Monday, February 14, 2011

10-YEAR SENTIMENT INDICATOR RECAP: Tuesday, GGU, 3 p.m.

Tomorrow afternoon I shall be evaluating the Sentiment Indicators' efficiency over the past decade, along with the DITM investing strategy which prevailed over the decade's zero interest rate and zero stock appreciation (before the recent rally). Several were quite successful in marking excessive levels before reversals.

One of the best, albeit more breadth than sentiment, was the Bullish per cent, which is at its high (as is the Nasdaq for 4 years); my cumulative A/D continues to make all-time highs, although the McClellan Indices do not.

Corporate Insider Selling is an astounding 125:1 over Buying - I knew college costs were expensive, but wow! Money continued to flow into mutual funds, but also reversing into MMFs as well.

MktSentiment Last WeekPrev. Week 5 Yr HI 5 Yr LOW
DJIA:1227312092140936626
Nasdaq:2809276928611114
S&P 500:132913101561683
CBOE Eq. put/call: 535596-10/0846-1/03
VIX:15.715.9908.8
McClellan Osc:(28)8108(123)
McClellan Sum:7036021568(1514)
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InvestorsIntel.Bull:
53.452.76322.21
InvestorsIntel.Bear:
23.322.054.416
AAII Bull:
49.451.5n/an/a
AAII Bear:
26.926.9n/an/a
US Equity-1 week lagn/a1.4b
Money Market Flows10.2B(21B)

Baltic Dry Index:1064113711700663
Bullish %:
8887882
Insider Corporate Sellers:125:143:1198:12.4:1

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