Daily Forex Top & Bottom Momentum List - 18 May 2018

May 17, 2018

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 short-term momentum: $USDJPY $AUDNZD $CADJPY $USDCHF $CADCHF

Bottom 5 short-term momentum: $GBPCAD $EURUSD $NZDUSD $NZDCAD $EURCAD

Top 5 long-term momentum: $USDCHF $CADCHF $USDJPY $EURCHF $GBPCHF

Bottom 5 long-term momentum: $AUDUSD $NZDCAD $NZDUSD $CHFJPY $AUDCAD

 

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Daily Forex Quantitative Trading Ideas And Analysis - 18 May 2018

May 17, 2018

Highlights from the Daily ATS Forex Dashboard report going into Friday, 18 May-

 Thursday's currency markets were quite tame with out any noteworthy extremes.

There were no changes in short-term momentum.

There were no changes in long-term momentum.

Price structure has turned positive for $GBPJPY and $NZDJPY

We utilize a statistically-based method of calculating momentum that is robust and adapts to fast or slow moving markets. Additionally, it is normalized so the outputs of one currency can be directly comparable and ranked across the others.

The image with this post ranks long-term momentum for the 28 primary pairs and crosses. The strongest momentum is ranked "1" in dark green and "28" is the weakest or most negative. This gives you a visual representation of strength and weakness.

The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks.

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S&P 500 Sector ETF Momentum Rankings - 17 May 2018

May 16, 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLE $XLB $XLY $XLK $XLV $XLF $XLI $XLRE $XLP $XLU

Long-Term Momentum Rankings:

$XLE $XLK $XLY $XLB $XLF $XLRE $XLI $XLV $XLU $XLP

 

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Daily 10 Momentum Stocks - 17 May 2018

May 16, 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $AAPL $UNP $TXN $BK

Bottom 5 short-term momentum stocks of the S&P 100: $CELG $DUK $MO $CL $PM

Top 5 long-term momentum stocks of the S&P 100: $MON $AAPL $MA $COP $OXY

Bottom 5 long-term-term momentum stocks of the S&P 100: $MO $PEP $BMY $CL $PM

 

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Daily Forex Top & Bottom Momentum List - 17 May 2018

May 16, 2018

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 short-term momentum: $AUDNZD $USDJPY $CADJPY $USDCHF $CADCHF

Bottom 5 short-term momentum: $GBPCAD $EURUSD $GBPUSD $NZDCAD $EURCAD

Top 5 long-term momentum: $USDCHF $CADCHF $EURCHF $GBPCHF $USDJPY

Bottom 5 long-term momentum: $GBPUSD $AUDUSD $NZDUSD $AUDCAD $CHFJPY

 

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Daily Forex Quantitative Trading Ideas And Analysis - 17 May 2018

May 16, 2018

Highlights from the Daily ATS Forex Dashboard report going into Thursday, 17 May-

 As anticipated, the short-term price volatility cycle continues to stay elevated with the  pendulum having clearly swung hard the other way across multiple currencies.

Going into Wednesday, we anticipated an increase in volatility soon for $AUDJPY and $EURAUD. Both of these experienced 136% and 204% of their respective typical daily ranges!

Short-term momentum has turned negative for $EURGBP.

There were no changes in long-term momentum.

Price range has been significantly compressed with volatility expected to increase for $USDCHF and $USDJPY.

Price structure has turned negative for $EURUSD, $EURGBP, $EURCHF and positive for $CHFJPY.

We utilize a statistically-based method of calculating momentum that is robust and adapts to fast or slow moving markets. Additionally, it is normalized so the outputs of one currency can be directly comparable and ranked across the others.

The image with this...

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S&P 500 Sector ETF Momentum Rankings - 16 May 2018

May 15, 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLE $XLK $XLF $XLY $XLB $XLV $XLI $XLRE $XLU $XLP

Long-Term Momentum Rankings:

$XLE $XLK $XLY $XLRE $XLF $XLB $XLI $XLV $XLU $XLP

 

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Daily 10 Momentum Stocks - 16 May 2018

May 15, 2018

Top 5 short-term momentum stocks of the S&P 100:$XOM $MON $COP $BK $UNH

Bottom 5 short-term momentum stocks of the S&P 100: $PEP $CHTR $MO $CL $PM

Top 5 long-term momentum stocks of the S&P 100: $MON $MA $OXY $COP $V

Bottom 5 long-term-term momentum stocks of the S&P 100: $MO $PEP $BMY $CL $PM

 

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Daily Forex Top & Bottom Momentum List - 16 May 2018

May 15, 2018

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 short-term momentum: $AUDNZD $USDJPY $USDCHF $EURNZD $CADJPY

Bottom 5 short-term momentum: $NZDJPY $EURUSD $GBPUSD $NZDUSD $NZDCAD

Top 5 long-term momentum: $USDCHF $CADCHF $EURCHF $GBPCHF $EURNZD

Bottom 5 long-term momentum: $GBPUSD $NZDUSD $AUDUSD $AUDCAD $CHFJPY

 

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Daily Forex Quantitative Trading Ideas And Analysis - 16 May 2018

May 15, 2018

Highlights from the Daily ATS Forex Dashboard report going into Wednesday, 16 May-

 Short-term price volatility has returned to the recently elevated levels across multiple currencies.

Short-term momentum has turned positive for $CHFJPY and negative for $EURCHF.

There were no changes in long-term momentum.

Price range has been significantly compressed with volatility expected to increase for $AUDJPY and $EURAUD.

There are no structure changes for today. Anticipating prior structure changes to be confirmed or be tested.

We utilize a statistically-based method of calculating momentum that is robust and adapts to fast or slow moving markets. Additionally, it is normalized so the outputs of one currency can be directly comparable and ranked across the others.

The image with this post ranks long-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to...

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