Daily Quantitative Trading Ideas And Analysis

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Daily 10 Momentum Stocks - 19 June 2018

Top 5 short-term momentum stocks of the S&P 100: $FOXA $AGN $AMZN $NFLX $KHC

Bottom 5 short-term momentum stocks of the S&P 100: $LMT $GD $RTN $GE $HAL

Top 5 long-term momentum stocks of the S&P 100: $AMZN $MA $FOXA $FB $AAPL

Bottom 5 long-term-term momentum stocks of the S&P 100: $GD $CL $GE $CELG $PM

 

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S&P 500 Sector ETF Momentum Rankings - 19 June 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLY $XLV $XLK $XLP $XLI $XLB $XLRE $XLU $XLF $XLE

Long-Term Momentum Rankings:

$XLY $XLK $XLRE $XLV $XLE $XLB $XLI $XLF $XLP $XLU

 

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Daily Forex Quantitative Trading Ideas And Analysis - 20 June 2018

Highlights going into Wednesday, 20 June-



Short-term momentum changes:

Positive - $EURGBP

Negative - $CHFJPY



Long-term momentum changes:

Positive - $GBPAUD

Negative - none



Price structure has turned negative for $AUDCAD and $EURCHF



Yesterday the image shared was of the majors long-term momentum ranking. Today, the image with this post illustrates short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranking.



Make it a great day!

 

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Daily Forex Top & Bottom Momentum List - 20 June 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $USDCAD $EURAUD $GBPAUD $NZDCAD $EURCAD

Bottom 5 short-term momentum: $NZDUSD $AUDJPY $CADJPY $AUDUSD $GBPUSD

Top 5 long-term momentum: $USDCHF $USDCAD $USDJPY $NZDCAD $GBPAUD

Bottom 5 long-term momentum: $GBPJPY $AUDUSD $EURUSD $NZDUSD $GBPUSD

 

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Daily Forex Quantitative Trading Ideas And Analysis - 21 June 2018

Highlights going into Thursday, 21 June-

Volatility has cycled back to relatively low levels (see image for details.)

Daily price ranges have compressed significantly for $CADJPY $EURCAD $EURGBP and 3-day price ranges for $CHFJPY $NZDCAD and $USDCHF

Compressed ranges are anticipated to expand relatively soon.


The image with this post highlights the daily range as a percentage of the normalized typical range for the 8 major currencies we follow. Values shaded in blue exceed 1 standard deviation above typical range. Values shaded in orange exceed 1 standard deviation below typical range. Values highlighted in yellow exceed 2 standard deviations above or below typical range. Bold black values are highest or lowest of at least 20 days. Underlined values are lower than prior day.


Make it a great day!

 

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Daily Forex Top & Bottom Momentum List - 21 June 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $USDCAD $EURCAD $USDCHF $EURAUD $GBPCAD

Bottom 5 short-term momentum: $NZDUSD $CADCHF $GBPUSD $CADJPY $AUDUSD

Top 5 long-term momentum: $USDCHF $USDCAD $USDJPY $NZDCAD $GBPAUD

Bottom 5 long-term momentum: $GBPJPY $EURUSD $AUDUSD $NZDUSD $GBPUSD

 

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Daily 10 Momentum Stocks - 21 June 2018

Top 5 short-term momentum stocks of the S&P 100: $SO $CVS $KHC $NFLX $DUK

Bottom 5 short-term momentum stocks of the S&P 100: $HAL $RTN $SLB $T $CAT

Top 5 long-term momentum stocks of the S&P 100: $AMZN $MA $FB $LOW $V

Bottom 5 long-term-term momentum stocks of the S&P 100: $LMT $CELG $GD $PM $GE

 

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S&P 500 Sector ETF Momentum Rankings - 21 June 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLU $XLY $XLP $XLV $XLRE $XLK $XLE $XLF $XLI $XLB

Long-Term Momentum Rankings:

$XLY $XLK $XLE $XLRE $XLV $XLB $XLI $XLF $XLU $XLP

 

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Daily Forex Top & Bottom Momentum List - 28 June 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $USDCAD $EURNZD $USDCHF $EURGBP $GBPNZD

Bottom 5 short-term momentum: $GBPCHF $GBPUSD $AUDUSD $NZDCHF $NZDUSD

Top 5 long-term momentum: $USDCAD $USDCHF $USDJPY $EURNZD $EURAUD

Bottom 5 long-term momentum: $EURUSD $NZDCHF $AUDUSD $NZDUSD $GBPUSD

 

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Daily 10 Momentum Stocks - 28 June 2018

