Moving Average Indicators for TRV

From the largest and most comprehensive Analysis Site on the web.

Breaking News
Free Reports    DAL | X | IBM | PEP | FISV | GE | MSO | DYN | MRO | XEL | CAT
Look for another Symbol?
Can't find your Company?
 

From the Weekend Report 3/12/2010: There has not been much change in the phase of the 200 day moving average since this time last week.

TRV: Recent Averages with Candlestick Chart.
General Market Conditions
Subscribe

More than 70 Hi-Rez charts daily for The Travelers Companies, Inc.:

This page looks at the predictive abilities of different methods of averaging applied to TRV stock prices. Techniques available include moving weighted or exponential averages of various periods and the family of MACD (Moving Average Convergence Divergence) indicators.

Unfortunately, some of the most popular indicators of this type can prove to be the worst forcasting indicators. The effectiveness of these methods as applied to TRV stock price trend evaluation is tested on the next page.

Green is the 20 bar moving average, while the 200 session average is red. Often the simple unweighted moving averages seen in this plot will give a more accurate indicator, with fewer false signals than some of the supposedly more sophisticated techniques that we test below. It is always possible to fine tune an exponential or other weighted average so that it seems to outperform a simple average in a given situation. However, over-tuning can increase false and misleading indicators. A good un-ambiguous signal will be noticable through a variety of averaging methods, including some of the most simple.




Moving Average Convergence of The Travelers Companies, Inc.
Companies In the News
In the news, Friday, March 19, 2010: An unfavorable condition has developed with Cincinnati Financial Corporation, ticker symbol CINF. Also, there are breaking events concerning Pre-Paid Legal (PPD) and Electronic Data Systems (EDS)



MACD analysis is dangerously suited for overtuning, since it may use any of an infinite number of averaging methods and coefficients. In addition to crossover signals based on moving averages, many analysts add a trigger line which is based on some average of the first two averages. Here we depict the results of 12 and 26 session Exponential Moving Averages. The exponential coefficient used here is .18. There is nothing magic about these parameters, but these are frequently seen.

Float the cursor for a longer term chart.

