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Thread: NAAIM

  1. #49

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    Default Re: NAAIM

    Headed to Bear Coutry
    Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation
    06/15/2022 32.18 -22 0.00 15.00 50.00 200 50.59
    06/08/2022 50.00 0 0.02 50.00 93.00 100 43.01
    06/01/2022 34.33 -200 0.00 50.00 85.88 100 74.08
    05/25/2022 33.19 0 0.00 13.50 66.25 100 35.08
    05/18/2022 19.51 -100 0.00 0.00 50.00 87 44.74
    05/11/2022 24.31 -100 0.00 4.00 50.00 200 58.81
    05/04/2022 31.76 -70 0.00 20.00 72.50 100 45.33
    04/27/2022 46.25 -100 5.00 50.00 73.38 200 69.22
    04/20/2022 74.05 16 50.00 80.00 93.75 112 28.88
    04/13/2022 63.29 -8 50.00 75.00 86.75 100 31.86

  2.  
  3. #50

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    Default Re: NAAIM

    Rebound?
    Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation
    06/29/2022 30.66 -25 0.00 1.25 50.00 200 51.78
    06/22/2022 19.86 -100 0.00 0.00 50.00 200 59.84
    06/15/2022 32.18 -22 0.00 15.00 50.00 200 50.59
    06/08/2022 50.00 0 0.02 50.00 93.00 100 43.01
    06/01/2022 34.33 -200 0.00 50.00 85.88 100 74.08
    05/25/2022 33.19 0 0.00 13.50 66.25 100 35.08
    05/18/2022 19.51 -100 0.00 0.00 50.00 87 44.74
    05/11/2022 24.31 -100 0.00 4.00 50.00 200 58.81
    05/04/2022 31.76 -70 0.00 20.00 72.50 100 45.33
    04/27/2022 46.25 -100 5.00 50.00 73.38 200 69.22

  4.  
  5. #51

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    Default Re: NAAIM

    Slight dip
    Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation
    07/06/2022 27.85 -100 0.00 10.00 65.00 200 62.05
    06/29/2022 30.66 -25 0.00 1.25 50.00 200 51.78
    06/22/2022 19.86 -100 0.00 0.00 50.00 200 59.84
    06/15/2022 32.18 -22 0.00 15.00 50.00 200 50.59
    06/08/2022 50.00 0 0.02 50.00 93.00 100 43.01
    06/01/2022 34.33 -200 0.00 50.00 85.88 100 74.08
    05/25/2022 33.19 0 0.00 13.50 66.25 100 35.08
    05/18/2022 19.51 -100 0.00 0.00 50.00 87 44.74
    05/11/2022 24.31 -100 0.00 4.00 50.00 200 58.81
    05/04/2022 31.76 -70 0.00 20.00 72.50 100 45.33

  6.  
  7. #52

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    Default Re: NAAIM

    More of the same...
    Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation
    07/13/2022 26.74 -100 0.00 1.25 50.00 200 58.93
    07/06/2022 27.85 -100 0.00 10.00 65.00 200 62.05
    06/29/2022 30.66 -25 0.00 1.25 50.00 200 51.78
    06/22/2022 19.86 -100 0.00 0.00 50.00 200 59.84
    06/15/2022 32.18 -22 0.00 15.00 50.00 200 50.59
    06/08/2022 50.00 0 0.02 50.00 93.00 100 43.01
    06/01/2022 34.33 -200 0.00 50.00 85.88 100 74.08
    05/25/2022 33.19 0 0.00 13.50 66.25 100 35.08
    05/18/2022 19.51 -100 0.00 0.00 50.00 87 44.74
    05/11/2022 24.31 -100 0.00 4.00 50.00 200 58.81

  8.  
  9. #53

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    Default Re: NAAIM

    Pretty sizable jump in NAAIM to the more bullish side:
    Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation
    08/10/2022 71.59 -50 35.63 75.00 100.00 200 54.24
    08/03/2022 55.28 -10 10.00 40.00 95.00 200 53.21
    07/27/2022 47.21 -7 4.06 35.00 82.50 200 50.16
    07/20/2022 44.48 -53 2.19 45.00 75.00 200 51.59
    07/13/2022 26.74 -100 0.00 1.25 50.00 200 58.93
    07/06/2022 27.85 -100 0.00 10.00 65.00 200 62.05
    06/29/2022 30.66 -25 0.00 1.25 50.00 200 51.78
    06/22/2022 19.86 -100 0.00 0.00 50.00 200 59.84
    06/15/2022 32.18 -22 0.00 15.00 50.00 200 50.59
    06/08/2022 50.00 0 0.02 50.00 93.00 100 43.01

  10.  
  11. #54

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    Default Re: NAAIM

    A quant investor backtested trading strategies using NAAIM. Interesting article.

    We downloaded the data from NAAIM’s website and performed several backtests, both with different variables and lengths.

