{"id":2040921,"date":"2015-12-19T09:40:46","date_gmt":"2015-12-19T04:10:46","guid":{"rendered":"https:\/\/stockviz.biz\/index.php\/?p=2040921"},"modified":"2015-12-19T16:03:12","modified_gmt":"2015-12-19T10:33:12","slug":"index-update-19-12-2015","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2015\/12\/19\/index-update-19-12-2015\/","title":{"rendered":"Index Update 19.12.2015"},"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 2015-12-18 png<\/a>
\n
index momentum best 50 2015-12-18 png<\/a>
\n
index momentum worst 365 2015-12-18 png<\/a>
\n
index momentum worst 50 2015-12-18 png<\/a>
\n<\/p>\n

Relative Strength Spread<\/h3>\n

NIFTY_500 relative-spread-index 50 2015-12-18 png<\/a><\/p>\n

Refactored Index Performance<\/h3>\n

50-day performance, from October 06, 2015 through December 18, 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
METAL (EQUAL)<\/a><\/td>\n+4.55%<\/span><\/td>\nENERGY (CAP)<\/a><\/td>\n+4.49%<\/span><\/td>\n<\/tr>\n
ENERGY (EQUAL)<\/a><\/td>\n+2.36%<\/span><\/td>\nMEDIA (CAP)<\/a><\/td>\n+4.07%<\/span><\/td>\n<\/tr>\n
CONSUMPTION (EQUAL)<\/a><\/td>\n+2.08%<\/span><\/td>\nCOMMODITIES (CAP)<\/a><\/td>\n+1.92%<\/span><\/td>\n<\/tr>\n
MEDIA (EQUAL)<\/a><\/td>\n+1.71%<\/span><\/td>\nAUTO (CAP)<\/a><\/td>\n+1.75%<\/span><\/td>\n<\/tr>\n
COMMODITIES (EQUAL)<\/a><\/td>\n+0.95%<\/span><\/td>\nMETAL (CAP)<\/a><\/td>\n+0.42%<\/span><\/td>\n<\/tr>\n
INFRA (EQUAL)<\/a><\/td>\n+0.01%<\/span><\/td>\nCONSUMPTION (CAP)<\/a><\/td>\n-1.13%<\/span><\/td>\n<\/tr>\n
PSE (EQUAL)<\/a><\/td>\n-0.29%<\/span><\/td>\nMNC (CAP)<\/a><\/td>\n-1.19%<\/span><\/td>\n<\/tr>\n
LIQ 15 (EQUAL)<\/a><\/td>\n-0.48%<\/span><\/td>\nLIQ 15 (CAP)<\/a><\/td>\n-2.33%<\/span><\/td>\n<\/tr>\n
FMCG (EQUAL)<\/a><\/td>\n-2.07%<\/span><\/td>\nPSE (CAP)<\/a><\/td>\n-3.51%<\/span><\/td>\n<\/tr>\n
AUTO (EQUAL)<\/a><\/td>\n-2.43%<\/span><\/td>\nVALUE 20 (CAP)<\/a><\/td>\n-4.15%<\/span><\/td>\n<\/tr>\n
VALUE 20 (EQUAL)<\/a><\/td>\n-2.62%<\/span><\/td>\nFMCG (CAP)<\/a><\/td>\n-4.20%<\/span><\/td>\n<\/tr>\n
QUALITY 30 (EQUAL)<\/a><\/td>\n-2.79%<\/span><\/td>\nQUALITY 30 (CAP)<\/a><\/td>\n-5.16%<\/span><\/td>\n<\/tr>\n
MNC (EQUAL)<\/a><\/td>\n-3.03%<\/span><\/td>\nFIN SERVICE (CAP)<\/a><\/td>\n-5.16%<\/span><\/td>\n<\/tr>\n
REALTY (EQUAL)<\/a><\/td>\n-4.19%<\/span><\/td>\nMIDCAP LIQUID 15 (CAP)<\/a><\/td>\n-5.41%<\/span><\/td>\n<\/tr>\n
SERV SECTOR (EQUAL)<\/a><\/td>\n-4.50%<\/span><\/td>\nSERV SECTOR (CAP)<\/a><\/td>\n-5.43%<\/span><\/td>\n<\/tr>\n
CPSE (EQUAL)<\/a><\/td>\n-4.51%<\/span><\/td>\nBANK (CAP)<\/a><\/td>\n-5.83%<\/span><\/td>\n<\/tr>\n
MIDCAP LIQUID 15 (EQUAL)<\/a><\/td>\n-4.80%<\/span><\/td>\nREALTY (CAP)<\/a><\/td>\n-6.50%<\/span><\/td>\n<\/tr>\n
FIN SERVICE (EQUAL)<\/a><\/td>\n-4.93%<\/span><\/td>\nIT (CAP)<\/a><\/td>\n-6.88%<\/span><\/td>\n<\/tr>\n
