{"id":2032442,"date":"2015-08-22T11:26:54","date_gmt":"2015-08-22T05:56:54","guid":{"rendered":"https:\/\/stockviz.biz\/index.php\/?p=2032442"},"modified":"2015-08-22T12:09:50","modified_gmt":"2015-08-22T06:39:50","slug":"index-update-22-08-2015","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2015\/08\/22\/index-update-22-08-2015\/","title":{"rendered":"Index Update 22.08.2015"},"content":{"rendered":"

MOMENTUM<\/h3>\n

We run our proprietary momentum scoring algorithm on indices just like we do on stocks. You can use the momentum scores of sub-indices to get a sense for which sectors have the wind on their backs and those that are facing headwinds.<\/p>\n

Traders can pick their longs in sectors with high short-term momentum and their shorts in sectors with low momentum. Investors can use the longer lookback scores to position themselves using our re-factored index Themes.<\/p>\n

You can see how the momentum algorithm has performed on individual stocks here<\/a>.<\/p>\n

Here are the best and the worst sub-indices:
\n
index momentum best 365 2015-08-21 png<\/a>
\n
index momentum best 50 2015-08-21 png<\/a>
\n
index momentum worst 365 2015-08-21 png<\/a>
\n
index momentum worst 50 2015-08-21 png<\/a>
\n<\/p>\n

