牛势時，短期 moving average 的变化率 (ema 10 trend) 和中期 moving average 的变化率 (ema 20 trend) 都应该是正的. 短期 moving average 应该大于中期 moving average. 熊势則相反.
大盘 SPY, QQQ 牛势, DIA, IWM 初见 熊势. VT中性.
板块 XLK, XLU, XLRE 牛势. 板块 XLY, XLE, XLF, XLV, XLI 初见熊势. XLP,XLB 中性.
| Sector ETFs (Fri. Mar 15, 2019) | |||||||||
|
SPY, UVXY correlation: -84%, +12% XLU, XLK correlation: -44%, +53% |
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| Ticker | Daily Return | Description | Daily StdDev | Trading Decision | EMA10 Trend | EMA Ratio | EMA20 Trend | Practice | |
|---|---|---|---|---|---|---|---|---|---|
| UVXY | -3.18% | ProShares Ultra VIX Short-Term Futures ETF | 4.88% | Insights | -4.01% | -1.89% | -4.86% | Practice | |
| SPY | 0.04% | SPDR S&P 500 ETFNYSEArca | 1.18% | Insights | 0.23% | 0.01% | 0.65% | Practice | |
| QQQ | 0.92% | PowerShares QQQ ETF | 1.52% | Insights | 0.89% | 0.53% | 0.95% | Practice | |
| DIA | 0.31% | SPDR Dow Jones Industrial Average ETF | 1.22% | Insights | -0.54% | -0.52% | 0.3% | Practice | |
| IWM | 0.28% | iShares Russell 2000 | 1.27% | Insights | -0.88% | -0.96% | 0.3% | Practice | |
| VT | 0.78% | Vanguard Total World Stock ETF | 0.98% | Insights | 0.09% | -0% | 0.66% | Practice | |
| XLY | 0.31% | Consumer Discretionary sector ETF | 1.34% | Insights | -0.17% | -0.23% | 0.37% | Practice | |
| XLP | 0.02% | Consumer Staples sector ETF | 0.95% | Insights | 0.42% | -0.05% | 0.25% | Practice | |
| XLE | -0.81% | Energy Select Sector SPDR ETF | 1.54% | Insights | -0.2% | -0.32% | 0.51% | Practice | |
| XLF | 0.19% | Financial Select Sector SPDR ETF | 1.12% | Insights | -0.19% | -0.35% | 0.45% | Practice | |
| XLV | 0.11% | Health Care sector ETF | 1.18% | Insights | -0.36% | -0.7% | 0.18% | Practice | |
| XLI | -0.92% | Industrials sector ETF | 1.32% | Insights | -1.21% | -0.88% | 0.05% | Practice | |
| XLB | -0.31% | Materials sector ETF | 1.29% | Insights | 0.16% | -0.09% | 0.94% | Practice | |
| XLK | 0.9% | Technology sector ETF | 1.59% | Insights | 0.84% | 0.56% | 1.26% | Practice | |
| XLU | -0.29% | Utilities sector ETF | 1.01% | Insights | 1.28% | 0.99% | 1.16% | Practice | |
| XLRE | -0.98% | Real Estate sector ETF | 1.09% | Insights | 1.32% | 0.56% | 0.72% | Practice | |
