WEEKLY KEYS

Global JdK RS-Ratio & RS-Momentum Dashboard

Live data · Yahoo Finance  ·  Benchmark:  ·  Data as of  ·  Generated:

Tails = the asset's actual calculated path over the last 10 weekly observations (oldest → newest, computed from real Yahoo Finance prices). Click a point to highlight it in the table below.

LEADING (โซนนำตลาด)

RS-Ratio > 100 and RS-Momentum > 100 → Strong relative strength with improving momentum. Recommended: Overweight.

IMPROVING (โซนปรับตัวดีขึ้น)

RS-Ratio < 100 but RS-Momentum > 100 → Recovering momentum from a weak position. Recommended: Accumulate / Watch.

WEAKENING (โซนอ่อนแอลง)

RS-Ratio > 100 but RS-Momentum < 100 → Still relatively strong but momentum is fading. Recommended: Reduce.

LAGGING (โซนล้าหลัง)

RS-Ratio < 100 and RS-Momentum < 100 → Weak relative strength with deteriorating momentum. Recommended: Underweight.

ASSET DETAIL

Asset Class RS-Ratio RS-Momentum Quadrant 4W vs Benchmark Allocation

* = ETF/futures proxy used because Yahoo Finance has no data for the primary index symbol.

METHODOLOGY & CALCULATION

Data source: real historical closing prices from Yahoo Finance (via the yfinance Python library), downloaded and recomputed by update_rrg_data.py. Nothing on this page is simulated — every point and trail is calculated from actual market prices. Values refresh when the updater runs (GitHub Actions daily at 07:30 UTC+7 / 00:30 UTC).

Double-smoothed EMA approximation: for each asset vs the benchmark (^GSPC):

  1. Relative Strength RS = Asset Close ÷ Benchmark Close
  2. First smoothing layer EMA1 = EMA(RS, N)
  3. Second layer EMA2 = EMA(RS ÷ EMA1, N)RS-Ratio = EMA2 × 100
  4. RS-Momentum = RS-Ratio ÷ EMA(RS-Ratio, N) × 100

Timeframe periods: Weekly N = 10 (the standard JdK approximation, recommended) and Daily N = 50 (≈ 10 trading weeks), so both views measure a comparable ~2.5-month window; the Daily view simply reacts faster. Weekly bars are Friday closes on a shared calendar (forward-filled), which keeps crypto (7-day markets) and international indices aligned.

Limitations: the true JdK RS-Ratio/RS-Momentum (Julius de Kempenaer / RRG Research) is proprietary and additionally normalizes with a rolling z-score. This open approximation reproduces the rotation behaviour but its absolute values and dispersion differ from StockCharts/Optuma. Axes here auto-scale to the data. Assets without sufficient Yahoo history are listed under the notice banner rather than plotted. Indicative analysis only — not investment advice.

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