Top 5 short-term momentum stocks of the S&P 100: $DUK $NEE $FOXA $EXC $CHTR

Bottom 5 short-term momentum stocks of the S&P 100: $INTC $ABBV $BKNG $FDX $SBUX

Top 5 long-term momentum stocks of the S&P 100: $NFLX $AMZN $COST $FOXA $SPG

Bottom 5 long-term-term momentum stocks of the S&P 100: $PM $CELG $GD $IBM $LMT

 

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S&P 500 Sector ETF Momentum Rankings - 28 June 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLU $XLRE $XLP $XLE $XLB $XLY $XLV $XLI $XLK $XLF

Long-Term Momentum Rankings:

$XLY $XLRE $XLK $XLU $XLE $XLV $XLP $XLB $XLI $XLF

 

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Daily Forex Top & Bottom Momentum List - 29 June 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $EURNZD $AUDNZD $EURGBP $USDCHF $USDCAD

Bottom 5 short-term momentum: $NZDCAD $GBPUSD $NZDCHF $AUDUSD $NZDUSD

Top 5 long-term momentum: $USDCAD $USDCHF $EURNZD $USDJPY $EURAUD

Bottom 5 long-term momentum: $EURUSD $NZDCHF $AUDUSD $NZDUSD $GBPUSD

 

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Daily 10 Momentum Stocks - 29 June 2018

Top 5 short-term momentum stocks of the S&P 100: $FOXA $DUK $VZ $NEE $GE

Bottom 5 short-term momentum stocks of the S&P 100: $MET $MCD $FDX $INTC $SBUX

Top 5 long-term momentum stocks of the S&P 100: $AMZN $NFLX $COST $FOXA $FB

Bottom 5 long-term-term momentum stocks of the S&P 100: $PM $IBM $GD $CELG $LMT

 

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S&P 500 Sector ETF Momentum Rankings - 29 June 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLU $XLRE $XLP $XLE $XLY $XLV $XLB $XLK $XLF $XLI

Long-Term Momentum Rankings:

$XLY $XLRE $XLU $XLK $XLE $XLV $XLP $XLB $XLI $XLF

 

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Daily Forex Top & Bottom Momentum List - 3 July 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $EURNZD $AUDNZD $GBPNZD $EURAUD $CADJPY

Bottom 5 short-term momentum: $GBPCAD $AUDCAD $NZDCHF $NZDUSD $NZDCAD

Top 5 long-term momentum: $USDCAD $USDCHF $EURNZD $USDJPY $GBPNZD

Bottom 5 long-term momentum: $NZDJPY $AUDUSD $NZDCHF $GBPUSD $NZDUSD

 

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Daily 10 Momentum Stocks - 3 July 2018

Top 5 short-term momentum stocks of the S&P 100: $FOXA $NKE $TWX $PEP $WFC

Bottom 5 short-term momentum stocks of the S&P 100: $SBUX $BK $FDX $MCD $UPS

Top 5 long-term momentum stocks of the S&P 100: $FOXA $AMZN $NFLX $COST $EXC

Bottom 5 long-term-term momentum stocks of the S&P 100: $MMM $CELG $IBM $LMT $GD

 

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S&P 500 Sector ETF Momentum Rankings - 3 July 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLU $XLRE $XLE $XLK $XLV $XLP $XLY $XLB $XLF $XLI

Long-Term Momentum Rankings:

$XLY $XLRE $XLU $XLK $XLE $XLV $XLP $XLB $XLI $XLF

 

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Daily Prime Dividend Yield Aristocrats Momentum - July 3 2018

Top 5 short-term prime yielding dividend Aristocrats momentum: $CLX $KMB $PEP $ED $PG

Bottom 5: $ADM $NUE $CAH $WBA $MCD



Top 5 long-term prime yielding dividend Aristocrats momentum: $ADM $FRT $PEP $CLX $TGT

Bottom 5: $CINF $MMM $CAH $DOV $PNR

 

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Daily Forex Top & Bottom Momentum List - 4, 5 July 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $EURNZD $AUDNZD $GBPNZD $CADJPY $CADCHF

Bottom 5 short-term momentum: $NZDUSD $AUDCAD $NZDCHF $GBPCAD $NZDCAD

Top 5 long-term momentum: $USDCAD $EURNZD $USDCHF $GBPNZD $USDJPY

Bottom 5 long-term momentum: $NZDJPY $AUDUSD $NZDCHF $GBPUSD $NZDUSD

 

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Daily 10 Momentum Stocks - 5 July 2018

Top 5 short-term momentum stocks of the S&P 100: $DUK $SO $TWX $FOXA $EXC

Bottom 5 short-term momentum stocks of the S&P 100: $FDX $SBUX $CVS $WBA $UPS

Top 5 long-term momentum stocks of the S&P 100: $FOXA $AMZN $EXC $COST $NFLX

Bottom 5 long-term-term momentum stocks of the S&P 100: $MMM $CELG $IBM $LMT $GD