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Tuesday, June 30, 2015

Theme Compound of 2015

...developing...

This continues a string of posts on Theme Investing - the main approach of System9.
Previous Theme Compound of 2013-2014 got too bulky, therefore its closed and will not be updated anymore. I do expect to continue many of the same research ideas, thus many lists will migrate here, as well as new findings.
Theme Compound of 2013-2014 will remain here (link) for future reference.

Theme Compound is an amalgamation of my current efforts, preset in easy to use format.
I trade only my own watch-list.
Exceptions are futile !

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Main 1
http://stockcharts.com/freecharts/candleglance.html?$NYA,$SPX,$COMPQ,$WLSH,$EMW,$RUT,$TYX,$TNX,$USD,$GOLD,$WTIC,$CRB|B|0

Main 2
http://stockcharts.com/freecharts/candleglance.html?SPY,QQQ,IWM,EFA,EEM,UUP,TLT,LQD,HYG,USO,GLD,JJG|B|P5,3,3|0

S&P Sectors+
http://stockcharts.com/freecharts/candleglance.html?SPY,XLF,XLK,XLI,IYT,XLU,XLB,XLE,IYR,XLP,XLY,XLV|B|0
Market Cap Grid
http://stockcharts.com/freecharts/candleglance.html?$WLSH,$SPX,MGC,VV,VUG,VTV,VO,VOT,VOE,VB,VBK,VBR|B|0
LG vs SM Perf. http://stockcharts.com/freecharts/perf.php?VUG%2CVBK%2CVBR%2CVTV
Bond Grid
http://stockcharts.com/freecharts/candleglance.html?TLT,VUSTX,VFITX,IEF,_VUSTX,_VFITX,LQD,VWESX,VFICX,_LQD,_VWESX,_VFICX|D|0
http://stockcharts.com/freecharts/candleglance.html?HYG,VWEHX,FAGIX,_HYG,_VWEHX,_FAGIX,VTIBX,VGOVX,MBB,_VTIBX,_VGOVX,_MBB|D|0
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System12
http://stockcharts.com/freecharts/candleglance.html?GOOGL,MSFT,JNJ,AMZN,WMT,V,XOM,BRK/B,WFC,JPM,pg|B|P5,3,3|0
DART v2
http://stockcharts.com/freecharts/candleglance.html?SCS,RHI,TROW,HCSG,DHI,GLW,drh|B|P5,3,3|0
Original Dart : DART Board - AI heuristic stock's selection method (post link)
http://stockcharts.com/freecharts/candleglance.html?SCS,RHI,ILG,WSO,TROW,hcsg,SWKS,CI,TIF,WST|B|P5,3,3|0
best list select 6/8 (finviz link)
http://stockcharts.com/freecharts/candleglance.html?NTRI,THO,ADP,HRL,VFC,LHO,MLHR,FII,CTAS,LEA,ttc,swk|B|P5,3,3|0
Utilities Portfolio FMSUP (overview here)
http://stockcharts.com/freecharts/candleglance.html?SPY,XLU,FSUTX,PNW,ES,AGR,ppl|B|P5,3,3|0
FMSUP Shuffle List
http://stockcharts.com/freecharts/candleglance.html?NYLD,HE,OGE,SJI,DTE,SCG,AEE,PPL,PEG,NWE,ATO,AWK|C|J[XLU]|0
s14
http://stockcharts.com/freecharts/candleglance.html?SPY,IWM,EEM,TLT,HYG,IYR,GDX|D|A1,126,1|0
http://stockcharts.com/freecharts/candleglance.html?VWINX,VUSTX,VFINX,VIGRX,VMGIX,VISGX,VIVAX,VMVIX,VISVX,VEIEX,VWEHX,VGSIX|C|AQ35,20,10|0

System9 Consolidated Watch List post link 

S12S-AO
http://stockcharts.com/freecharts/candleglance.html?XOM,AAPL,BRK/B,MSFT,T,JPM,GE,WMT,JNJ,PG,GOOGL,AMZN|C|J[SPY]|0
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MATRIX 

