SPX 1-Year Sharp Ratio 6-Month SMA: This indicator smooths the 1-year Sharpe Ratio of the S&P 500 using a 6-month moving average to provide a clearer view of market stability and risk-adjusted returns.
January Model: The January Model assigns a score (0–7) based on the S&P 500’s performance in key January periods, helping investors gauge early-year market conditions. This indicator was developed based on our senior research analyst Jay Kaeppel's Feb 3 report "Does January matter?"
January Model Signal: A simplified version of the January Model, this signal outputs either 1 (favorable) or 0 (unfavorable) to indicate whether market conditions are supportive of stock gains.
My Signal Feature: We’ve introduced the My Signal feature on our proprietary Backtest Engine! Now, you can automatically monitor and track your custom trading strategies, and set email alerts for triggered signals. It supports all trading styles, with daily, weekly, and monthly timeframes, along with a wide range of symbols, including all Russell 3000 stocks, indexes, ETFs, and a curated selection of cryptocurrencies.
New Actionable Strategy: We’ve added a new strategy—Vanguard Technology ETF vs. S&P 500 Relative Ratio Rank System—to our actionable trading strategies, bringing the total to 50.
4 New Sentiment Indicators:
NASDAQ Titanicburg: Tailored for the tech-heavy NASDAQ market, this indicator helps users monitor sentiment and identify trend shifts specific to technology-focused stocks.
NYSE Titanicburg: Designed for the broader NYSE market, this indicator helps users evaluate overall market sentiment and health.
TNX Range %: This indicator helps users assess the broader economic environment. It provides valuable insights into interest rate trends and their impact on market strength, enabling traders to adjust strategies accordingly.
Market Environment Composite: This indicator was developed based on our senior analyst Jason Goepfert's January 23 research note, "The market environment has flipped to healthy...but precariously." It combines eight key metrics and tracks various aspects of market behavior, such as stock price movements, breadth, and market internals, helping investors assess overall market health.
2 New Signals Added to Smart Stock Scanner: We added two new signals—Trend Score Breakout and Trend Score Breakdown—to the Smart Stock Scanner, increasing the total number of signals to 36. These additions give users more options to assess and backtest their risk and reward scenarios.
We've introduced the My Signal feature on our proprietary Backtest Engine! Now, you can automatically monitor and track your custom trading strategies, and set email alerts for triggered signals. It supports all trading styles, with daily, weekly, and monthly timeframes, along with a wide range of symbols, including all Russell 3000 stocks, indexes, ETFs, and a curated selection of cryptocurrencies.
As we close out 2024, we're excited to reflect on a year of growth and innovation at SentimenTrader. Over the past year, we rolled out several new features designed to elevate your research and trading experience. Be sure to check out our 2024 highlights video for a closer look at what we've accomplished.
A New Filter Added to Smart Stock Scanner: SentimenTrader has introduced a powerful new filter in the Smart Stock Scanner to tailor your stock research and selection process.With just a few simple settings, you can now filter stocks based on your risk and return preferences, signals, individual stock performance metrics, and more! This filter helps you quickly identify stocks that align with your investment preferences, goals, and risk tolerance, streamlining your stock selection process.
2 New Conditions and EMA Support Added to Proprietary Backtest Engine: We’ve expanded our Backtest Engine with two additional conditions—Consecutive Number of Days Above and Consecutive Number of Days Below—bringing the total to 16 conditions. These new conditions allow you to capture trend persistence more effectively, helping you identify sustained market movements and refine your strategies. Additionally, the Sentiment Indicator now supports the Exponential Moving Average (EMA) alongside the Simple Moving Average (SMA), offering greater flexibility in analyzing trends.
The Proprietary Absolute and Relative Trend Score Indicators: Our Absolute and Relative Trend Score Indicators for stocks and ETFs in the S&P 1500, S&P 500, and Nasdaq 100 allow users to search and rank stocks, ETFs, and other assets based on trend scores and week-over-week changes. This powerful feature helps you identify which assets are strengthening or weakening, supporting more informed investment choices from a single view.
Other New and Updated Indicators:
New Economic Indicator – Equity Yield Advantage Ratio (EYAR): This indicator helps investors gauge whether stocks offer a more favorable return potential compared to bonds and evaluate market trends.
Updated Sentiment Indicator – Risk On / Off Indicator: We’ve added two lines to the chart, allowing users to more intuitively visualize the market's risk state.
New Trading Signals Feature in Backtest Engine: To provide more actionable and easy-to-follow trading insights for our retail investor subscribers, we’ve added new trading signals for stocks and ETFs to our Backtest Engine dashboard. Users can now view the top three performing strategies for any stock or ETF, each accompanied by risk/reward results from the past three years. This feature allows users to see historical performance without needing to set up a custom backtest.
TimeOrder Supports Up to 4 Conditions in Backtest Engine: To enhance our Proprietary Backtest Engine, our TimeOrder Multi-Condition feature now supports up to four customizable conditions, offering users enhanced flexibility in defining and testing trading strategies.
3 New Signals Added to Smart Stock Scanner: We’ve introduced three new signals to the Smart Stock Scanner, bringing the total to 34. These additions give users even more options to assess and backtest their risk and reward scenarios.
2 New Indicators Added: The David S&P 500 Aggregate Baskets, co-developed with client Robert David, offers a practical oversold signal. Additionally, the Federal Funds Effective Rate and the PEP Indicator are now accessible within the new client portal.
