On May 6, 2010, some computerized trading programs were blamed for a 1000 point loss in the DOW, before recovering to finish down 347 points.  Turtle Traders are now short every Index and probably most stocks.  The Turtle Trading method provides a Sell Signal when the Index or stock trade below the lowest low of 20 days. You can receive nightly, Turtle Trading Signals for over 50 most active Indexes.  We track this popular trading method and 29 others at Seleznov Capital Advisors.  The chart below is the DOW.

DIA5-6-2010 3-29-14 PM

One of the most popular Market Timing Trading Systems is known as the Turtle Trading System made popular by Richard Dennis and Richard Donchian.  It is an effective Breakout method used by many traders. 

It works best with trending assets and indexes.  It is used in futures trading, stock trading and Index trading by many.

It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.

There are many versions of the Turtle Trading System.  We follow and Track the 20 day high and 20 day low system on the most actively traded ETF’s and Indexes.  Daily Signals are available in our nightly Daily Trend Signal Service.

Some traders will fade, or trade against the Turtle Trading System Signals as many of them are false signals.  Why should you care about the signals produced with the Turtle Trading System? There are so many people using Turtle Trading, that we will often see extreme volatility in indexes when they cross both above and below their 20 day highs or lows.  Many Hedge Funds us the Turtle Trading methods in their funds.

This table shows the current Turtle Trading Signals for tomorrow on the 50 most actively traded ETF’s. 

Security Name Trend8 Ticker
Barclays High Yield Bond Stay Short JNK
BRIC IShares Stay Short BKF
Coal Power Shares Stay Short PKOL
DB Commodity Index Stay Short DBC
Diamond Trust DOW Stay Short DIA
Energy Select SPDR Stay Short XLE
Internet Holders Stay Short HHH
IPath India Index Stay Short INP
IShare Russell 2000 New Short IWM
IShares 25 Index Stay Short FXI
IShares Australia Stay Short EWA
IShares Basic Materials Stay Short IYM
IShares DJ Real Estate New Short IYR
Ishares DJ Transportation New Short IYT
Ishares Emerging Markets Stay Short EEM
IShares Financial Sector Stay Short IYF
IShares Germany Stay Short EWG
IShares Hong Kong Stay Short EWH
IShares Latin America Stay Short ILF
IShares Mexico Stay Short EWW
IShares Mid Cap 400 Stay Short IJH
IShares MSCI EAFE Stay Short EFA
IShares MSCI Japan Stay Short EWJ
IShares Pacific ex Japan Stay Short EPP
IShares S&P 500 Growth Stay Short IVW
Ishares S&P Small Cap 600 New Short IJR
IShares Silver Stay Short SLV
IShares South Africa Stay Short EZA
IShares South Korea Stay Short EWY
IShares Taiwan Stay Short EWT
IShares United Kingdom Stay Short EWU
NDX 100 Stay Short QQQQ
Oil Service Holders Stay Short OIH
Pharmaceutical Holders Stay Short PPH
PowerShares US Dollar Index Stay Long UUP
Russia Stay Short RSX
RYDEX S&P 500 Equal Weight Stay Short RSP
S&P 500 Stay Short SPY
Semiconductor Holders Stay Short SMH
SPDR Consumer Descretionary New Short XLY
SPDR Consumer Staples Stay Short XLP
SPDR Gold Shares Stay Long GLD
SPDR Healthcare Stay Short XLV
SPDR Industrial Sector New Short XLI
SPDR International Real Estate Stay Short RWX
SPDR Materials Stay Short XLB
SPDR Metal & Mining Stay Short XME
SPDR Mid Cap Stay Short MDY
SPDR S&P Homebuilders New Short XHB
SPDR Technology Stay Short XLK
Steel Market Vector Stay Short SLX
US Oil Stay Short USO
Wisdom Tree Total Dividend New Short DTD


You should not trade any systematic trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading. 

These trading signals are provided courtesy of the website you are viewing. This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future.

We monitor the Turtle Trading System along with system performance rankings of other systematic trading plans.

There is No “Holy Grail” in trading systems. Do not use the Turtle Trading System or any other systematic trading system without proper research on the asset.

For questions on rule based, systematic trading, contact