    Our conclusion is that it’s very hard to find anything that is worthwhile, and there are many more contrarian indicators that are better, for example, the VIX indicator that has given us a few good VIX trading strategies.
    https://www.quantifiedstrategies.com/naaim-strategy/


  12.  
  13. #55

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    Default Re: NAAIM

    More bearish this week
    Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation
    08/24/2022 54.86 -100 20.00 50.00 92.50 200 59.70
    08/17/2022 64.44 -50 35.00 50.00 100.00 200 54.27
    08/10/2022 71.59 -50 35.63 75.00 100.00 200 54.24
    08/03/2022 55.28 -10 10.00 40.00 95.00 200 53.21
    07/27/2022 47.21 -7 4.06 35.00 82.50 200 50.16
    07/20/2022 44.48 -53 2.19 45.00 75.00 200 51.59
    07/13/2022 26.74 -100 0.00 1.25 50.00 200 58.93
    07/06/2022 27.85 -100 0.00 10.00 65.00 200 62.05
    06/29/2022 30.66 -25 0.00 1.25 50.00 200 51.78
    06/22/2022 19.86 -100 0.00 0.00 50.00 200 59.84

  14.  
  15. #56

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    Default Re: NAAIM

    Continuing to lessen the bullish positions:
    Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation
    08/31/2022 32.36 -100 0.00 30.00 56.25 200 60.43
    08/24/2022 54.86 -100 20.00 50.00 92.50 200 59.70
    08/17/2022 64.44 -50 35.00 50.00 100.00 200 54.27
    08/10/2022 71.59 -50 35.63 75.00 100.00 200 54.24
    08/03/2022 55.28 -10 10.00 40.00 95.00 200 53.21
    07/27/2022 47.21 -7 4.06 35.00 82.50 200 50.16
    07/20/2022 44.48 -53 2.19 45.00 75.00 200 51.59
    07/13/2022 26.74 -100 0.00 1.25 50.00 200 58.93
    07/06/2022 27.85 -100 0.00 10.00 65.00 200 62.05
    06/29/2022 30.66 -25 0.00 1.25 50.00 200 51.78

  16.  
  17. #57

    Default Re: NAAIM

    The NAAIM exposure is in sync with the market.... Interesting! ... Makes sense... I guess when it starts climbing, that is just another indicator to jump in and vice versa.. Can't rely just on that, but when in doubt this at least gives or doesn't give support to thoughts on entry/exit. I like it! .

    Thanks for posting Flalaw!
    Don't take my comments as trading advice /IFT: 2-13-24=100G/https://www.theepochtimes.com/ & http://www.ewg.org/PermaCharts@p430#5159/strategy#4918p.410

  18.  
  19. #58

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    Default Re: NAAIM

    A significant drop (29.59 down to 12.61). Hasn't been this bearish since 3/18/2020. Since inception, NAAIM has been below 15 only 27 weeks, 18 of those weeks were in 2008. Otherwise, 1 week in 2020, 1 week in 2014, two weeks in 2011, one in 2010 and three in 2009. Not sure what to do with that information but will look at it. What Coolhand said about the bears being really bearish (-150) seems to be the strongest indicator to me that we may be in solid Bear country for a while.

    Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation
    09/28/2022 12.61 -150 0.00 9.63 40.00 200 66.88
    09/21/2022 29.59 -100 0.00 20.00 54.00 200 60.97
    09/14/2022 33.86 -122 0.00 40.00 77.50 200 70.46
    09/07/2022 27.33 -122 0.00 31.00 50.00 200 60.04
    08/31/2022 32.36 -100 0.00 30.00 56.25 200 60.43
    08/24/2022 54.86 -100 20.00 50.00 92.50 200 59.70
    08/17/2022 64.44 -50 35.00 50.00 100.00 200 54.27
    08/10/2022 71.59 -50 35.63 75.00 100.00 200 54.24
    08/03/2022 55.28 -10 10.00 40.00 95.00 200 53.21
    07/27/2022 47.21 -7 4.06 35.00 82.50 200 50.16

  20.  
  21. #59

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    Default Re: NAAIM

    Another significant dip after a brief bump up.

    Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation
    10/12/2022 19.84 -100 0.00 5.00 47.50 200 59.65
    10/05/2022 38.11 -80 0.00 40.00 75.00 200 58.96
    09/28/2022 12.61 -150 0.00 9.63 40.00 200 66.88
    09/21/2022 29.59 -100 0.00 20.00 54.00 200 60.97
    09/14/2022 33.86 -122 0.00 40.00 77.50 200 70.46
    09/07/2022 27.33 -122 0.00 31.00 50.00 200 60.04
    08/31/2022 32.36 -100 0.00 30.00 56.25 200 60.43
    08/24/2022 54.86 -100 20.00 50.00 92.50 200 59.70
    08/17/2022 64.44 -50 35.00 50.00 100.00 200 54.27
    08/10/2022 71.59 -50 35.63 75.00 100.00 200 54.24

  22.  
  23. #60

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    Default Re: NAAIM

    And rebound
    Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation
    10/19/2022 43.28 -40 0.00 42.00 65.00 200 55.43
    10/12/2022 19.84 -100 0.00 5.00 47.50 200 59.65
    10/05/2022 38.11 -80 0.00 40.00 75.00 200 58.96
    09/28/2022 12.61 -150 0.00 9.63 40.00 200 66.88
    09/21/2022 29.59 -100 0.00 20.00 54.00 200 60.97
    09/14/2022 33.86 -122 0.00 40.00 77.50 200 70.46
    09/07/2022 27.33 -122 0.00 31.00 50.00 200 60.04
    08/31/2022 32.36 -100 0.00 30.00 56.25 200 60.43
    08/24/2022 54.86 -100 20.00 50.00 92.50 200 59.70
    08/17/2022 64.44 -50 35.00 50.00 100.00 200 54.27

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