Relative Strength Spread<\/h3>\n

CNX_500 relative-spread-index 50 2015-08-21 png<\/a><\/p>\n

Refactored Index Performance<\/h3>\n

50-day performance, from June 15, 2015 through August 21, 2015:<\/p>\n

\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Equally Weighted<\/th>\nMarket Cap. Weighted<\/th>\n<\/tr>\n<\/thead>\n
CNX PHARMA (EQUAL)<\/a><\/td>\n+19.20%<\/span><\/td>\nCNX PHARMA (CAP)<\/a><\/td>\n+17.63%<\/span><\/td>\n<\/tr>\n
CNX AUTO (EQUAL)<\/a><\/td>\n+12.64%<\/span><\/td>\nLIX15 Midcap (CAP)<\/a><\/td>\n+12.38%<\/span><\/td>\n<\/tr>\n
CNX MEDIA (EQUAL)<\/a><\/td>\n+12.20%<\/span><\/td>\nCNX PSU BANK (CAP)<\/a><\/td>\n+11.78%<\/span><\/td>\n<\/tr>\n
CNX PSU BANK (EQUAL)<\/a><\/td>\n+10.34%<\/span><\/td>\nNI15 (CAP)<\/a><\/td>\n+11.38%<\/span><\/td>\n<\/tr>\n
NI15 (EQUAL)<\/a><\/td>\n+10.11%<\/span><\/td>\nCNX MEDIA (CAP)<\/a><\/td>\n+11.18%<\/span><\/td>\n<\/tr>\n
LIX15 Midcap (EQUAL)<\/a><\/td>\n+10.00%<\/span><\/td>\nCNX IT (CAP)<\/a><\/td>\n+10.24%<\/span><\/td>\n<\/tr>\n
NSE QUALITY 30 (EQUAL)<\/a><\/td>\n+9.33%<\/span><\/td>\nCNX FMCG (CAP)<\/a><\/td>\n+9.30%<\/span><\/td>\n<\/tr>\n
CNX FMCG (EQUAL)<\/a><\/td>\n+7.79%<\/span><\/td>\nNSE QUALITY 30 (CAP)<\/a><\/td>\n+8.72%<\/span><\/td>\n<\/tr>\n
CNX MNC (EQUAL)<\/a><\/td>\n+7.16%<\/span><\/td>\nCNX CONSUMPTION (CAP)<\/a><\/td>\n+7.77%<\/span><\/td>\n<\/tr>\n
CNX BANK (EQUAL)<\/a><\/td>\n+6.75%<\/span><\/td>\nCNX MNC (CAP)<\/a><\/td>\n+7.40%<\/span><\/td>\n<\/tr>\n
CNX CONSUMPTION (EQUAL)<\/a><\/td>\n+6.16%<\/span><\/td>\nCNX AUTO (CAP)<\/a><\/td>\n+4.78%<\/span><\/td>\n<\/tr>\n
CNX IT (EQUAL)<\/a><\/td>\n+5.36%<\/span><\/td>\nCNX SERVICE (CAP)<\/a><\/td>\n+3.84%<\/span><\/td>\n<\/tr>\n
CNX FINANCE (EQUAL)<\/a><\/td>\n+4.83%<\/span><\/td>\nCNX BANK (CAP)<\/a><\/td>\n+3.37%<\/span><\/td>\n<\/tr>\n
CNX SERVICE (EQUAL)<\/a><\/td>\n+2.75%<\/span><\/td>\nNV20 (CAP)<\/a><\/td>\n+3.26%<\/span><\/td>\n<\/tr>\n
NV20 (EQUAL)<\/a><\/td>\n+1.26%<\/span><\/td>\nCNX FINANCE (CAP)<\/a><\/td>\n+2.63%<\/span><\/td>\n<\/tr>\n
CNX INFRA (EQUAL)<\/a><\/td>\n-1.93%<\/span><\/td>\nCNX INFRA (CAP)<\/a><\/td>\n-1.35%<\/span><\/td>\n<\/tr>\n
CNX REALTY (EQUAL)<\/a><\/td>\n-2.06%<\/span><\/td>\nCNX COMMODITIES (CAP)<\/a><\/td>\n-4.46%<\/span><\/td>\n<\/tr>\n
LIX 15 (EQUAL)<\/a><\/td>\n-2.55%<\/span><\/td>\nLIX 15 (CAP)<\/a><\/td>\n-4.52%<\/span><\/td>\n<\/tr>\n
CNX COMMODITIES (EQUAL)<\/a><\/td>\n-3.28%<\/span><\/td>\nCNX REALTY (CAP)<\/a><\/td>\n-4.78%<\/span><\/td>\n<\/tr>\n
CNX PSE (EQUAL)<\/a><\/td>\n-5.70%<\/span><\/td>\nCNX ENERGY (CAP)<\/a><\/td>\n-5.07%<\/span><\/td>\n<\/tr>\n
CPSE INDEX (EQUAL)<\/a><\/td>\n-6.13%<\/span><\/td>\nCNX PSE (CAP)<\/a><\/td>\n-7.40%<\/span><\/td>\n<\/tr>\n
CNX ENERGY (EQUAL)<\/a><\/td>\n-6.70%<\/span><\/td>\nCPSE INDEX (CAP)<\/a><\/td>\n-11.20%<\/span><\/td>\n<\/tr>\n
CNX METAL (EQUAL)<\/a><\/td>\n-11.62%<\/span><\/td>\nCNX METAL (CAP)<\/a><\/td>\n-18.58%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Trend Model Summary<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Index<\/th>\nSignal<\/th>\n% From Peak<\/th>\nDay of Peak<\/th>\n<\/tr>\n<\/thead>\n
CNX AUTO<\/td>\nSHORT<\/td>\n\n
7.89<\/div>\n<\/td>\n
\n
2015-Jan-27<\/div>\n<\/td>\n<\/tr>\n
CNX BANK<\/td>\nLONG<\/td>\n\n
12.15<\/div>\n<\/td>\n
\n
2015-Jan-27<\/div>\n<\/td>\n<\/tr>\n
CNX COMMODITIES<\/td>\nLONG<\/td>\n\n
34.50<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
CNX CONSUMPTION<\/td>\nSHORT<\/td>\n\n
3.78<\/div>\n<\/td>\n
\n
2015-Aug-05<\/div>\n<\/td>\n<\/tr>\n
CNX ENERGY<\/td>\nLONG<\/td>\n\n
33.41<\/div>\n<\/td>\n
\n
2008-Jan-14<\/div>\n<\/td>\n<\/tr>\n
CNX FMCG<\/td>\nSHORT<\/td>\n\n
7.13<\/div>\n<\/td>\n
\n
2015-Feb-25<\/div>\n<\/td>\n<\/tr>\n
CNX INFRA<\/td>\nLONG<\/td>\n\n
50.11<\/div>\n<\/td>\n
\n
2008-Jan-09<\/div>\n<\/td>\n<\/tr>\n
CNX IT<\/td>\nLONG<\/td>\n\n
87.40<\/div>\n<\/td>\n
\n
2000-Feb-21<\/div>\n<\/td>\n<\/tr>\n
CNX MEDIA<\/td>\nLONG<\/td>\n\n
20.08<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
CNX METAL<\/td>\nLONG<\/td>\n\n
66.83<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
CNX MNC<\/td>\nSHORT<\/td>\n\n
3.39<\/div>\n<\/td>\n
\n
2015-Aug-10<\/div>\n<\/td>\n<\/tr>\n
CNX NIFTY<\/td>\nSHORT<\/td>\n\n
7.74<\/div>\n<\/td>\n
\n
2015-Mar-03<\/div>\n<\/td>\n<\/tr>\n
CNX PHARMA<\/td>\nLONG<\/td>\n\n
2.61<\/div>\n<\/td>\n
\n
2015-Apr-08<\/div>\n<\/td>\n<\/tr>\n
CNX PSE<\/td>\nLONG<\/td>\n\n
31.90<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
CNX PSU BANK<\/td>\nSHORT<\/td>\n\n
35.02<\/div>\n<\/td>\n
\n
2010-Nov-05<\/div>\n<\/td>\n<\/tr>\n
CNX REALTY<\/td>\nSHORT<\/td>\n\n
91.14<\/div>\n<\/td>\n
\n
2008-Jan-14<\/div>\n<\/td>\n<\/tr>\n
CNX SERVICE<\/td>\nSHORT<\/td>\n\n
8.30<\/div>\n<\/td>\n
\n
2015-Mar-03<\/div>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nThe few areas of strength were in CONSUMPTION, MNC and PHARMA. Momentum strategies would have gotten shellacked given the brutal mean reversion in relative strength spread.\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

MOMENTUM We run our proprietary momentum scoring algorithm on indices just like we do on stocks. You can use the momentum scores of sub-indices to get a sense for which sectors have the wind on their backs and those that are facing headwinds. Traders can pick their longs in sectors with high short-term momentum and … <\/p>\n","protected":false},"author":3,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[3501,3491,987],"class_list":["post-2032442","post","type-post","status-publish","format-standard","hentry","category-your-money","tag-index","tag-momentum","tag-weekly","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2032442","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2032442"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2032442\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2032442"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2032442"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2032442"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}