Subject: Re: Intermediate -Term Market Trend Indicators (2024)
28-Jun-24 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 | BEARish 27-Jun-24 | Gain
SP400 (MDY) Daily | Bullish 11-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | Bullish 09-May-24 | Gain
SP500EW (RSP) Daily | Bullish 11-Dec-23 | Bullish 29-Nov-23 | Bullish 12-Jul-23 | Bullish 13-May-24 | Gain
S&P Core (ITOT) Daily | Bullish 15-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% | 1 6.7% | 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 | 1.0% 0.7% | 105.76 102.43 | 4.1% 30 | (TP,50d) -0.5% | 106.66
SP400 (MDY) Daily | 2.0% 2.0% | 534.33 501.80 | 3.1% 64 | (TP,50d) -0.4% | 535.08
SP500EW (RSP) Daily | 1.7% 1.9% | 164.53 155.41 | 1.9% 64 | (TP,50d) 0.0% | 164.28
S&P Core (ITOT) Daily | 3.2% 4.5% | 118.90 106.12 | NEW 0 | (TP,50d) 3.4% | 118.78
SP500 (.SPx) Daily | 3.4% 5.0% | 5470.95 4836.31 | NEW 0 | (TP,50d) 4.0% | 5460.48
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -19% -6.8% | -21% -7.6% | -40% -8.5% | -29% -9.8% | -9.3%
SP400 (MDY) Daily | -18% -5.9% | -15% -6.2% | -38% -6.0% | -27% -8.3% | -7.6%
SP500EW (RSP) Daily | -15% -4.5% | -19% -6.3% | -32% -4.8% | -24% -7.6% | -6.6%
S&P Core (ITOT) Daily | -11% -4.1% | -10% -3.6% | -22% -5.9% | -20% -6.4% | -8.4%
SP500 (.SPx) Daily | -17% -5.2% | -11% -4.1% | -20% -4.9% | -24% -6.8% | -7.4%
SP500 (SPY) Weekly 14Yr | -12% -4.5% | -13% -3.9% | -18% -7.0% | -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 | 3.6% 3.1% | 2.2% 4.4% | 4.1% 2.6% | 1.5% 5.4% | 6.8%
SP400 (MDY) Daily | 4.3% 3.1% | 4.0% 3.4% | 5.8% 1.6% | 3.2% 4.4% | 7.6%
SP500EW (RSP) Daily | 5.1% 2.7% | 5.0% 2.9% | 6.3% 1.5% | 4.5% 3.4% | 8.0%
S&P Core (ITOT) Daily | 6.9% 3.1% | 9.2% 1.0% | 9.8% 0.4% | 7.0% 3.1% | 10.3%
SP500 (.SPx) Daily | 7.1% 3.5% | 9.0% 1.7% | 10.1% 0.7% | 6.5% 4.1% | 10.8%
SP500 (SPY) Weekly 14Yr | 9.6% 2.8% | 10.3% 2.1% | 10.5% 1.5% | 8.2% 4.4% | 12.7%
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10Yr Average Signals /Year %Bearish /Year %Bearish /Year %Bearish /Year %Bearish TTM Chg/Yr
SP600 (IJR) Daily | 2.2 37% | 3.0 35% | 1.0 23% | 3.0 32% | 2.2
SP400 (MDY) Daily | 2.2 30% | 2.4 27% | 1.2 15% | 2.8 27% | 3.0
SP500EW (RSP) Daily | 1.8 27% | 2.2 23% | 1.2 14% | 2.5 24% | 2.0
S&P Core (ITOT) Daily | 1.8 23% | 1.8 20% | 0.8 13% | 2.1 21% | 1.2
SP500 (.SPx) Daily | 2.4 19% | 2.0 18% | 0.8 12% | 2.7 20% | 1.0
SP500 (SPY) Weekly 14Yr | 1.2 20% | 0.9 22% | 1.1 12% | 2.4 --- | 3.4
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