Subject: Market Trend Indicators 2023
This is a monthly updated report of 10 Yr data. Will post a reply on the last day of each month. Past data availble on the TMF "Foolish Workshop".
More detail: Market Trend Indicators (Intermediate-Term)
Price Data: adjusted (Inc Splits, Exc Div): When a Fund issues a dividend then it's price usually drops.
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PO(6m): Price Oscillator - Difference between two EMA's of a security's price / security's price
Criteria: .SPX Rev Oct-2023 PO's: SELLIF: PO(30,120) < 0, BuyIF: PO(24,120) > 0
Criteria: ITOT Rev Oct-2023 PO's: SELLIF: PO(30,120) < 0, BuyIF: PO(24,120) > 0
Criteria: RSP Rev Oct-2023 PO's: SELLIF: PO(30,120) < 0, BuyIF: PO(30,120) > 0
Criteria: MDY Rev Oct-2023 PO's: SELLIF: PO(30,120) < 0, BuyIF: PO(30,120) > 0
Criteria: IJR Rev Oct-2023 PO's: SELLIF: PO(40,120) < 0, BuyIF: PO(30,120) > 0
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
SPY: Rev Aug-2020 Weekly "MACD(9,27,3) Signal Line" (Tuned with 15y history)
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MAC(10m): MAC(TP,SMA) where Typical Price(TP) is Average (high,low,close) and SMA(TP,210d)
Criteria: Rev Jan-2023: SELLIF: Negative 1 week(5d), BuyIF: Positive 1 week(5d)
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
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DBE(5m): "Dying Bullish Euphoria" DBE(99d,5m)
Criteria(99d): Rev Sept-2019: Intraday High prices for 99d
Criteria(5m): Rev Jan-2021 SELLIF: No New High prices for 5m ( High/Low Channel - HC99d uptick )
Allocation: Rev Nov-2019 IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20%
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Other MAC: Intermediate-Term "Moving Average Crossover" (MAC) Trend Indicators
Criteria: Equal-Weighted Allocation with minimum "Whipsaw" (3 of 5 Pre-Set time horizons by FATP)
MAC(TP,SMA): Typical Price (TP) and Simple Moving Average SMA(TP,XXd) Crossovers
(50d,200d): Rev Jul-2023: SELLIF: Negative 1 Day, BuyIF: Positive 1 Day
(TP,200d): Rev Mar-2023: SELLIF: Negative 1 week(5d), BuyIF: Positive 1 week(5d)
(TP,50d): Rev Aug-2020: SELLIF: Negative 2 week(10d), BuyIF: Positive 1 week(5d)
Allocation: Rev Jun-2021: (50d)=33%, (4w,9w,18w)=0%, (200d)=33%, (50d,200d)=33%, (21w,50w)=0%
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