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Investment Strategies / Mechanical Investing
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Author: mapg   😊 😞
Number: of 3958 
Subject: Re: Market Trend Indicators 2023
Date: 12/29/2023 5:35 PM
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No. of Recommendations: 6
        29-Dec-23               PO's(24w)    PO's(24w)      MAC(TPw,10m)  MAC(TPw,10m)      DBE(99d,5m)  DBE(99d,5m)     Other_MAC    Other_MAC        Buy&Hold
===== - ===== ===== - ===== ===== - ===== ===== - ===== ===== - =====
Status Summary Status LastD_Chg Status LastD_Chg Status LastD_Chg Last_MAC LastD_Chg Last_Chg(TTM)
SP600 (IJR) Daily | Bullish 13-Dec-23 | Bullish 08-Dec-23 | Bullish 19-Jul-23 | Bullish 28-Dec-23 | 13-Dec-23
SP400 (MDY) Daily | Bullish 08-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | Bullish 26-Dec-23 | 24-Nov-23
SP500EW (RSP) Daily | Bullish 08-Dec-23 | Bullish 27-Nov-23 | Bullish 12-Jul-23 | Bullish 27-Dec-23 | 24-Nov-23
SP1500 (ITOT) Daily | Bullish 16-Nov-23 | Bullish 08-Nov-23 | Bullish 01-Feb-23 | Bullish 13-Nov-23 | 16-May-23
SP500 (.SPx) Daily | Bullish 14-Nov-23 | Bullish 07-Nov-23 | Bullish 01-Feb-23 | Bullish 09-Nov-23 | 15-May-23
Cash_Alloc(Eq-Wt) = 0 0% 0 0% 0 0% 0 0.0%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Price Derivatives APO(30,120) PPO(30,120) TPw(H,L,C) (TPw,210-DMA) %Off_Hi(99) SinceD_NH Last_MAC (TPd,X-DMA) Last_Price
SP600 (IJR) Daily | 4.62 4.3% | 109.25 12.6% | NEW 1 | (50d,200d) 0.4% | 108.25
SP400 (MDY) Daily | 18.26 3.6% | 510.75 10.0% | NEW 1 | (50d,200d) 0.6% | 507.38
SP500EW (RSP) Daily | 5.10 3.2% | 157.79 8.3% | NEW 1 | (50d,200d) 0.4% | 157.80
SP1500 (ITOT) Daily | 4.26 4.0% | 105.35 10.7% | NEW 1 | (TP,50d) 6.5% | 105.23
SP500 (.SPx) Daily | 186.27 3.9% | 4772.40 10.3% | NEW 1 | (TP,50d) 6.0% | 4769.83
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -22% -8.6% | -19% -7.4% | -40% -8.5% | -29% -9.7% | -9.3%
SP400 (MDY) Daily | -14% -5.5% | -15% -6.3% | -38% -6.1% | -27% -8.6% | -7.6%
SP500EW (RSP) Daily | -18% -5.5% | -20% -6.5% | -32% -4.8% | -24% -8.2% | -6.6%
SP1500 (ITOT) Daily | -11% -4.2% | -12% -4.6% | -22% -6.0% | -20% -6.6% | -8.4%
SP500 (.SPx) Daily | -13% -4.5% | -14% -4.7% | -20% -4.9% | -24% -7.1% | -7.4%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 3.3% 3.7% | 2.7% 4.3% | 4.4% 2.6% | 1.7% 5.6% | 7.1%
SP400 (MDY) Daily | 5.2% 2.4% | 4.5% 3.0% | 6.0% 1.6% | 3.3% 4.5% | 7.7%
SP500EW (RSP) Daily | 5.1% 3.1% | 4.8% 3.4% | 6.7% 1.5% | 4.9% 3.5% | 8.4%
SP1500 (ITOT) Daily | 6.9% 2.6% | 7.5% 2.0% | 9.2% 0.4% | 6.3% 3.1% | 9.7%
SP500 (.SPx) Daily | 7.3% 2.5% | 7.2% 2.6% | 9.2% 0.7% | 5.7% 4.1% | 10.0%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 3,885 4,429 | 3,064 5,257 | 5,449 2,902 | 1,786 7,179 | 9,932
SP400 (MDY) Daily | 6,628 2,688 | 5,572 3,485 | 7,831 1,777 | 3,780 5,533 | 11,000
SP500EW (RSP) Daily | 6,564 3,537 | 6,046 3,933 | 9,206 1,640 | 6,096 4,054 | 12,356
SP1500 (ITOT) Daily | 9,491 2,916 | 10,560 2,222 | 14,064 442 | 8,466 3,610 | 15,128
SP500 (.SPx) Daily | 10,376 2,782 | 10,146 2,927 | 14,233 747 | 7,396 5,008 | 16,044
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Avg Signals (10yr) /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr Chg(TTM)/Yr
SP600 (IJR) Daily | 2.6 34% | 3.0 36% | 1.0 23% | 3.1 33% | 2.0
SP400 (MDY) Daily | 2.0 28% | 2.4 28% | 1.2 15% | 2.9 27% | 3.0
SP500EW (RSP) Daily | 1.8 25% | 2.4 23% | 1.2 14% | 2.5 24% | 2.0
SP1500 (ITOT) Daily | 1.6 21% | 2.0 20% | 0.8 13% | 2.1 21% | 1.2
SP500 (.SPx) Daily | 1.2 19% | 2.0 19% | 0.8 12% | 2.7 20% | 1.0
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
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 | 165 87 | 163 90 | 195 57 | 170 82 | 86
SP400 (MDY) Daily | 181 71 | 182 70 | 215 37 | 184 68 | 77
SP500EW (RSP) Daily | 188 64 | 195 57 | 216 36 | 191 61 | 65
SP1500 (ITOT) Daily | 199 53 | 201 51 | 220 32 | 199 53 | 52
SP500 (.SPx) Daily | 203 49 | 205 47 | 221 31 | 204 48 | 50
Overall Avg (MktD) = 187 65 189 63 213 39 190 62 66
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----


GD_
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