Subject: Re: Market Trend Indicators 2023
30-Nov-23 PO's(24w) PO's(24w) MAC(TPw,10m) MAC(TPw,10m) DBE(99d,5m) DBE(99d,5m) Other_MAC Other_MAC Buy&Hold
===== - ===== ===== - ===== ===== - ===== ===== - ===== ===== - =====
Status Summary Status LastD_Chg Status LastD_Chg Status LastD_Chg Last_MAC LastD_Chg Last_Chg(TTM)
SP600 (IJR) Daily BEARish 21-Sep-23 BEARish 15-Sep-23 Bullish 19-Jul-23 Bullish 20-Nov-23 25-Oct-23
SP400 (MDY) Daily BEARish 27-Sep-23 Bullish 30-Nov-23 Bullish 12-Jul-23 Bullish 24-Nov-23 24-Nov-23
SP500EW (RSP) Daily BEARish 26-Sep-23 Bullish 27-Nov-23 Bullish 12-Jul-23 Bullish 24-Nov-23 24-Nov-23
SP1500 (ITOT) Daily Bullish 16-Nov-23 Bullish 08-Nov-23 Bullish 01-Feb-23 Bullish 13-Nov-23 16-May-23
SP500 (.SPx) Daily Bullish 14-Nov-23 Bullish 07-Nov-23 Bullish 01-Feb-23 Bullish 09-Nov-23 15-May-23
Cash_Alloc(Eq-Wt) = 3 60% 1 20% 0 0% 4 26.7%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Price Derivatives APO(30,120) PPO(30,120) TPw(H,L,C) (TPw,210-DMA) %Off_Hi(99) Since_NewHi Last_MAC (TPd,X-DMA) Last_Price
SP600 (IJR) Daily (1.39) -1.4% 96.08 -1.1% -7.35% 84 (TP,50d) 3.5% 96.24
SP400 (MDY) Daily (3.43) -0.7% 467.06 0.7% -5.93% 87 (TP,200d) 1.2% 468.83
SP500EW (RSP) Daily (0.78) -0.5% 147.01 1.1% -4.75% 87 (TP,200d) 1.9% 148.30
SP1500 (ITOT) Daily 1.52 1.5% 99.95 6.2% -0.91% 87 (TP,50d) 5.0% 100.32
SP500 (.SPx) Daily 80.78 1.8% 4556.90 6.7% -0.42% 87 (TP,50d) 4.7% 4567.80
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -22% -8.7% -19% -7.5% -40% -8.8% -29% -9.6% -9.3%
SP400 (MDY) Daily -14% -5.5% -15% -6.3% -38% -6.2% -27% -8.7% -7.6%
SP500EW (RSP) Daily -18% -5.4% -20% -6.4% -32% -4.8% -24% -8.3% -6.6%
SP1500 (ITOT) Daily -11% -4.1% -12% -4.6% -22% -6.0% -20% -6.6% -8.4%
SP500 (.SPx) Daily -13% -4.4% -14% -4.7% -20% -4.9% -24% -7.1% -7.4%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 2.9% 3.0% 2.1% 3.9% 3.4% 2.6% 1.1% 4.9% 6.1%
SP400 (MDY) Daily 4.8% 2.1% 3.8% 3.0% 5.3% 1.6% 2.8% 4.1% 7.0%
SP500EW (RSP) Daily 4.9% 2.8% 4.3% 3.4% 6.2% 1.5% 4.6% 3.2% 7.8%
SP1500 (ITOT) Daily 6.5% 2.6% 7.1% 2.0% 8.8% 0.4% 5.9% 3.1% 9.2%
SP500 (.SPx) Daily 7.1% 2.5% 6.9% 2.6% 8.9% 0.7% 5.4% 4.1% 9.7%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 3,398 3,492 2,315 4,639 3,973 2,902 1,201 6,173 8,028
SP400 (MDY) Daily 5,944 2,335 4,581 3,485 6,696 1,777 3,231 5,001 9,664
SP500EW (RSP) Daily 6,083 3,243 5,273 3,933 8,280 1,640 5,626 3,713 11,279
SP1500 (ITOT) Daily 8,763 2,916 9,788 2,222 13,161 442 7,772 3,610 14,184
SP500 (.SPx) Daily 9,771 2,782 9,549 2,927 13,515 747 6,880 5,008 15,272
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Avg Signals (10yr) /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr Chg(TTM)/Yr
SP600 (IJR) Daily 2.5 34% 2.9 35% 1.0 23% 3.0 32% 1.9
SP400 (MDY) Daily 1.9 28% 2.4 28% 1.2 15% 2.8 27% 3.0
SP500EW (RSP) Daily 1.7 25% 2.4 23% 1.2 14% 2.4 24% 2.0
SP1500 (ITOT) Daily 1.6 21% 2.0 20% 0.8 13% 2.1 21% 1.2
SP500 (.SPx) Daily 1.2 19% 2.0 19% 0.8 12% 2.7 20% 1.0
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Annual Time Horizon (10yr) Buy(D/Y) Sell(D/Y) Buy(D/Y) Sell(D/Y) Buy(D/Y) Sell(D/Y) Buy(D/Y) Sell(D/Y) MktD(TTM<0)
SP600 (IJR) Daily 166 86 163 89 195 57 170 82 86
SP400 (MDY) Daily 182 70 182 70 215 37 185 67 77
SP500EW (RSP) Daily 189 63 195 57 216 36 191 61 65
SP1500 (ITOT) Daily 199 53 201 51 220 32 199 53 52
SP500 (.SPx) Daily 203 49 205 47 221 31 204 48 50
Overall Avg (MktD) = 188 64 189 63 213 39 190 62 66
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----