TRADING ART HILL 1

[TREND1]

10/26 Weekly Market Review & Outlook (with video) - Oversold, But Broadsided

https://stockcharts.com/members/articles/arthurhill/2018/10/weekly-market-review--outlook-with-video---oversold-but-broadsided.html

[TREND1]

10/24 Watching Benchmark Lows for Clues on Performance - New Lows Expand in Indexes and Key Sectors

https://stockcharts.com/members/articles/arthurhill/2018/10/watching-benchmark-low-for-clues-on-performance---new-lows-expand-in-indexes-and-key-sectors.html

[TREND1]

10/12 All nine breadth indicators are in bear mode.
This is the first time the majority of breadth indicators have been bearish since March 2016.

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10/20 Secondary movements retrace 1/3 to 2/3 of the primary move, with 50% being the typical amount

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10/20 Hamilton believed that the length and the duration of the PRIMARY trend were largely indeterminable.

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10/19 Weekly Market Review & Outlook (with video) - Dow Theory and Primary Trends

https://stockcharts.com/members/articles/arthurhill/2018/10/weekly-market-review--outlook-with-video---dow-theory-and-primary-trends.html

[TREND1]

10/18 I ( ART HILL ) have tested lots of combinations and found it quite hard to beat the 50-day/200-day cross for the S&P 500. The biggest downside is the distance price must move to produce a crossover. Currently, the 50-day SMA is still over 4% above the 200-day SMA and this means more downside is needed to produce a signal.

[TREND1]

10/18 First, notice that the Maximum Drawdown (MDD) decreases as soon as we move from closing prices to the 5-day SMA for signals.
Second, notice that the Win% increases from 35% to 91% as we move from the close to the 50-day SMA.
Third, notice that the average gain also increases as the shorter moving average is lengthened.

[TREND1]

10/18 The first method to reduce whipsaws is to use a shorter moving average instead of the closing price. The chart below shows the S&P 500 with the 5-day SMA in green and the 200-day SMA in red. Notice that the 5-day SMA held above the 200-day SMA in late March and early April. The 5-day SMA also held above the 200-day SMA over the last five days, but is close to a cross right now.

[TREND1]

10/18 This is the nature of trend following: a few big gains make up for lots of small losses

[TREND1]

10/18 SystemTrader - Reducing Moving Average Whipsaws with Smoothing and Quantifying Filters.

https://stockcharts.com/members/articles/arthurhill/2018/10/systemtrader---reducing-moving-average-whipsaws-with-smoothing-and-quantifying-filters-.html

[TREND1]

*****200 EMA KEY
Date Written: March 3, 2016
Abstract
Using leverage to magnify performance is an idea that has enticed investors and traders throughout history. The critical question of when to employ leverage and when to reduce risk, though, is not often addressed. We establish that volatility is the enemy of leverage and that streaks in performance tend to be beneficial to using margin. The conditions under which higher returns would be achieved from using leverage, then, are low volatility environments that are more likely to experience consecutive positive returns. We find that Moving Averages are an effective way to identify such environments in a systematic fashion.

When the broad U.S. equity market is above its Moving Average, stocks tend to exhibit lower than average volatility going forward, higher average daily performance, and longer streaks of positive returns. When below its Moving Average, the opposite tends to be true, as volatility often rises, average daily returns are lower, and streaks in positive returns become less frequent.

Armed with this finding, we developed a strategy that employs leverage when the market is above its Moving Average and deleverages (moving to Treasury bills) when the market is below its Moving Average.

This strategy shows better absolute and risk-adjusted returns than a comparable buy and hold unleveraged strategy as well as a constant leverage strategy.

The results are robust to various leverage amounts, Moving Average time periods, and across multiple economic and financial market cycles.