.
Moving Avg. 20/200 DivergenceSignaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 26 instances
Future30SesAvgClose -0.71 % minus 0.98 % = -1.69 %-14.34 %
Future5SesAvgClose -0.64 % minus 0.20 % = -0.84 %-42.64 %
Future2SesAvgClose -0.33 % minus 0.10 % = -0.43 %-54.02 %
Sell Signals - 26 instances
Future30SesAvgClose -1.38 % minus 0.98 % = -2.36 %-20.02 %
Future5SesAvgClose -0.98 % minus 0.20 % = -1.18 %-59.93 %
Future2SesAvgClose -0.66 % minus 0.10 % = -0.76 %-96.13 %
.
Moving Avg. 5/20 DivergenceSignaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 160 instances
Future30SesAvgClose 1.02 % minus 0.98 % = 0.04 %0.34 %
Future5SesAvgClose 0.57 % minus 0.20 % = 0.37 %18.78 %
Future2SesAvgClose 0.40 % minus 0.10 % = 0.30 %38.71 %
Sell Signals - 161 instances
Future30SesAvgClose 1.19 % minus 0.98 % = 0.21 %1.76 %
Future5SesAvgClose 0.30 % minus 0.20 % = 0.10 %5.31 %
Future2SesAvgClose 0.07 % minus 0.10 % = -0.03 %-3.32 %
.
Moving Avg. 5/200 DivergenceSignaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 45 instances
Future30SesAvgClose 0.53 % minus 0.98 % = -0.46 %-3.87 %
Future5SesAvgClose -0.22 % minus 0.20 % = -0.42 %-21.17 %
Future2SesAvgClose -0.41 % minus 0.10 % = -0.50 %-64.00 %
Sell Signals - 45 instances
Future30SesAvgClose 0.26 % minus 0.98 % = -0.73 %-6.14 %
Future5SesAvgClose 0.19 % minus 0.20 % = -0.01 %-0.40 %
Future2SesAvgClose 0.03 % minus 0.10 % = -0.07 %-8.75 %
.
MACD 12/26 DivergenceSignaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 580 instances
Future30SesAvgClose 0.69 % minus 0.98 % = -0.29 %-2.49 %
Future5SesAvgClose -0.04 % minus 0.20 % = -0.24 %-11.96 %
Future2SesAvgClose -0.12 % minus 0.10 % = -0.22 %-27.76 %
Sell Signals - 580 instances
Future30SesAvgClose 0.72 % minus 0.98 % = -0.27 %-2.27 %
Future5SesAvgClose 0.14 % minus 0.20 % = -0.05 %-2.60 %
Future2SesAvgClose 0.05 % minus 0.10 % = -0.05 %-6.80 %
.
MACD 12/26 SignalSignaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 736 instances
Future30SesAvgClose 0.78 % minus 0.98 % = -0.21 %-1.75 %
Future5SesAvgClose 0.26 % minus 0.20 % = 0.06 %3.07 %
Future2SesAvgClose 0.11 % minus 0.10 % = 0.02 %2.02 %
Sell Signals - 735 instances
Future30SesAvgClose 0.68 % minus 0.98 % = -0.30 %-2.57 %
Future5SesAvgClose 0.18 % minus 0.20 % = -0.02 %-0.85 %
Future2SesAvgClose 0.07 % minus 0.10 % = -0.03 %-3.84 %
.
Calibrated M by Q Half Cycle Moving Avg.Signaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 319 instances
Future30SesAvgClose 0.85 % minus 0.98 % = -0.13 %-1.14 %
Future5SesAvgClose 0.16 % minus 0.20 % = -0.04 %-1.83 %
Future2SesAvgClose 0.03 % minus 0.10 % = -0.07 %-8.83 %
Sell Signals - 318 instances
Future30SesAvgClose 0.82 % minus 0.98 % = -0.16 %-1.39 %
Future5SesAvgClose 0.23 % minus 0.20 % = 0.04 %1.90 %
Future2SesAvgClose 0.08 % minus 0.10 % = -0.02 %-2.69 %
.
Calibrated M by Q Full Cycle Moving Avg.Signaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 220 instances
Future30SesAvgClose 0.70 % minus 0.98 % = -0.29 %-2.44 %
Future5SesAvgClose -0.04 % minus 0.20 % = -0.24 %-11.99 %
Future2SesAvgClose -0.18 % minus 0.10 % = -0.28 %-35.16 %
Sell Signals - 220 instances
Future30SesAvgClose 0.73 % minus 0.98 % = -0.26 %-2.18 %
Future5SesAvgClose 0.06 % minus 0.20 % = -0.14 %-7.06 %
Future2SesAvgClose 0.01 % minus 0.10 % = -0.09 %-11.13 %
.
Projected Crossing of SMA 20/200.Signaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 35 instances
Future30SesAvgClose 0.15 % minus 0.98 % = -0.83 %-7.04 %
Future5SesAvgClose 0.13 % minus 0.20 % = -0.06 %-3.30 %
Future2SesAvgClose 0.03 % minus 0.10 % = -0.07 %-8.97 %
Sell Signals - 33 instances
Future30SesAvgClose -0.74 % minus 0.98 % = -1.73 %-14.62 %
Future5SesAvgClose -0.18 % minus 0.20 % = -0.38 %-19.06 %
Future2SesAvgClose -0.43 % minus 0.10 % = -0.53 %-67.58 %
.
Projected Crossing of SMA 5/20.Signaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 211 instances
Future30SesAvgClose 0.38 % minus 0.98 % = -0.61 %-5.15 %
Future5SesAvgClose 0.19 % minus 0.20 % = -0.01 %-0.53 %
Future2SesAvgClose 0.07 % minus 0.10 % = -0.03 %-3.20 %
Sell Signals - 178 instances
Future30SesAvgClose 1.58 % minus 0.98 % = 0.60 %5.06 %
Future5SesAvgClose 0.24 % minus 0.20 % = 0.04 %2.24 %
Future2SesAvgClose 0.01 % minus 0.10 % = -0.09 %-11.71 %
.
The best buy signal for 30 future sessions was 0.04 % from the Moving Avg. 5/20 Divergence,and the best sell signal for was -2.36 % from the Moving Avg. 20/200 Divergence.
For 5 future sessions the best buy signal was 0.37 % from the Moving Avg. 5/20 Divergence,and the best sell signal was -1.18 % from the Moving Avg. 20/200 Divergence.
The best buy signal for 2 future sessions was 0.30 % from the Moving Avg. 5/20 Divergence,and the best sell signal was -0.76 % from the Moving Avg. 20/200 Divergence.



Today's Free Reports | Meet the Analysts | Member Sign In | Stock-Predictions dot Com Home Page

For Subscribers: Advanced Analysis of the Price Behavior Surface for The Travelers Companies, Inc.

Detailed Average Level Analysis for TRV :



Contents of non-member pages are delayed. New information may have voided the predictions shown here. Associates of Stock-Predictions.Com or Hybrid Technical may hold positions in issues covered here.

Our Pledge of Independence: We do not utilize any reporting or analysis that comes directly or indirectly from brokerage or banking firms.

Note: Free pages are for entertainment and academic purposes only. We do not advise anyone to buy or sell stocks or funds. We do not recommend the purchase or sale of this or any other issue. Research shows that most people who trade securities will lose money. These reports are not to be used for stock-picking or investment decision support. Any such use is strictly prohibited. Charts are provided by permission from Hybrid Technical. All Rights Reserved. All Content is Copyright 2008 by Stock-Predictions.Com
This site and Hybrid Technical shall not be liable for any errors in the content, or for any actions taken in reliance thereon.

Moving Average Convergence for The Travelers Companies, Inc. Stock Prices - TRV