Subject: Re: Intermediate -Term Market Trend Indicators (2024)
Monday, September 30, 2024 PO's(24w) PO's(24w) MAC(10m) MAC(10m) DBE(99d,5m) DBE(99d,5m) Other_MAC Other_MAC Buy&Hold
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Status Summary Status LastD_Chg Status LastD_Chg Status LastD_Chg Last_MAC LastD_Chg Status(TTM)
SP600 (IJR) Daily | Bullish 14-Dec-23 | Bullish 08-Dec-23 | Bullish 19-Jul-23 | Bullish 17-Jul-24 | Gain
SP400 (MDY) Daily | Bullish 11-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | Bullish 17-Jul-24 | Gain
SP500EW (RSP) Daily | Bullish 11-Dec-23 | Bullish 29-Nov-23 | Bullish 12-Jul-23 | Bullish 17-Jul-24 | Gain
S&P Core (ITOT) Daily | Bullish 16-Nov-23 | Bullish 08-Nov-23 | Bullish 01-Feb-23 | Bullish 10-May-24 | Gain
SP500 (.SPx) Daily | Bullish 14-Nov-23 | Bullish 07-Nov-23 | Bullish 01-Feb-23 | Bullish 10-May-24 | Gain
Cash_Alloc(Daily) = | 0 0% | 0 0% | 0 0% | 0 0.0% | 0
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Price Derivatives PPO(50,120) PPO(30,120) TPw(H,L,C) (210-DMA) %Off_Hi(99) SinceD_NH Last_MAC (TPd,X-DMA) Last_Price
SP600 (IJR) Daily | 2.3% 3.1% | 116.38 108.04 | 2.5% 42 | (TP,50d) 2.4% | 116.96
SP400 (MDY) Daily | 1.9% 2.5% | 568.55 530.34 | NEW 2 | (TP,50d) 2.7% | 569.66
SP500EW (RSP) Daily | 2.4% 3.5% | 178.25 163.82 | NEW 2 | (TP,50d) 3.9% | 179.16
S&P Core (ITOT) Daily | 2.7% 3.6% | 125.18 113.72 | NEW 2 | (TP,50d) 3.5% | 125.62
SP500 (.SPx) Daily | 2.8% 3.6% | 5735.79 5190.60 | NEW 3 | (TP,50d) 3.8% | 5762.48
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -19% -7.2% | -21% -7.9% | -40% -9.0% | -29% -10.4% | -9.3%
SP400 (MDY) Daily | -14% -5.4% | -15% -6.3% | -38% -6.2% | -27% -8.9% | -7.6%
SP500EW (RSP) Daily | -16% -4.5% | -18% -6.3% | -32% -4.8% | -24% -7.9% | -6.6%
S&P Core (ITOT) Daily | -11% -4.0% | -10% -3.6% | -22% -6.0% | -20% -6.5% | -8.4%
SP500 (.SPx) Daily | -13% -4.4% | -11% -4.1% | -20% -4.9% | -24% -6.8% | -7.4%
SP500 (SPY) Weekly 14Yr | -12% -4.6% | -13% -3.9% | -18% -7.1% | -18% -5.8% | -6.8%
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10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 5.2% 2.8% | 3.7% 4.3% | 5.5% 2.6% | 2.9% 5.4% | 8.2%
SP400 (MDY) Daily | 6.0% 2.3% | 4.9% 3.4% | 6.7% 1.6% | 4.0% 4.4% | 8.4%
SP500EW (RSP) Daily | 5.6% 3.1% | 5.8% 2.9% | 7.2% 1.5% | 5.4% 3.4% | 8.8%
S&P Core (ITOT) Daily | 7.9% 2.6% | 9.6% 1.0% | 10.2% 0.4% | 7.5% 3.0% | 10.7%
SP500 (.SPx) Daily | 8.6% 2.5% | 9.4% 1.7% | 10.5% 0.7% | 6.9% 4.0% | 11.3%
SP500 (SPY) Weekly 14Yr | 9.9% 2.0% | 10.7% 1.2% | 10.2% 1.5% | 8.4% 3.6% | 12.0%
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10Yr Average Signals /Year %Bearish /Year %Bearish /Year %Bearish /Year %Bearish TTM Chg/Yr
SP600 (IJR) Daily | 2.0 37% | 2.8 35% | 1.0 23% | 2.9 32% | 2.2
SP400 (MDY) Daily | 2.0 29% | 2.4 27% | 1.2 15% | 2.8 27% | 3.0
SP500EW (RSP) Daily | 1.8 26% | 2.2 23% | 1.2 14% | 2.4 24% | 2.0
S&P Core (ITOT) Daily | 1.6 23% | 1.8 20% | 0.8 13% | 2.1 21% | 1.2
SP500 (.SPx) Daily | 1.2 19% | 2.0 18% | 0.8 12% | 2.7 20% | 1.0
SP500 (SPY) Weekly 14Yr | 1.1 18% | 0.9 20% | 1.1 12% | 2.4 --- | 3.4
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