[TREND1]

BELOW 200 EMA


http://schrts.co/7UZFgW

[TREND1]

10/12 Weekly Market Review & Outlook (with video) - The Straw that Broke the Bull's Back


https://www.stockcharts.com/members/articles/arthurhill/2018/10/weekly-market-review--outlook-with-video---the-straw-that-broke-the-bulls-back.html

[TREND1]

*****10/8 SystemTrader:( ALL THREE) A Rules-Based Approach for When to Cry Uncle

https://stockcharts.com/members/articles/arthurhill/2018/10/systemtrader-a-rules-based-approach-for-when-to-cry-uncle.html

[TREND1]

10/5 Weekly Market Review & Outlook (with video) - Working with Assumptions and Predictions

https://stockcharts.com/members/articles/arthurhill/2018/10/weekly-market-review--outlook-with-video---working-with-assumptions-and-predictions.html

[TREND1]

9/28 Weekly Market Review and Outlook (with Video) - Split within Market Widens

https://stockcharts.com/members/articles/arthurhill/2018/09/weekly-market-review-and-outlook-with-video---split-within-market-widens.html

[TREND1]

9/27 QQQ Holds Up as Small-caps Extend Pullback


https://stockcharts.com/members/articles/arthurhill/2018/09/qqq-holds-up-as-small-caps-extend-pullback.html

[TREND1]

9/21 Weekly Market Review and Outlook (with Video) - Where's the Selling Pressure?

https://stockcharts.com/members/articles/arthurhill/2018/09/weekly-market-review-and-outlook-with-video---wheres-the-selling-pressure.html

[TREND1]

9/14 Weekly Market Review and Outlook - Large-caps Take the Lead


https://stockcharts.com/members/articles/arthurhill/2018/09/weekly-market-review-and-outlook---large-caps-take-the-lead.html

[TREND1]

9/7 Weekly Market Review and Outlook (with Video) - Industrials Perk up as Defense Leads

https://stockcharts.com/members/articles/arthurhill/2018/09/weekly-market-review-and-outlook-with-video---industrials-perk-up-as-defense-leads.html

[TREND1]

9/6 SystemTrader - Finding Established Uptrends and Quantifying Pullbacks

https://stockcharts.com/members/articles/arthurhill/2018/09/systemtrader---finding-established-uptrends-and-quantifying-pullbacks.html

[TREND1]

8/31 Weekly Market Review and Outlook (with video) - Ebb, Flow and September

https://stockcharts.com/members/articles/arthurhill/2018/08/weekly-market-review-and-outlook-with-video---ebb-flow-and-september.html

[TREND1]

8/24 Weekly Market Review and Outlook (with Video) - Removing Some of the Guesswork

https://stockcharts.com/members/articles/arthurhill/2018/08/weekly-market-review-and-outlook-with-video---removing-some-of-the-guesswork.html

[TREND1]

8/19 Weekly Market Review and Outlook - Defensive Sectors Lead in August


https://www.stockcharts.com/members/articles/arthurhill/2018/08/weekly-market-review-and-outlook---defensive-sectors-lead-in-august.html

[TREND1]

8/13 An Island Reversal for SPY - Minding the Gap

https://stockcharts.com/members/articles/arthurhill/2018/08/an-island-reversal-for-spy---minding-the-gap.html

[TREND1]

8/11 Weekly Market Review and Outlook (with Video) - Small-Caps Lead and Bonds Spring

https://www.stockcharts.com/members/articles/arthurhill/2018/08/weekly-market-review-and-outlook-with-video---large-caps-small-caps-and-bonds.html

[TREND1]

8/3 Weekly Market Review and Outlook - 3 Sectors Pick up the Slack

https://stockcharts.com/members/articles/arthurhill/2018/08/weekly-market-review-and-outlook---3-sectors-pick-up-the-slack.html

[TREND1]

7/27 Weekly Market Review and Outlook - Large Caps Show Upside Leadership


http://stockcharts.com/members/articles/arthurhill/2018/07/weekly-market-review-and-outlook---large-caps-show-upside-leadership.html

[TREND1]

7/20 Weekly Market Review and Outlook - A Changing of the Guard?

http://stockcharts.com/members/articles/arthurhill/2018/07/weekly-market-review-and-outlook---a-changing-of-the-guard.html

[TREND1]

7/19 Using the %Above Indicators for Signals and Sector Rankings

http://stockcharts.com/members/articles/arthurhill/2018/07/using-the-above-indicators-for-signals-and-sector-rankings.html

[TREND1]

7/18 Biotech ETFs Near New Highs, Fab Five Lead QQQ and Four Stock Setups

http://stockcharts.com/members/articles/arthurhill/2018/07/biotech-etfs-near-new-highs-fab-five-lead-qqq-and-four-stock-setups.html

[TREND1]