Daily http://stockcharts.com/h-sc/ui?s=%24SPX&p=D&yr=0&mn=8&dy=0&id=p89818059405
Weekly http://stockcharts.com/h-sc/ui?s=%24NYA&p=W&yr=5&mn=0&dy=0&id=p30393828076
Daily MADI with real-time NYMO
http://stockcharts.com/h-sc/ui?s=%24NYAD&p=D&yr=0&mn=6&dy=0&id=p12247703156
1year MADI with NYSE study
http://stockcharts.com/h-sc/ui?s=%24NYAD&p=D&yr=1&mn=0&dy=0&id=p43228371087

Month to Quarter to Half/Year Cycle Trend Analysis
http://stockcharts.com/h-sc/ui?s=%24SPX&p=D&yr=1&mn=0&dy=0&id=p62211017978
Half/Year to Year to 2-Year
http://stockcharts.com/h-sc/ui?s=SPY&p=W&yr=5&mn=0&dy=0&id=p19352430259

Composite Score Indicator (CSI)
http://stockcharts.com/h-sc/ui?s=SPY&p=W&yr=0&mn=8&dy=0&id=p34903173675
http://stockcharts.com/h-sc/ui?s=SPY&p=D&yr=0&mn=1&dy=14&id=p39755723841
Total Trend Tool (TTT)
http://stockcharts.com/h-sc/ui?s=SPY&p=W&yr=1&mn=2&dy=0&id=p60982714725

PFT (Point-n-Figure Target Calculator)
http://stockcharts.com/freecharts/pnf.php?c=%24SPX,PLUIDANRBO[PB9!B4][D][F1!3!3.0!!2!20]
A-D T http://stockcharts.com/h-sc/ui?s=%24NYAD&p=D&yr=0&mn=6&dy=0&id=p70639111447
Common-only annotation http://stockcharts.com/h-sc/ui?s=%24NYA&p=D&yr=0&mn=3&dy=10&id=p20563653727

Price Only http://stockcharts.com/h-sc/ui?s=%24NYA&p=D&yr=0&mn=9&dy=0&id=p79256938928
Price only WEEKLY http://stockcharts.com/h-sc/ui?s=%24SPX&p=W&yr=3&mn=0&dy=0&id=p84625470549
Simple http://stockcharts.com/h-sc/ui?s=$SPX&p=D&yr=1&mn=0&dy=0&id=p87501533110
Annotation http://stockcharts.com/h-sc/ui?s=SPY&p=D&yr=0&mn=6&dy=0&id=p56621968256
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1 Year Trend http://stockcharts.com/h-sc/ui?s=$SPX&p=D&yr=1&mn=0&dy=0&id=p82716842175
TICK study http://stockcharts.com/h-sc/ui?s=%24TICK&p=D&yr=0&mn=6&dy=0&id=p05493943611
Volume Profile http://stockcharts.com/h-sc/ui?s=SPY&p=D&yr=0&mn=9&dy=0&id=p05091370215
BB Madness http://stockcharts.com/h-sc/ui?s=%24SPX&p=D&yr=0&mn=9&dy=0&id=p18886147708
VIX http://stockcharts.com/h-sc/ui?s=$VIX&p=D&yr=0&mn=9&dy=0&id=p65011065149
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ACTIVE THEMES

DART-FG
http://stockcharts.com/freecharts/candleglance.html?evr,dhi,stl,GNTX,THO,PNFP,MLM,NVDA|B|P5,3,3|0
C&S dart
http://ibergamot.blogspot.com/2017/03/consumer-and-services-dart.html
http://stockcharts.com/freecharts/candleglance.html?NTRI,SCS,XRAY,ILG,DHI,AAN,LSTR,MMS|B|P5,3,3|0

