Trading indicator
Sine Weighted Moving AverageBacktest results
| Position | Trades | Duration | Win rate | Win/loss | Avg win | Avg loss | Return |
| Long | 10 | 4.5 | 20% | 25% | 1.6% | -0.8% | -3.4% |
|---|---|---|---|---|---|---|---|
| Short | 5 | 4.2 | 40% | 67% | 1.9% | -3.2% | -5.9% |
Trading Performance
Sine Weighted Moving Average
Score
0.05
| Position | Trades | Duration | Win Rate | Win/Loss | Avg Win | Avg Loss | Return |
|---|---|---|---|---|---|---|---|
| LONG | 31 | 13.7 | 0.55% | 1.13% | 2.7% | -2.2% | 13.3% |
| SHORT | 31 | 12.0 | 0.35% | 0.55% | 2.5% | -1.8% | -7.7% |
Summary
Technical Analysis
Cincinnati Financial (CINF)
Indicator:
SINE WEIGHTED MOVING AVERAGE
Last Signal:
BULLISH
Trading: BUY @ $107.45
Signal Strength: STRONG
Recommendation:
Indicator can be used in isolation or in additional to another technical indicator to confirmation for trading entry. This indicator has the ability to highlight trends across numerous timeframes. This indicator has the ability to smooth historical results to illustrate trend initiation and status. Although this is a simple trend following indicator & can provide good results when coupled with the right indicator. Note, this indicator does not work well in ranging markets producing unwanted whipsaws and false signals.
Cincinnati Financial (NASDAQ:CINF) currently has a confirmed uptrend. Recent trading has caused the SWMA 15 day average to exceed the closing price confirming the short term trend following indicator. Currently, the return on SWMA15 is 0.4%.
A Sine wave is a smooth repetitive oscillation that shifts between a high of y and a low of -y. A SW-MA takes its weighting from the first half of a Sine wave cycle so the largest weighting is given to the data in the middle. The result is very similar to the Triangular Moving Average (Tri-MA) but much more difficult to calculate.
Calculation: Sine Weighted Moving Average (SWMA):
1) PI:=3.14;
2) SD:=180/6;
3) S1:=Sin(1*180/6)*C;
4) S2:=Sin(2*180/6)*Ref(C -1);
5) S3:=Sin(3*180/6)*Ref(C -2);
6) S4:=Sin(4*180/6)*Ref(C -3);
7) S5:=Sin(5*180/6)*Ref(C -4);
8) Num:=S1+S2+S3+S4+S5;
9) Den:=Sin(SD)+Sin(2*SD)+Sin(3*SD)+Sin(4*SD)+Sin(5*SD);
10) SWMA=Num/Den
PROFILE: Cincinnati Financial (CINF)
Stock Exchange: NASDAQ
Company: Cincinnati Financial
Ticker Codes: | CINF | NASDAQ:CINF |
Cincinnati Financial Corporation provides property casualty insurance products in the United States. The company operates in five segments: Commercial Lines Insurance, Personal Lines Insurance, Excess and Surplus Lines Insurance, Life Insurance, and Investments. The Commercial Lines Insurance segment provides coverage for commercial casualty, commercial property, commercial auto, and workers' compensation. It also offers director and officer liability insurance, contract and commercial surety bonds, and fidelity bonds; coverage for property, liability, and business interruption; and machinery and equipment coverage. The Personal Lines Insurance segment provides personal auto insurance; homeowners insurance; and dwelling fire, inland marine, personal umbrella liability, and watercraft coverages to individuals. The Excess and Surplus Lines Insurance segment offers commercial casualty insurance that covers businesses for third-party liability from accidents occurring on their premises or arising out of their operations, such as injuries sustained from products; and commercial property insurance, which insures buildings, inventory, equipment, and business income from loss or damage due to causes, such as fire, wind, hail, water, theft, and vandalism. The Life Insurance segment provides term life insurance products; universal life insurance products; worksite products, such as term life, whole life, and disability insurance offered to employees through their employer; and whole life insurance products, as well as markets disability income insurance, deferred annuities, and immediate annuities. The Investments segment invests in fixed-maturity investments, including taxable and tax-exempt bonds, and redeemable preferred stocks; and equity investments comprising common and nonredeemable preferred stocks. The company also offers commercial leasing and financing services. Cincinnati Financial Corporation was founded in 1950 and is headquartered in Fairfield, Ohio.
Top 10:
Sine Weighted Moving Average
| Company | Close | Change(%) | Volume | Value | Signal |
|---|---|---|---|---|---|
| RGNX Regenxbio Inc | 49.85 | 4.4 | 571,111 | 0.3 | BULLISH CROSSOVER |
| AMAG Amag Pharmaceuticals | 9 | 4 | 2,455,545 | 0.1 | BULLISH CROSSOVER |
| NSTG Nanostring Tech | 31.59 | 3.9 | 877,722 | 0.6 | BULLISH CROSSOVER |
| GRBK Green Brick Partners | 9.52 | 2.1 | 51,768 | 0.9 | BULLISH CROSSOVER |
| EPZM Epizyme Inc | 12.78 | 1.7 | 550,220 | 4.6 | BULLISH CROSSOVER |
| ADP Automatic Data Processing | 167.75 | 1.4 | 948,644 | 0.4 | BULLISH CROSSOVER |
| CTSH Cognizant Tech Sol | 65.93 | 1.1 | 2,282,626 | 1.1 | BULLISH CROSSOVER |
| FRPH Frp Holdings Inc | 50 | 1 | 13,617 | 1.3 | BULLISH CROSSOVER |
| LMNX Luminex Corporation | 20.15 | 0.9 | 133,073 | 2.2 | BULLISH CROSSOVER |
| WSBF Waterstone Financial | 16.91 | 0.8 | 25,876 | 0.4 | BULLISH CROSSOVER |