7/16 Healthcare Leads as Industrials and Finance Attempt Bounces

http://stockcharts.com/members/articles/arthurhill/2018/07/healthcare-leads-as-industrials-and-finance-attempt-bounces.html

[TREND1]

6/29 Weekly Market Review and Outlook - How Bad is It?


http://stockcharts.com/members/articles/arthurhill/2018/06/weekly-market-review-and-outlook---how-bad-is-it.html

[TREND1]

6/28 Mind the Gap in XLK - Falling Yields Weigh on Banks, Boost Utes

http://stockcharts.com/members/articles/arthurhill/2018/06/mind-the-gap-in-xlk---falling-yields-weigh-on-banks-boost-utes.html

[TREND1]

6/26 Measuring Participation During Big Moves - The State of the Market - XLF versus XLV

http://stockcharts.com/members/articles/arthurhill/2018/06/measuring-participation-duruing-big-moves---the-state-of-the-market---xlf-versus-xlv.html

[TREND1]

6/22 Weekly Market Review and Outlook - Still Net Bullish

http://stockcharts.com/members/articles/arthurhill/2018/06/weekly-market-review-and-outlook---still-net-bullish.html

[TREND1]

6/20 Regional Banks and Biotechs are Leading - Plus 4 Healthcare Stocks to Watch

http://stockcharts.com/members/articles/arthurhill/2018/06/regional-banks-and-biotechs-are-leading---plus-4-healthcare-stocks-to-watch.html

[TREND1]

6/19 The Single Biggest Influence on Individual Stocks


http://stockcharts.com/members/articles/arthurhill/2018/06/the-single-biggest-influence-on-individual-stocks.html

[TREND1]

6/15 Weekly Market Review and Outlook (w/ Video) - Summer Doldrums for Stocks, but Not Bonds

http://stockcharts.com/members/articles/arthurhill/2018/06/weekly-market-review-and-outlook---summer-doldrums-for-stocks-but-not-bonds.html

[TREND1]

6/8 Weekly Market Review and Outlook (with Video) - Strong, but Getting Frothy


http://stockcharts.com/members/articles/arthurhill/2018/06/weekly-market-review-and-outlook---strong-but-getting-frothy.html

[TREND1]

6/5 On Trend Preview - AD Lines Hit New Highs, New Highs Expand in Two Key Sectors and Stocks to Watch


http://stockcharts.com/members/articles/arthurhill/2018/06/on-trend-preview---ad-lines-hit-new-highs-new-highs-expand-in-two-key-sectors-and-stocks-to-watch.html

[TREND1]

6/1 Weekly Market Review and Outlook - 3 Big Sectors Dragging as June Starts

http://stockcharts.com/members/articles/arthurhill/2018/06/weekly-market-review-and-outlook---3-big-sectors-dragging-as-june-starts.html

[TREND1]

5/30 SPY Drags as Small-Caps and Large-Techs Lead - 6 Flags in the Nasdaq 100

http://stockcharts.com/members/articles/arthurhill/2018/05/spy-drags-as-small-caps-and-large-techs-lead---6-flags-in-the-nasdaq-100.html

[TREND1]

5/25 Weekly Market Review & Outlook - As Divided as Ever

http://stockcharts.com/members/articles/arthurhill/2018/05/weekly-market-review--outlook---as-divided-as-ever.html

[TREND1]

5/23 QQQ Shows Short-term Weakness


http://stockcharts.com/members/articles/arthurhill/2018/05/preparing-for-that-doh-moment.html

[TREND1]

5/18 Weekly Market Review & Outlook - New Sector and Industry Group Leaders


http://www.stockcharts.com/members/articles/arthurhill/2018/05/weekly-market-review--outlook---new-sector-and-industry-group-leaders.html

[TREND1]

Breath

[TREND1]

5/11 Weekly Market Review & Outlook (with Video) - Semis, Finance and Industrials Rebound

http://stockcharts.com/members/articles/arthurhill/2018/05/weekly-market-review--outlook---semis-finance-and-industrials-rebound.html

[TREND1]

5/7 Breadth Thrust Shows Expanding Participation - SOXX Surges off Support - A Bunch of Stock Setups

http://stockcharts.com/members/articles/arthurhill/2018/05/breadth-thrust-shows-expanding-participation---soxx-surges-off-support---a-bunch-of-stock-setups.html