New Indicator Page: In line with the development of the new client portal, all indicators from the classic user portal are now consolidated into a single, user-friendly page in the new portal. This streamlined layout allows easy access to the most popular indicators and users' favorite indicators.
New Report Page: The new client portal now includes Analysts' Research Reports, TradingEdge, Archived Studies, Daily Reports, and Active Studies, retaining a familiar layout for ease of use. Users can save favorite reports using a “heart” icon, stored under "My Favorites." The new page also features advanced filtering options by date, keyword, and the ability to search Active Studies by specific stock or ETF symbols, making it easy to access market predictions and insights tailored to your interests.
SentimenTrader has introduced a "Trend Filter" to our Correlation Pattern Match (CPM) tool, enhancing the ability to evaluate market trends with precision. This new feature allows users to more precisely evaluate historical patterns, such as moving average direction and duration, to identify short-, medium-, and long-term trends, improving risk/reward assessments.
We’re thrilled to introduce the "Custom Symbol" feature on SentimenTrader’s BacktestEdge, allowing users to upload and test any stock. Additionally, we’ve enhanced the platform by adding 28 new stocks to the Backtest Engine and 16 new technical signals to the Smart Stock Scanner.
We are excited to announce the launch of our Strategy 2.0 on Sentimentrader. All of our 49 current and future strategies are backtestable with built-in strategy rules. With a simple click of a button, users can see the historical performance of a strategy with chart support. Additionally, users can modify the backtest setup rules, providing a quick way to see different results.
We are excited to announce the launch of our groundbreaking Dual Symbols Backtest feature on Sentimentrader. This powerful tool allows users to conduct pair trading backtest analysis on two symbols, potentially increasing profit and managing risk more effectively. Check out our tutorial using QQQ and SPY and start your analysis today!
SentimenTrader has expanded its resources with the addition of seven new backtest tutorial videos to the platform. These tutorials have been developed in response to client requests, providing step-by-step guidance on setting up backtests to meet real-life needs.
We are excited to announce the addition of two new proprietary indicators to our platform, developed by our Senior Research Analyst, Jay Kaeppel, to enhance our users' understanding of bond market dynamics: the JK Bond Cycle Model and the JK Bond Cycle Thermometer. These indicators, now fully integrated into our backtest engine, are designed to provide an edge in navigating the complexities of the bond markets.
SentimenTrader has expanded its toolkit, adding 32 new indicators, including Jay Kaeppel's PPI Stock Market Model and the daily RSP Optix and BIL Optix, to help investors track market sentiment. Also introduced is the 10-Day Sum Advance/Decline Ratio for enhanced market breadth analysis across 29 Indexes and ETFs. This streamlined update bolsters our monthly and daily market insights, aiding swift, data-driven investment decisions.
New users can now secure an exclusive offer on the SentimenTrader Essentials Yearly Package. This offer is available from March 28, 2024, 10:00 AM to April 2, 2024, 10:00 AM, NY Time. For full details and conditions of this offer, please review the Terms & Conditions. If you are currently in a trial or have had a trial account with us in the past, please contact us at [email protected].
We've added 5 new proprietary technical indicators to the Backtest Engine: Number of Consecutive Days with a Rising Moving Average, Number of Consecutive Days with a Declining Moving Average, Percentage Below N-Day High, Percentage Above N-Day Low, and Deviation from Trend Between Two Moving Averages. This expansion increases the total number of technical indicators available to 91.
28 Panic Breadth Composite Indicators: The Panic Breadth Composite provides a comprehensive snapshot of market sentiment and potential panic-driven behaviors. It offers a nuanced perspective on market dynamics, serving as a valuable tool for assessing market breadth and identifying potential inflection points.
4 Sentiment Cycle Indicators: This methodology aids in identifying our current position within the Typical Sentiment Cycle and enables investors to anticipate market movements based on historical behavior patterns, significantly enhancing strategic decision-making.
These proprietary indicators are only available through Sentimentrader.com.
Sentimentrader tech team is annoucing a new feature added to our suite of ETF Seasonality Indicators – the "$1 Growth Feature". Quickly access a visual representation of how $1 dollar has fluctuated across 114 ETFs through different seasons. Sign up for our trial and explore this new feature today.
The Growth vs. Value Relative Ratio Rank System strategy, developed by our esteemed senior analyst Dean Christians, represents an effective approach in momentum investing. It adeptly shifts between Growth and Value ETFs, guided by a sophisticated 84-day range rank analysis, offering a dynamic and informed investment choice. To learn more, go to 'Tools > Strategies' in your client portal.
We released our latest innovation: the Smart Stock Scanner. This scanner utilizes Machine Learning to scan and filter potential trading opportunities in S&P 1500 and Nasdaq 100 stocks each day after market closure. It presents users with in-depth backtest reports and actionable insights. This service is exclusively offered through our Essentials Plus bundle and can be accessed via the 'My Services' section in the user's portal.
We released our improved Backtest Engine 2.0, known as BacktestEdge, to our existing users. This user-friendly, no-programming-skills-required backtest engine is equipped with over 3000 SentimenTrader indicators and more than 50 popular technical indicators. It allows the import of external indicators and the setting of single or multiple entry/exit criteria, among other features. The Backtest Engine 2.0 can be accessed via the 'My Services' section in the user's portal.