Dart-Fin
http://ibergamot.blogspot.com/2016/09/dart-fin-experiment.html
http://stockcharts.com/freecharts/candleglance.html?HBHC,ASB,UMPQ,CB,PGR,PFG,colb,CUZ,DRH,BLK|B|P5,3,3|0

GOLD
Real Gold - sales, earnings, normal debt.  (Finviz link)
http://stockcharts.com/freecharts/candleglance.html?GDX,GG,AEM,GOLD,GFI,SBGL,IAG,NGD,HMY,RIC,GORO,DRD|B|AQ35,20,10|0
Silver and moar Gold
http://stockcharts.com/freecharts/candleglance.html?HL,AG,CDE,EXK,GPL,SSRI,MUX,NG,TGD,HMY|B|P5,3,3|0
small gold
http://stockcharts.com/freecharts/candleglance.html?GSS,GSV,VGZ,PPP,TRX,GORO|B|P5,3,3|0

iBIA - my take on Dow Theory (post link)
http://stockcharts.com/freecharts/candleglance.html?GE,MMM,BA,UTX,CAT,XOM,DD,JNJ,AAPL,F,BRK/B,GIS|B|P5,3,3|0

DART Board - AI heuristic stock's selection method (post link)
http://stockcharts.com/freecharts/candleglance.html?INTC,TXN,BRCM,NVDA,ADP,CA,EMC,SNDK,CSCO,GLW,LRCX,TER|B|P5,3,3|0

FINANCIALS - Where money eats and sleeps (post link)
http://stockcharts.com/freecharts/candleglance.html?ICE,NDAQ,CBOE,CME,SCHW,AMTD,IBKR,ETFC,BLK,STT,IVZ,BEN|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?WFC,JPM,BAC,C,GS,MS,V,MA,PYPL,WU,VIRT|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?PSP,BX,CG,KKR,OAK,ACAS,FIG,PSEC,AINV,APO,ARCC,MAIN|B|P5,3,3|0

FOOD
http://stockcharts.com/freecharts/candleglance.html?GIS,K,POST,KHC,HRL,CPB,FLO,MDLZ,MKC,PF,SJM,LANC|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?ADM,BG,INGR,TSN,PPC,SAFM,DF,CALM,KR,WFM|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?DE,LNN,TSCO,DD,MON,POT,MOS|B|P5,3,3|0
http://www.finviz.com/screener.ashx?v=151&t=DE,LNN,TSCO,DD,MON,POT,MOS,ADM,BG,INGR,TSN,PPC,SAFM,DF,CALM,KR,WFM,GIS,K,POST,KHC,HRL,CPB,FLO,MDLZ,MKC,PF,SJM,LANC&o=-marketcap
food matter(s)
http://stockcharts.com/freecharts/candleglance.html?GIS,KHC,MDLZ,K,HRL,TSN,DE,MON,POT,TSCO,ADM,MOO|B|P5,3,3|0

SHIPPERS
http://stockcharts.com/freecharts/candleglance.html?$BDI,SEA,KEX,SSW,SFL,MATX,EURN,NAT,STNG,GNRT,FRO,OSG|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?NM,NMM,NNA,GOGL,SBLK,SB,DRYS,DSX,TK,TGP,TOO,TNK|C|P5,3,3|0

MJ
http://stockcharts.com/freecharts/candleglance.html?CBIS,MJNA,HEMP,GRNH,GWPH,CGRW,TRTC,GBLX,EAPH,NTRR,EDXC,DIGP|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?weed.to,twmjf,kays,cvsi,msrt|B|P5,3,3|0

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IN-ACTIVE THEMES

T-Theory and more
http://ibergamot.blogspot.com/2013/12/new-t-and-internals-update.html
A/D T http://stockcharts.com/h-sc/ui?s=%24NYAD&p=D&yr=1&mn=3&dy=0&id=p01998701564
http://stockcharts.com/h-sc/ui?s=%24NYAD&p=D&yr=1&mn=3&dy=0&id=p73647249441
Nasdaq Weekly A/D T http://stockcharts.com/h-sc/ui?s=%24NAAD&p=W&yr=5&mn=0&dy=0&id=p32594983861
VO T http://stockcharts.com/h-sc/ui?s=%24NYUD&p=D&yr=1&mn=3&dy=0&id=p54491867853
UD V T http://stockcharts.com/h-sc/ui?s=%24NYUD&p=D&yr=3&mn=0&dy=0&id=p61792369947

