BND, BWX, PHB, TFI, and TIP).

6. SCHTD25 has 22 U.S. ETFs and 3 global ETFs (BWX< VWO, and VSS).

Find the perfect ETF for your portfolio with SA's ETF Hub »