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Investment Strategies / Mechanical Investing
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Author: mapg ✭  😊 😞
Number: of 5499 
Subject: Trends and Ranks 17-Apr-26
Date: 04/17/26 4:42 PM
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No. of Recommendations: 5
Five new Bullish signals.
Modern Family: Two of 9 above MAC(50) and confirmed "Bullish", 8 of 9 are above MAC(200) while ROC(200-SMA) positive.
Market Trends: CountIF(Bullish) 15 of 15 = "Risk_Off". Three new Bullish signals.
My ROE_GMI Rankings: "Buy" 13 of Top 15, "HTD" 3 of Bottom 10 and "Sell" 9 of the 25.

   Modern Family (IT)     Symbol  IT-Signal  ChgD  Confirmed  Roles: (leading indicators that act as a guide for the stock market macro picture)
State Street SPDR S&P500    SPY    Bullish     3    Not Yet   - major U.S. index fund of 500 Giant(47%), Large(35%) & Medium(18%) companies
iShares:Russ Top 200        IWL    Bullish     2    Not Yet   - gauge the health of 200 Giant(54%), Large(40%) & Medium(6%) companies within the U.S.
iShares:Russ Mid-Cap        IWR    Bullish   344      Yes     - gauge the health of 800 Large(4%), Medium(74%) & Small(22%) companies within the U.S.
iShares:Russ 2000 ETF       IWM    Bullish   338    Not Yet   - gauge the health of 2000 Medium(2%), Small(48%) & Micro(50%) companies within the U.S.
iShares:US Transportatn     IYT    Bullish   338    Not Yet   - measure Industry & Manufacture strength - supply and demand
SS SPDR S&P Retail          XRT    BEARish    17      Yes     - measure strength of economy and consumer confidence
SS SPDR S&P Reg Banking     KRE    Bullish   136    Not Yet   - measure the health of financial system in the U.S.
iShares:Biotechnology       IBB    BEARish     9      Yes     - highly speculated: assesses where money is flowing
VanEck:Semiconductor        SMH    Bullish   344      Yes     - innovation: a major player technology trends
         As of (LastD) =          17-Apr-26                   More Details: Posted end of month by mapg on the Mechanical Investing board (shrewdm.com)

  Market Trends (IT & LT)     TPPO(24w)   LAST   PPO(12w)  PPO(6w)  PPO(3w)  MAC(10m)    LAST      MAC     DBE(99,5m)   LAST    SinceD      CountIF     Risk
Intermediate & Long Terms     IT-Signal  (ChgD)   60:120   30:120   15:120   LT-Signal  (ChgD)  (TPw,210)    Signal    (ChgD)  Hi(99MD)    (Bullish)    Gauges
SP600 (IJR) Daily (10Yr)       Bullish     8       1.79%    2.51%    3.59%    Bullish     248     9.77%      Bullish     268       0           3       Risk_On
SP400 (MDY) Daily (10Yr)       Bullish     7       1.44%    1.90%    2.65%    Bullish     294     7.47%      Bullish     268      38           3       Risk_On
SP500EW (RSP) Daily (10Yr)     Bullish     2       0.93%    0.92%    1.11%    Bullish     339     4.43%      Bullish     290      33           3       Risk_On
SP1500 (ITOT) Daily (10Yr)     Bullish     3       0.50%    0.34%    1.00%    Bullish     9       4.97%      Bullish    1171       0           3       Risk_On
SP500 (SPY) Daily (10Yr)       Bullish     3       0.47%    0.27%    0.89%    Bullish     9       4.84%      Bullish    1170       0           3       Risk_On
           As of (LastD) =    17-Apr-26    ---     EMA()    EMA()    EMA()   17-Apr-26    ---     SMA()    17-Apr-26     ---     ---          ---     17-Apr-26
       CountIF (Bullish) =        5                                              5                             5                               15      Risk_On

     My Rankings (WWL)               17-Apr-26              1      2      3      4      5      6      7     8     9     10    Buy  HTD    Sell
1- MAA : Long-Term (BRKB)    1-LRRS : ROC() & TPPO()      FSPSX  FSMAX  FFNOX  FXNAX  FXAIX  BRK/B  -     -     -      -      --   BRKB    --
2- MAA : Multi-Asset ETF's   2-LRRS : ROC() & TPPO()      RLY    IYLD   AOA    AOR    AOM    AOK    -     -     -      -       2     1     3
3- QAA : Market ETF's        3-LRRS : ROC() & TPPO()      EEM    CMDY   PRF    IEFA   USRT   PRFZ   TLT   XLG   -      -       3     2     3
4- QAA : Factor ETF's        4-LRRS : ROC() & TPPO()      COMT   VLUE   EFAV   MTUM   SIZE   QUAL   USMV  LRGF  -      -       3     1     4
6- QAA : Equal-Wght'd ETF's  6-LRRS : ROC() & TPPO()      EQAL   RSP    EUSA   EDOW   EQWL   QQQE   -     -     -      -       2     1     3
5- ROE_GMI (1 thru 5 of 25)  5-LRRS : ROC() & TPPO()      FIX    VRT    AMAT   MU     LRCX   -      -     -     -      -      13     3     9
5- ROE_GMI (6 thru 15)       5-LRRS Status : Top 15       KLAC   UTHR   CF     SCCO   EME    JNJ    NEM   LMT   GOOGL  RL     13    --     2
5- ROE_GMI (16 thru 25)      5-LRRS Status : Bottom 10    DGX    THC    FERG   UPS    NVDA   LLY    INCY  NTAP  CTAS   IDXX   --     3     7