DIVI Hunter (aka 162 Divisadero) Monthly: ORC, PSEC, AGNC
Highest divi
http://stockcharts.com/freecharts/candleglance.html?_WDR,_SUN,_EEP,_ETP,_WPG,_SNR,_FTR,_CYS,_NYMT,_CBL,_NLY,_NRZ|C|A1,126,1|0
High divi over 200
http://stockcharts.com/freecharts/candleglance.html?_cvi,_ainv,_cys,_fsic,_nymt,_ivr,_anh,_ari,_cim,_nly,_two,_nrz|C|A1,126,1|0

more Tech ?
http://stockcharts.com/freecharts/candleglance.html?FB,BABA,ORCL,IBM,TSM,MXIM,AMAT,SYMC,ADS,CERN,CTSH,FISV|B|0

INDIA wtf?
http://stockcharts.com/freecharts/candleglance.html?$BSE,EPI,INDA,PIN,INDY,INDL,SCIF,IFN,INP,INXX,INCO,iif|B|P5,3,3|0

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DEFINITIVE  KREM LIST
Krem v1 - Kaufman Rotational ETF Method - was originally developed in late summer of 2014 in this post (link).
Subsequent updates can be found by selecting label 'KREM'.
Some interesting thoughts and observations in this post (link) from March, 2015.

http://stockcharts.com/freecharts/candleglance.html?XLI,IYT,XLU,XLF,KBE,KRE,XLP,XLY,XRT,XLV,IBB,XPH|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?XLB,XHB,MOO,TAN,SEA,ITA,XLK,SMH,IGV,VGT,SKYY,SOCL|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?GDX,GDXJ,SIL,IGE,XME,XLE,OIH,XES,XOP,URA,KOL,SLX|B|P5,3,3|0

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iBergamot Fetish Favorites 
http://stockcharts.com/freecharts/candleglance.html?TBT,SDS,BIS,CG,KKR,BX,GS,MHFI,HRL,ADM,MON,TSCO|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?DVA,GEO,CCJ,AMZN,HD,IMAX,MCD,TSLA,SCTY,NM,KEX,TNK|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?HON,DHR,HMHC|B|P5,3,3|0


https://research.stlouisfed.org/fred2/graph/?g=3Ocw

Friday, June 26, 2015

System 12 Plus. 6-2015

.this update covers activity from 6/29 to 8/14/2015.

Last System12 update was published in March post (link).
There where only a couple trades in past 3 months, because of system restrictions and filters.
The only change to MD Control index happened just recently with Walmart replaced by JPMorgan.
FaceBook is coming up fast through Second Dozen... I never thought it could get this far. Never. Not for a second. Thus is a superior nature of System12 as a stock selection tool, despite personal biases and recent experiences. Speaking of which, BABA will have all filters and indicators up and valid in a couple of months. I am eager to run a CSI on AliBaba and see whats it really made of.

I am writing this on following Monday, June 29. I was waiting for this - a 2% day, a minus 2% as it happen to be. No worries though, System12 had been mostly in cash for months, as I wondered why... why nothing works... why leaders don't lead... why index is so sticky... why no volume... why many of my indicators just pooped on themselves... why so many why's?
Today Greece defaulted on defaulted bonds, closed banks and stock market, limit ATM withdrawal to 60euro and basically turned all markets to shit. Guess Greece matters after all... Wasn't it a common knowledge that... and blah-blah-blah. I don't care, as I am really fucking sick and tired of this range bound, constantly reversing sloppy price action on most of indexes and averages since winter. Individual stocks are mostly no better, and various ETF's gone completely illiquid.
Anywhere is better than here.
Up/down - I don't care. Really

