Daily Forex Top & Bottom Momentum List

[AndersenBands]

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $EURGBP $EURNZD $CHFJPY $AUDNZD $EURAUD

Bottom 5 short-term momentum: $GBPJPY $USDCHF $NZDCHF $GBPCAD $GBPCHF

Top 5 long-term momentum: $EURGBP $EURNZD $AUDNZD $USDCHF $USDJPY

Bottom 5 long-term momentum: $NZDCHF $NZDUSD $GBPCAD $GBPCHF $GBPUSD

 

[AndersenBands]

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $EURAUD $EURGBP $CHFJPY $EURNZD $EURUSD

Bottom 5 short-term momentum: $GBPCAD $AUDCHF $NZDCHF $USDCHF $GBPCHF

Top 5 long-term momentum: $EURNZD $EURGBP $AUDNZD $EURAUD $USDJPY

Bottom 5 long-term momentum: $NZDUSD $GBPCAD $NZDCHF $GBPUSD $GBPCHF

 

[AndersenBands]

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $EURAUD $CHFJPY $EURNZD $EURGBP $EURJPY

Bottom 5 short-term momentum: $GBPUSD $AUDUSD $GBPCHF $NZDCHF $AUDCHF

Top 5 long-term momentum: $EURNZD $EURGBP $EURAUD $AUDNZD $USDJPY

Bottom 5 long-term momentum: $GBPCAD $NZDUSD $NZDCHF $GBPUSD $GBPCHF

 

[AndersenBands]

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $CHFJPY $EURGBP $EURAUD $EURNZD $EURJPY

Bottom 5: $GBPCAD $USDCHF $AUDCHF $NZDCHF $GBPCHF


Top 5 long-term momentum: $EURNZD $EURGBP $EURAUD $AUDNZD $USDJPY

Bottom 5: $GBPCAD $NZDUSD $NZDCHF $GBPUSD $GBPCHF

 

[AndersenBands]

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $CHFJPY $EURNZD $EURAUD $EURGBP $EURJPY

Bottom 5: $AUDCHF $GBPCAD $NZDCHF $USDCHF $GBPCHF



Top 5 long-term momentum: $EURNZD $EURGBP $EURAUD $AUDNZD $CHFJPY

Bottom 5: $NZDCAD $GBPCAD $NZDCHF $GBPUSD $GBPCHF

 

[AndersenBands]

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $CHFJPY $EURAUD $EURGBP $EURNZD $CADJPY

Bottom 5: $NZDCHF $AUDCHF $GBPCAD $USDCHF $GBPCHF



Top 5 long-term momentum: $EURNZD $EURGBP $EURAUD $CHFJPY $CADJPY

Bottom 5: $NZDCAD $NZDCHF $GBPCAD $GBPUSD $GBPCHF

 

[ElectricSavant]

So if go long the top 5 and short the bottom 5 how do I determine the target for the basket? I know this is probably my work to do and to discover the MAE and MFE. But your list constantly updates and I worry about that...

I guess every time there is a change I could use that as a trigger to exit and re-enter the new baskets..as long as there is a profit?

...or simply use the daily publishing of your list as a trigger and treat it a 24 hour hold time? What happens when you stop publishing?...what are you selling?

ES

Hi truetype. Thanks for asking. Short answer is "yes"-

Top/bottom 5 are the subset of 28 that I follow. The statistical measure of momentum utilized identifies strength and weakness that has a tendency to be persistent. Consequently, the highest momentum pairs do tend to move higher as a basket and the lowest momentum tend to collectively move lower. Additionally, not part of this particular thread but related to the momentum utilized, crossing over the zero line (up or down) tends to be significant for swing and trend trades.

Cheers!

 

[AndersenBands]

So if go long the top 5 and short the bottom 5 how do I determine the target for the basket? I know this is probably my work to do and to discover the MAE and MFE. But your list constantly updates and I worry about that...

I guess every time there is a change I could use that as a trigger to exit and re-enter the new baskets..as long as there is a profit?

...or simply use the daily publishing of your list as a trigger and treat it a 24 hour hold time? What happens when you stop publishing?...what are you selling?

ES

Hi ES,

Good questions. Please refer to my reply in the forex majors thread here as a response and let me know if you have any additional questions.

Best,
Jon

 

[AndersenBands]

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 long-term momentum: $EURNZD $CHFJPY $EURAUD $EURGBP $CADJPY

Bottom 5: $GBPCAD $GBPUSD $NZDCAD $NZDCHF $GBPCHF



Top 5 short-term momentum: $CHFJPY $EURAUD $CADJPY $EURNZD $EURJPY

Bottom 5: $AUDCAD $USDCHF $NZDCHF $AUDCHF $GBPCHF

 

[AndersenBands]

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 long-term momentum: $EURNZD $EURAUD $CHFJPY $EURGBP $GBPNZD

Bottom 5: $EURCHF $AUDCHF $NZDCAD $NZDCHF $GBPCHF



Top 5 short-term momentum: $CHFJPY $EURAUD $EURNZD $GBPAUD $EURUSD

Bottom 5: $EURCHF $GBPCHF $USDCHF $NZDCHF $AUDCHF