GD_
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Author: mapg ✭  😊 😞
Number: of 5499 
Subject: Re: Trends and Ranks 17-Apr-26
Date: 04/17/26 4:44 PM
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No. of Recommendations: 3
Market Trends: CountIF(Bullish) 15 of 15 = "Risk_Off". Three new Bullish signals.

Should be "Risk_On"
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Author: mapg ✭  😊 😞
Number: of 5499 
Subject: Re: Trends and Ranks 17-Apr-26
Date: 04/22/26 10:27 AM
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No. of Recommendations: 6
What is the best LTBH choice holding only one instrument type?

At least average market return with below average risk especially during recessions and other events.

My latest choice to date.

iShares Russell Top 200 ETF (IWL)
Performance and risk
Gross Expense Ratio: 0.15%

Month-End Average Annual Total Returns And Risks
As of 03/31/2026

Average  NAV     Market  Benchmark  Market     Alpha    R2      Beta   Standard     Sharpe
         Return  Return  Index      Benchmark                          Deviation    Ratio
                         R3000TR    SP500TR
1 Year   18.06%  17.90%  18.09%     17.80%      (0.43)   98.53   1.06        10.96      1.21
3 Year   19.51%  19.48%  17.86%     18.32%        1.09   98.45   1.00        12.09      1.15
5 Year   12.54%  12.49%  10.87%     12.06%        0.43   99.10   1.00        15.37      0.62
10 Year  14.87%  14.85%  13.72%     14.16%        0.68   99.18   1.00        15.02      0.85
Life     13.91%  13.94%  13.34%     13.66%     --       --      --     --           --



All Life of Fund returns are as of 09/22/2009. Market returns are based on the closing price on the listed exchange at 4 p.m. ET and do not represent the returns an investor would receive if shares were traded at other times.

GD_





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Author: Baltassar ⎊  😊 😞
Number: of 5499 
Subject: Re: Trends and Ranks 17-Apr-26
Date: 04/22/26 3:48 PM
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No. of Recommendations: 5
The S&P200 cannot be backtested on GTR1, but the S&P100 can {!S1T}. From Sept 1989 thru last November its returns and risk metrics are basically indistinguishable from the S&P500. I can't imagine that taking the top 200 instead would make much difference.

Baltassar
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Author: rayvt ✧🐝  😊 😞
Number: of 5499 
Subject: Re: Trends and Ranks 17-Apr-26
Date: 04/22/26 5:31 PM
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No. of Recommendations: 5
The S&P200 cannot be backtested on GTR1, but the S&P100 can {!S1T}. From Sept 1989 thru last November its returns and risk metrics are basically indistinguishable from the S&P500. I can't imagine that taking the top 200 instead would make much difference.

The top 100 stocks are 74.4% of the weight.
The top 200 are 87.4%.

The remaining 303 total only 12.6%. They might as well not be there. The top 200 are going to account for nearly all of the S&P500 performance.

One of our prolific posters once said that if you want to have performance that is different than the index you have to have a set of holdings that is different than the index.

iShares Russell Top 200 ETF (IWL) is just the industry coming up with a good story to rope people in.
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Author: mo ✧  😊 😞
Number: of 5499 
Subject: Re: Trends and Ranks 17-Apr-26
Date: 04/22/26 6:05 PM
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No. of Recommendations: 1
I think musselmant's etf was RUSSELL 2000 (top 200 of).
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Author: Baltassar ⎊  😊 😞
Number: of 5499 
Subject: Re: Trends and Ranks 17-Apr-26
Date: 04/22/26 6:39 PM
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No. of Recommendations: 4
I think musselmant's etf was RUSSELL 2000 (top 200 of).

My apologies. I somehow assumed it was the Russell 3000 (an expression that is rarely seen, so even less excuse!).

Top of the small-caps is almost certainly going to outperform small-caps in general, I'd say. One of my two long-terms holdings is the Schwab Midcap ETF (SCHM) which holds the S&P400 (mid-caps) plus the next 100 small-caps. Nothing special -- I haven't added to it in years -- but I've held it for so long (taxable account) that selling it would be insane. Its basically somebody else's money at this point.

