Daily Quantitative Trading Ideas And Analysis

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Top 5 long-term momentum stocks of the S&P 100: $PG $MRK $FOXA $WBA $PEP
Bottom 5: $NVDA $CELG $AGN $SLB $GE

Top 5 short-term momentum stocks of the S&P 100: $MRK $PG $ABBV $DHR $WBA
Bottom 5: $TGT $AAPL $AGN $GE $MO

 

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S&P 500 Sector ETF Long-Term Momentum Rankings:
$XLRE $XLP $XLU $XLV $XLF $XLY $XLB $XLI $XLK $XLE

Short-Term Momentum Rankings:
$XLV $XLRE $XLU $XLP $XLI $XLF $XLY $XLB $XLK $XLE

 

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Top 5 long-term momentum stocks of the Dow 30: $PG $MRK $WBA $MCD $KO
Bottom 5: $DWDP $HD $GS $IBM $AAPL

Top 5 short-term momentum stocks of the Dow 30: $MRK $PG $WBA $PFE $UNH
Bottom 5: $DWDP $WMT $UTX $GS $AAPL

 

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Top 5 long-term prime yielding dividend Aristocrats momentum: $PG $WBA $CLX $PEP $MCD
Bottom 5: $T $LEG $EMR $ADM $TGT

Top 5 short-term prime yielding dividend Aristocrats momentum: $PG $ABBV $WBA $PEP $BEN
Bottom 5: $DOV $EMR $WMT $ADM $TGT

 

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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 long-term momentum: $NZDCAD $NZDJPY $NZDCHF $AUDCAD $USDCHF
Bottom 5: $GBPAUD $EURAUD $AUDNZD $GBPNZD $EURNZD

Top 5 short-term momentum: $NZDCAD $AUDCAD $NZDJPY $NZDCHF $AUDJPY
Bottom 5: $GBPCHF $GBPAUD $GBPNZD $EURAUD $EURNZD

 

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Long-term momentum ranking of the 8 major currencies: NZD USD AUD CHF JPY GBP EUR CAD

Short-term momentum ranking of the 8 major currencies: NZD AUD USD CHF JPY EUR CAD GBP

 

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Top 5 long-term momentum stocks of the S&P 100: $FOXA $MRK $PG $WBA $SBUX
Bottom 5: $AIG $KHC $GE $AGN $SLB

Top 5 short-term momentum stocks of the S&P 100: $MRK $FOXA $DUK $EXC $LLY
Bottom 5: $GE $AGN $TGT $GS $MO

 

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S&P 500 Sector ETF Long-Term Momentum Rankings:
$XLRE $XLP $XLU $XLV $XLF $XLY $XLB $XLI $XLK $XLE

Short-Term Momentum Rankings:
$XLV $XLRE $XLU $XLP $XLI $XLF $XLY $XLB $XLK $XLE

 

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Top 5 long-term prime yielding dividend Aristocrats momentum: $PG $WBA $FRT $CLX $CINF
Bottom 5: $LEG $PNR $EMR $ADM $TGT

Top 5 short-term prime yielding dividend Aristocrats momentum: $ED $FRT $WBA $PG $ABBV
Bottom 5: $DOV $EMR $ADM $WMT $TGT

 

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Top 5 long-term momentum stocks of the Dow 30: $MRK $PG $WBA $PFE $MCD
Bottom 5: $DWDP $HD $AAPL $GS $IBM

Top 5 short-term momentum stocks of the Dow 30: $MRK $WBA $PFE $PG $UNH
Bottom 5: $DIS $UTX $WMT $AAPL $GS

 

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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 long-term momentum: $NZDCAD $NZDCHF $NZDJPY $AUDCAD $NZDUSD
Bottom 5: $GBPAUD $EURAUD $AUDNZD $GBPNZD $EURNZD

Top 5 short-term momentum: $NZDCAD $NZDCHF $AUDCAD $NZDJPY $NZDUSD
Bottom 5: $GBPCHF $CADCHF $AUDNZD $GBPNZD $EURNZD

 

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Long-term momentum ranking of the 8 major currencies: NZD USD AUD JPY CHF EUR GBP CAD

Short-term momentum ranking of the 8 major currencies: NZD AUD USD JPY CHF EUR GBP CAD

 

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Top 5 long-term momentum stocks of the S&P 100: $FOXA $PG $DUK $MRK $SBUX
Bottom 5: $AIG $AGN $GS $GE $SLB

Top 5 short-term momentum stocks of the S&P 100: $CL $DUK $PG $EXC $FB
Bottom 5: $UPS $C $GS $WFC $FDX

 

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S&P 500 Sector ETF Long-Term Momentum Rankings:
$XLU $XLRE $XLP $XLV $XLY $XLK $XLB $XLE $XLI $XLF

Short-Term Momentum Rankings:
$XLU $XLRE $XLP $XLV $XLK $XLY $XLE $XLB $XLI $XLF

 

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Top 5 long-term prime yielding dividend Aristocrats momentum: $PG $CLX $WBA $ED $MCD
Bottom 5: $LEG $ADM $PNR $EMR $TGT

Top 5 short-term prime yielding dividend Aristocrats momentum: $ED $CL $PG $KMB $CLX
Bottom 5: $PNR $TGT $EMR $WMT $DOV

 

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Top 5 long-term momentum stocks of the Dow 30: $PG $MRK $WBA $MCD $KO
Bottom 5: $HD $UTX $IBM $AAPL $GS

Top 5 short-term momentum stocks of the Dow 30: $PG $MRK $INTC $KO $MCD
Bottom 5: $UTX $AAPL $JPM $WMT $GS

 

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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 long-term momentum: $NZDCAD $NZDJPY $NZDCHF $USDCAD $USDCHF
Bottom 5: $GBPCHF $GBPUSD $AUDNZD $GBPNZD $EURNZD

Top 5 short-term momentum: $EURGBP $USDCAD $NZDCAD $USDJPY $EURAUD
Bottom 5: $EURCHF $GBPJPY $AUDCHF $AUDUSD $GBPCHF

 

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Long-term momentum ranking of the 8 major currencies: NZD USD CHF AUD JPY EUR CAD GBP

Short-term momentum ranking of the 8 major currencies: USD CHF NZD JPY EUR CAD AUD GBP

 

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Intuitively traders get a sense of volatility cycles as they occur with their favorite currencies. Here's some perspective for you to consider when looking at each of the majors using weekly data.

Three of the majors stand out as having increased volatility when looking at the shorter-term 5 and 10 week volatility compared to where they have been over the last two years. Longer-term 30 and 120 week volatility remains quite low across the board. However, this should also serve as a warning. Volatility tends to recycle when least expected.

 

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Here is another example to illustrate the forex majors overall volatility trend over the last two years along with their ranking from highest (1) to lowest (8)