Subject: Re: Market Trend Indicators 2023
29-Sep-23 PO's(6m) PO's(6m) 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 Last_Chg(TTM)
SP600 (IJR) Daily BEARish 22-Sep-23 BEARish 13-Sep-23 Bullish 19-Jul-23 BEARish 13-Sep-23 06-Sep-23
SP400 (MDY) Daily BEARish 27-Sep-23 BEARish 27-Sep-23 Bullish 12-Jul-23 BEARish 27-Sep-23 13-Jun-23
SP500EW (RSP) Daily BEARish 26-Sep-23 BEARish 25-Sep-23 Bullish 12-Jul-23 BEARish 25-Sep-23 05-Sep-23
SP1500 (ITOT) Daily Bullish 31-Mar-23 Bullish 04-Apr-23 Bullish 01-Feb-23 BEARish 28-Sep-23 16-May-23
SP500 (.SPx) Daily Bullish 26-Jan-23 Bullish 24-Mar-23 Bullish 01-Feb-23 BEARish 28-Sep-23 15-May-23
Cash_Alloc(Eq-Wt) = 3 60% 3 60% 0 0% 8 53.3%
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Price Derivatives PPO(30,120) PPO(24,120) (TP,SMA) SMA(TP,210) %Off_Hi(99) Since_NewHi Last_MAC (TP,SMA) Last_Price
SP600 (IJR) Daily -1.26% -1.77% -3.58% 98.21 -9.09% 41 (TP,200d) -3.51% 94.33
SP400 (MDY) Daily -0.39% -0.81% -1.44% 465.11 -7.64% 44 (TP,200d) -1.50% 456.64
SP500EW (RSP) Daily -0.70% -1.11% -2.89% 146.28 -8.06% 44 (TP,200d) -2.89% 141.69
SP1500 (ITOT) Daily 1.32% 1.05% 2.16% 92.46 -6.03% 44 (TP,50d) -3.79% 94.19
SP500 (.SPx) Daily 1.42% 1.17% 2.62% 4188.77 -5.83% 44 (TP,50d) -3.50% 4288.05
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -24% -9.1% -21% -8.1% -40% -9.0% -29% -9.9% -9.5%
SP400 (MDY) Daily -15% -5.9% -17% -6.0% -38% -6.2% -27% -9.0% -7.7%
SP500EW (RSP) Daily -17% -5.0% -21% -6.0% -32% -4.7% -24% -8.5% -6.7%
SP1500 (ITOT) Daily -11% -4.4% -14% -5.5% -22% -6.1% -20% -6.9% -8.4%
SP500 (.SPx) Daily -13% -4.5% -17% -6.8% -20% -5.0% -24% -7.4% -7.4%
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10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 3.0% 3.5% 2.3% 4.3% 3.9% 2.6% 1.9% 4.7% 6.6%
SP400 (MDY) Daily 5.2% 2.0% 3.8% 3.4% 5.6% 1.6% 3.4% 3.8% 7.3%
SP500EW (RSP) Daily 5.1% 2.8% 5.1% 2.8% 6.4% 1.5% 5.1% 2.8% 8.0%
SP1500 (ITOT) Daily 6.9% 2.2% 6.6% 2.6% 8.8% 0.4% 6.2% 2.9% 9.3%
SP500 (.SPx) Daily 7.8% 1.8% 6.3% 3.2% 8.9% 0.7% 5.6% 3.9% 9.7%
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10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 3,497 4,088 2,496 5,210 4,731 2,902 2,021 5,882 9,007
SP400 (MDY) Daily 6,675 2,179 4,574 3,923 7,230 1,777 4,026 4,559 10,292
SP500EW (RSP) Daily 6,442 3,134 6,441 3,157 8,582 1,640 6,462 3,212 11,630
SP1500 (ITOT) Daily 9,509 2,455 8,882 2,897 13,323 442 8,332 3,288 14,353
SP500 (.SPx) Daily 11,194 1,963 8,477 3,722 13,591 747 7,287 4,713 15,354
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Avg Signals (10yr) /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr Chg(TTM)/Yr
SP600 (IJR) Daily 2.3 32% 3.1 34% 1.0 23% 2.9 31% 1.8
SP400 (MDY) Daily 2.1 25% 2.3 25% 1.2 15% 2.7 25% 2.8
SP500EW (RSP) Daily 1.9 22% 2.3 22% 1.2 14% 2.3 23% 1.8
SP1500 (ITOT) Daily 1.4 20% 1.4 21% 0.8 13% 2.0 20% 1.2
SP500 (.SPx) Daily 1.0 19% 1.8 19% 0.8 12% 2.6 19% 1.0
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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 172 80 165 87 195 57 174 78 83
SP400 (MDY) Daily 190 62 188 64 215 37 188 64 76
SP500EW (RSP) Daily 196 56 198 54 216 36 195 57 64
SP1500 (ITOT) Daily 201 51 200 52 220 32 201 51 52
SP500 (.SPx) Daily 204 48 204 48 221 31 206 46 50
Overall Avg (MktD) = 193 59 191 61 213 39 193 59 65
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