System12BCM:
http://stockcharts.com/freecharts/candleglance.html?WFC,GOOGL,PFE,FB|B|P5,3,3|0

BOT: PG on 7/29
SLD:FB on 7/20; GOOGL on 7/23
DIVI received: none

This is MD:
 http://stockcharts.com/freecharts/candleglance.html?AAPL,GOOGL,MSFT,BRK/B,XOM,PTR,JNJ,WFC,GE,NVS,CHL,jpm|B|P5,3,3|0

https://trader.motifinvesting.com/motifs/mega-dozen-Ftnb1cNJ#/overview


MD Control:WMT out, JPM in
Disqualified: XOM, BRK, PTR, JNJ
Earnings: start July 14 with WFC, JPM, JNJ, followed with GOOGL and GE on 16th

This is SD:
http://stockcharts.com/freecharts/candleglance.html?FB,WMT,TM,PG,PFE,AMZN,BUD,DIS,VZ,T,RDS/B,CVX|B|P5,3,3|0

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 I've been mentioning some Mega Dozen (MD) under-performance since the beginning of the year. Its not a lame excuse or a feeling. Equal weighted index of these stocks (aka MD Control) had been visibly lagging behind S&P500 index (SPX), even more so lately. Picture presented below is the reason why I don't just plow all money into these 12 stocks and call it a day. Certain qualifiers has kept me safely off this bunch of laging dullards, until the time they 'be back" (extra Terminator)

Last time chart was updated a year ago in June 2014 in this post (link).
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KREM UPDATE
Important notes about use and limitations of KREM index in this post (link) from March, 2015.

Originally I thought that KREM need to be rebalanced monthly. That turned out unnecessary - these ETF's are remarkably sticky. It seems that changes happened about quarterly and may be even less often. This time around I have two replacements:
SOCL and SEA out; SMH and MOO in.
http://stockcharts.com/freecharts/candleglance.html?TAN,GDX,XLE,XME,IBB,XPH,XHB,XLF,SMH,XLU,XRT,MOO|B|P5,3,3|0

https://trader.motifinvesting.com/motifs/krem-D0vkor65?auth=1#/overview

Full KREM list has 55 long only stock etf's, but the problem is - good portion of them are absolutely un-tradable. Some of them are so illiquid, with gaps and wide bid/ask spread, its all but impossible to trade on-stop. Since I am working this method into System9 ,where I don't use market or limit orders, there was a need for a more practical list.

DEFINITIVE  KREM LIST

http://stockcharts.com/freecharts/candleglance.html?XLI,IYT,XLU,XLF,KBE,KRE,XLP,XLY,XRT,XLV,IBB,XPH|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?XLB,XHB,MOO,TAN,SEA,ITA,XLK,SMH,IGV,VGT,SKYY,SOCL|B|P5,3,3|0
http://stockcharts.com/freecharts/candleglance.html?GDX,GDXJ,SIL,IGE,XME,XLE,OIH,XES,XOP,URA,KOL,SLX|B|P5,3,3|0

Three top slots on first link are an actual Dow Theory: industrials, transports and utilities.
Some etf's here are kind-of the best from the illiquid bunch, currently serving as placeholders of the sorts, until something better comes along or they come back to life: ITA, SKYY, SOCL etc

Full KREM list is here:
http://ibergamot.blogspot.com/2014/08/krem-v1.html

An observation:
Some of these etf's are misleading somewhat in their descriptions and composition.
For example, XHB Homebuilders ETF is holding only about 33% in actual home-builder stocks. The rest of it is loosely related, wide array of building supplies, appliances, furniture, security etc ... why not include a woman's shoe store for a good measure... them shoes go into the house too.. no?  ... ehh
https://www.spdrs.com/product/fund.seam?ticker=XHB

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more coming... may-be enough for now