Subject: Re: Trends and Ranks 21-Feb-25
mapg - Is there a guide to your Trends page?
"Market Trend Indicators" are applied to investment Allocation. Or that was the plan which I didn't always follow.
More detail: Intermediate-Term Market Trend Indicators (2025)
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TPO: Price Oscillator (APO is Difference between two EMA's of a security's price) and PPO is APO/EMA x100
Criteria: IJR Rev JAN-2025: SELLIF: (APO(50,120) < APO(55,120) AND APO(55,120) < APO(60,120)), BuyIF: not SELL)
Criteria: MDY Rev JAN-2025: SELLIF: (APO(45,110) < APO(50,110) AND APO(50,110) < APO(55,110)), BuyIF: not SELL)
Criteria: RSP Rev JAN-2025: SELLIF: (APO(40,100) < APO(45,100) AND APO(45,100) < APO(50,100)), BuyIF: not SELL)
Criteria: ITOT Rev JAN-2025: SELLIF: (APO(35,90) < APO(40,90) AND APO(40,90) < APO(45,90)), BuyIF: not SELL)
Criteria: .SPX Rev JAN-2025: SELLIF: (APO(35,90) < APO(40,90) AND APO(40,90) < APO(45,90)), BuyIF: not SELL)
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
Criteria: SPY Rev Aug-2020 Weekly "MACD(9,27,3) Signal Line" (Tuned with 15yr history)
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MAC(TPw,10m): Rev Oct-2023 MAC(TPw,SMA) where TPw is 5-Day(high,low,close) and SMA is (TPw,210-DMA)
Criteria: IJR Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 5o6 Days
Criteria: MDY Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 5o6 Days
Criteria: RSP Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 5o6 Days
Criteria: ITOT Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 3o6 Days
Criteria: .SPX Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 3o6 Days
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
Criteria: SPY Rev Dec-2023 Weekly SELLIF: Negative 2 of 2 Weeks, BuyIF: Positive 4 of 4 Weeks,
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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: "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
DMAC(50d,200d): Rev Jul-2023: SELLIF: Negative 1 Day, BuyIF: Positive 1 Day
MAC(TP,200d): Rev Mar-2023: SELLIF: Negative 1 week(5d), BuyIF: Positive 1 week(5d)
MAC(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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GD_