Baltassar
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Author: mapg ✭  😊 😞
Number: of 5499 
Subject: Re: Trends and Ranks 17-Apr-26
Date: 04/23/26 8:01 AM
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No. of Recommendations: 3
SPY- major U.S. index fund of 500 Giant(47%), Large(35%) & Medium(18%) companies
IWL- R200 Giant(54%), Large(40%) & Medium(6%) companies within the U.S.
IWR- R800 Large(4%), Medium(74%) & Small(22%) companies within the U.S.
IWM- R2000 Medium(2%), Small(48%) & Micro(50%) companies within the U.S.

GD_
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Author: mapg ✭  😊 😞
Number: of 5499 
Subject: Re: Trends and Ranks 17-Apr-26
Date: 04/23/26 9:10 AM
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No. of Recommendations: 2
For comparison of the OP using the same source.


Invesco S & P 100 Equal Weight ETF (EQWL)
- major U.S. index fund of 100 Giant(18%), Large(76%) & Medium(6%) companies

Month-End Average Annual Total Returns And Risks
As of 03/31/2026

         
           NAV   Market  Benchmark Index   Market Benchmark  Alpha   R2   Beta  Standard   Sharpe
         Return  Return  (R1000 Value TR)     (SP500 TR)                        Deviation  Ratio
                                                             
 
1 Year   13.83%  13.73%  15.87%            17.80%            -1.2   78.9  0.8   9.51       0.99
3 Year   16.06%  16.07%  14.31%            18.32%            -0.6   83.9  0.9   11.71      0.93
5 Year   11.08%  11.05%  9.43%             12.06%            -0.1   89.4  0.9   14.63      0.55
10 Year  13.66%  13.64%  10.58%            14.16%            0.04   92.9  1     14.93      0.78
Life     10.22%  10.25%  7.74%             10.40%            --     --    --    --         --


All Life of Fund returns are as of 12/01/2006

GD_
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Author: mapg ✭  😊 😞
Number: of 5499 
Subject: Re: Trends and Ranks 17-Apr-26
Date: 04/24/26 11:04 AM
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No. of Recommendations: 3
For comparison of the OP using the same source.

iShares S&P 100 ETF (OEF)
major U.S. index fund of 100 Giant(63%), Large(36%) & Medium(1%) companies

Month-End Average Annual Total Returns And Risks
As of 03/31/2026

         NAV Return  Market Return  Benchmark Index      Market Benchmark  Alpha  R2     Beta  Standard Deviation  Sharpe Ratio
         NAV Return  Market Return  (S&P US TMI TR USD)  (S&P 500 TR USD)
 
 
1 Year       18.66%         18.58%               18.14%            17.80%  -0.74  94.54  1.13               11.94          1.16
10 Year      15.06%         15.06%               13.65%            14.16%   0.84  97.68  1.00               15.19          0.85
3 Year       20.65%         20.66%               17.84%            18.32%   1.94  94.84  1.01               12.47          1.20
5 Year       13.41%         13.41%               10.76%            12.06%   1.12  97.20  1.02               15.77          0.66
Life          7.86%          7.86%                8.43%             8.25%  --     --     --    --                  --


All Life of Fund returns are as of 10/23/2000

yep holding OEF with a Giants majority continues to have the best Alpha, no argument.

GD_
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Author: mapg ✭  😊 😞
Number: of 5499 
Subject: Re: Trends and Ranks 17-Apr-26
Date: 04/24/26 4:32 PM
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No. of Recommendations: 2
For comparison of the OP using the combined five related ETF's.

                                        XLG          OEF          IWL          SPY           EQWL
Name                                    INVESCO      ISHARES      ISHARES      State Street  INVESCO
Name                                    S&P 500      S&P 500      RUSSELL      SPDR          S&P 100
Name                                    TOP 50       TOP 100      TOP 200      S&P 500       EQUAL WEIGHT
Issue type                              ETF          ETF          ETF          ETF Trust     ETF
 
Market price                                 $60.60      $352.21      $177.14       $713.86       $121.24
Quotes as of                            Apr-24-2026  Apr-24-2026  Apr-24-2026  Apr-24-2026   Apr-24-2026
 
Market total return (1 year)                 19.36%       18.58%       17.90%        17.59%        13.73%
 
Market total return (3 years)                21.64%       20.66%       19.48%        18.19%        16.07%
 
Market total return (5 years)                14.05%       13.41%       12.49%        11.94%        11.05%
 
Market total return (10 years)               15.72%       15.06%       14.85%        14.06%        13.64%
 
Premium / discount (1 year avg.)              0.00%        0.01%        0.00%         0.00%         0.05%
 
Beta (month-end 3 years)                       1.02         1.01            1             1          0.89
 
Standard deviation (month-end 3 years)         13.2        12.47        12.09         12.04         11.71
 
Sharpe ratio (month-end 3 years)                1.2          1.2         1.15          1.06          0.93
 
Alpha (month-end 3 years)                      2.65         1.94         1.09          -0.1         -0.58
 
R2 (month-end 3 years)                        87.79        94.84        98.45           100         83.86


GD_
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