GROWSECT 15 (EQUAL)<\/a><\/td>\n-5.63%<\/span><\/td>\nCPSE (CAP)<\/a><\/td>\n-6.96%<\/span><\/td>\n<\/tr>\n
IT (EQUAL)<\/a><\/td>\n-5.79%<\/span><\/td>\nGROWSECT 15 (CAP)<\/a><\/td>\n-7.03%<\/span><\/td>\n<\/tr>\n
PHARMA (EQUAL)<\/a><\/td>\n-7.30%<\/span><\/td>\nPSU BANK (CAP)<\/a><\/td>\n-7.93%<\/span><\/td>\n<\/tr>\n
BANK (EQUAL)<\/a><\/td>\n-8.55%<\/span><\/td>\nINFRA (CAP)<\/a><\/td>\n-8.28%<\/span><\/td>\n<\/tr>\n
PSU BANK (EQUAL)<\/a><\/td>\n-8.75%<\/span><\/td>\nPHARMA (CAP)<\/a><\/td>\n-12.16%<\/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
NIFTY AUTO<\/td>\nSHORT<\/td>\n\n
11.21<\/div>\n<\/td>\n
\n
2015-Jan-27<\/div>\n<\/td>\n<\/tr>\n
NIFTY BANK<\/td>\nLONG<\/td>\n\n
19.27<\/div>\n<\/td>\n
\n
2015-Jan-27<\/div>\n<\/td>\n<\/tr>\n
NIFTY COMMODITIES<\/td>\nSHORT<\/td>\n\n
36.24<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
NIFTY CONSUMPTION<\/td>\nSHORT<\/td>\n\n
5.41<\/div>\n<\/td>\n
\n
2015-Aug-05<\/div>\n<\/td>\n<\/tr>\n
NIFTY ENERGY<\/td>\nLONG<\/td>\n\n
31.09<\/div>\n<\/td>\n
\n
2008-Jan-14<\/div>\n<\/td>\n<\/tr>\n
NIFTY FIN SERVICE<\/td>\nSHORT<\/td>\n\n
16.66<\/div>\n<\/td>\n
\n
2015-Jan-28<\/div>\n<\/td>\n<\/tr>\n
NIFTY FMCG<\/td>\nSHORT<\/td>\n\n
11.13<\/div>\n<\/td>\n
\n
2015-Feb-25<\/div>\n<\/td>\n<\/tr>\n
NIFTY INFRA<\/td>\nSHORT<\/td>\n\n
57.24<\/div>\n<\/td>\n
\n
2008-Jan-09<\/div>\n<\/td>\n<\/tr>\n
NIFTY IT<\/td>\nSHORT<\/td>\n\n
88.35<\/div>\n<\/td>\n
\n
2000-Feb-21<\/div>\n<\/td>\n<\/tr>\n
NIFTY MEDIA<\/td>\nLONG<\/td>\n\n
15.34<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
NIFTY METAL<\/td>\nLONG<\/td>\n\n
67.73<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
NIFTY MNC<\/td>\nLONG<\/td>\n\n
10.02<\/div>\n<\/td>\n
\n
2015-Aug-10<\/div>\n<\/td>\n<\/tr>\n
NIFTY PHARMA<\/td>\nLONG<\/td>\n\n
15.67<\/div>\n<\/td>\n
\n
2015-Apr-08<\/div>\n<\/td>\n<\/tr>\n
NIFTY PSE<\/td>\nLONG<\/td>\n\n
35.76<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
NIFTY PSU BANK<\/td>\nLONG<\/td>\n\n
45.99<\/div>\n<\/td>\n
\n
2010-Nov-05<\/div>\n<\/td>\n<\/tr>\n
NIFTY REALTY<\/td>\nLONG<\/td>\n\n
91.07<\/div>\n<\/td>\n
\n
2008-Jan-14<\/div>\n<\/td>\n<\/tr>\n
NIFTY SERV SECTOR<\/td>\nSHORT<\/td>\n\n
14.23<\/div>\n<\/td>\n
\n
2015-Mar-03<\/div>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nAuto and Pharma – the darlings of days past.\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-2040921","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\/2040921","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=2040921"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2040921\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2040921"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2040921"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2040921"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}