Wednesday, September 01, 2010

 

Short Form Buffalo Trader Bullish Reversal Report 09/01/2010

By David Buffalo

For the time being, this will be the new format, showing only the basic U.S. stock index momentum, the bullish reversals in ETFs and bullish reversals in stocks. I will periodically comment on major issues at critical times, but during the time I am attempting to build the algorithm required to download signals from almost 1300 stocks that I have built models for using NeuroShell Day Trader Professional, this is what I will leave you with. Most who have commented (and I have received, thankfully lots of comments with great appreciation to readers) want to see the reversals and not necessarily trade signals I generate. That makes life simpler for me, though at some point I will discuss methodology for building your own models. For now, I will present the data with little commentary. I will always respond to readers’ comments. This blog will steadily evolve as the time I have and the technology I use evolves. Thanks for your patience during this transition.

For 09/01/2010:

                                     $INDU      $SPX         $COMPQ    $RUT

Monthly Momentum   Neg            Neg              Neg            Neg

Weekly Momentum     Neg            Neg             Neg             Neg

Daily Momentum        Pos              Pos             Neg             Neg

N means neutral, Neg means negative, Pos means positive (OS) means oversold and (OB) means overbought. The value to price estimate (it is not a guarantee, only a cash flow based estimate) can be defined loosely as a multiplier of price. A number higher than one means the stock is undervalued using this model and a number less than one means the stock is overvalued.

Index and ETF I-shares Bullish Reversals (Note: to look up quotes for the Dow Indexes (starting with DJ or DW, add a dollar sign. No dollar sign is required for the ETFs beginning with other letters.) Today’s list includes only those ETFs with a 50-day moving average of daily volume greater than 100,000 shares:

Company Symbol Exch. Industry Sector
iPath India INP xN ETFs (Foreign\Country) ETFs

 

The stocks listed below are ranked by pattern bullish reversals based on a momentum indicator. Each stock by sector is listed with the cheapest stocks on a near-free-cash-flow value/price basis at the top, and more expensive stocks on that basis farther down each sector list (they are listed alphabetically):

Company Symbol Exch. Industry Sector
Natural Rsce NRP xN Energy (Coal) Energy
CBOE Hlgds CBOE xO Financial (Brokers) Financial
Molson Coors TAP xN Food (Bev-Alcoholic) Food
Smucker (JM) SJM xN Food (Prepared) Food
PepsiCo Inc PEP xN Food (Prepared) Food
Cooper Cos COO xN Healthcare (Med\Den Suply) Healthcare
China Life ADR LFC xN Insurance (Life) Insurance
Lululemon Athtc LULU xO Retail (Apparel) Retail

Stocks that almost passed the neural net screens but just missed: COO (passed the nets, but NOT the value screens).

Note:  It’s still all about Friday’s employment numbers and the weekend reaction and analysis. Those IBD 100 stocks might be pointing north, but the rest of the market is a wet noodle with a lot of nervous institutions watching data. Though consumer confidence seems to be improving, the Chicago Purching Managers’ Index slumped. Though some consumer staple and healthcare names made the bullish reversal list, the patterns are weak. I know I get to use my pre-Labor Day excuse to avoid the markets again, but longer term momentum is not the bull’s friend and volume is no one’s friend long or short. COO passed the net screens, but the value screens reject it. For that reason, it will not be traded.

 Again, take the time to review potential set ups and only trade what your trade plan specifically allows. Do not blow up equity for entertainment. The entertainment will only last as long as the trading capital will.

Take care,


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