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A merry & shrewd investing community |
Best Of BRK.A | Best Of | Favourites & Replies | All Boards | Post of the Week! |
| Shrewd'm.com Merry shrewd investors Best Of BRK.A | Best Of | Favourites & Replies | All Boards | Post of the Week! |
More detail: Market Trend Indicators (Intermediate-Term)
Price Data: adjusted (Inc Splits, Exc Div): When a Fund issues a dividend then it's price usually drops.
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PO(6m): Price Oscillator - Difference between two EMA's of a security's price / security's price
Criteria: .SPX Rev Oct-2023 PO's: SELLIF: PO(30,120) < 0, BuyIF: PO(24,120) > 0
Criteria: ITOT Rev Oct-2023 PO's: SELLIF: PO(30,120) < 0, BuyIF: PO(24,120) > 0
Criteria: RSP Rev Oct-2023 PO's: SELLIF: PO(30,120) < 0, BuyIF: PO(30,120) > 0
Criteria: MDY Rev Oct-2023 PO's: SELLIF: PO(30,120) < 0, BuyIF: PO(30,120) > 0
Criteria: IJR Rev Oct-2023 PO's: SELLIF: PO(40,120) < 0, BuyIF: PO(30,120) > 0
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
SPY: Rev Aug-2020 Weekly "MACD(9,27,3) Signal Line" (Tuned with 15y history)
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MAC(10m): MAC(TP,SMA) where Typical Price(TP) is Average (high,low,close) and SMA(TP,210d)
Criteria: Rev Jan-2023: SELLIF: Negative 1 week(5d), BuyIF: Positive 1 week(5d)
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
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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: Intermediate-Term "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
(50d,200d): Rev Jul-2023: SELLIF: Negative 1 Day, BuyIF: Positive 1 Day
(TP,200d): Rev Mar-2023: SELLIF: Negative 1 week(5d), BuyIF: Positive 1 week(5d)
(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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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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31-Oct-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
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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 21-Sep-23 BEARish 15-Sep-23 Bullish 19-Jul-23 BEARish 11-Oct-23 25-Oct-23
SP400 (MDY) Daily BEARish 27-Sep-23 BEARish 28-Sep-23 Bullish 12-Jul-23 BEARish 19-Oct-23 13-Jun-23
SP500EW (RSP) Daily BEARish 26-Sep-23 BEARish 27-Sep-23 Bullish 12-Jul-23 BEARish 13-Oct-23 05-Sep-23
SP1500 (ITOT) Daily BEARish 20-Oct-23 BEARish 27-Oct-23 Bullish 01-Feb-23 BEARish 26-Oct-23 16-May-23
SP500 (.SPx) Daily BEARish 25-Oct-23 BEARish 30-Oct-23 Bullish 01-Feb-23 BEARish 31-Oct-23 15-May-23
Cash_Alloc(Eq-Wt) = 5 100% 5 100% 0 0% 13 86.7%
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Price Derivatives PPO(40,120) PPO(30,120) TPw(H,L,C) (TPw,210-DMA) %Off_Hi(99) Since_NewHi Last_MAC (TPd,X-DMA) Last_Price
SP600 (IJR) Daily -3.5% -4.6% 88.40 -9.5% -15.01% 64 (50d,200d) -3.0% 88.89
SP400 (MDY) Daily -2.5% -3.5% 429.70 -7.5% -13.33% 66 (50d,200d) -1.5% 432.52
SP500EW (RSP) Daily -2.5% -3.4% 135.08 -7.4% -12.31% 66 (50d,200d) -1.8% 135.83
SP1500 (ITOT) Daily -0.6% -1.2% 91.00 -2.3% -8.99% 66 (TP,200d) -2.3% 91.67
SP500 (.SPx) Daily -0.3% -0.8% 4163.13 -1.4% -8.13% 66 (TP,200d) -1.4% 4193.80
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -22% -9.0% -19% -7.6% -40% -9.0% -29% -9.7% -9.5%
SP400 (MDY) Daily -14% -5.4% -17% -6.7% -38% -6.2% -27% -8.9% -7.6%
SP500EW (RSP) Daily -18% -5.4% -20% -6.4% -32% -4.8% -24% -8.6% -6.6%
SP1500 (ITOT) Daily -11% -4.3% -15% -6.6% -22% -6.1% -20% -6.9% -8.4%
SP500 (.SPx) Daily -13% -4.5% -15% -6.9% -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 3.2% 2.2% 2.3% 3.0% 2.8% 2.6% 1.4% 4.1% 5.4%
SP400 (MDY) Daily 4.9% 1.3% 3.9% 2.2% 4.5% 1.6% 2.9% 3.3% 6.3%
SP500EW (RSP) Daily 5.1% 2.0% 4.5% 2.6% 5.5% 1.5% 4.7% 2.4% 7.1%
SP1500 (ITOT) Daily 6.6% 1.8% 7.2% 1.3% 8.1% 0.4% 5.6% 2.8% 8.5%
SP500 (.SPx) Daily 7.1% 1.8% 6.7% 2.2% 8.2% 0.7% 5.0% 3.8% 9.0%
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10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 3,664 2,443 2,568 3,500 3,151 2,902 1,438 4,907 6,967
SP400 (MDY) Daily 6,163 1,375 4,726 2,461 5,582 1,777 3,351 3,867 8,351
SP500EW (RSP) Daily 6,486 2,131 5,459 2,878 7,103 1,640 5,838 2,646 9,908
SP1500 (ITOT) Daily 9,012 1,973 10,011 1,332 11,716 442 7,217 3,172 12,675
SP500 (.SPx) Daily 9,979 1,908 9,183 2,402 12,136 747 6,362 4,568 13,791
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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 2.5 33% 2.9 34% 1.0 23% 3.0 32% 1.9
SP400 (MDY) Daily 1.9 27% 2.7 26% 1.2 15% 2.8 26% 2.8
SP500EW (RSP) Daily 1.7 24% 2.3 22% 1.2 14% 2.4 23% 1.8
SP1500 (ITOT) Daily 1.5 21% 2.1 21% 0.8 13% 2.1 21% 1.2
SP500 (.SPx) Daily 1.1 19% 2.3 20% 0.8 12% 2.6 20% 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 168 84 165 87 195 57 172 80 84
SP400 (MDY) Daily 184 68 186 66 215 37 187 65 76
SP500EW (RSP) Daily 191 61 197 55 216 36 193 59 64
SP1500 (ITOT) Daily 200 52 199 53 220 32 200 52 52
SP500 (.SPx) Daily 204 48 203 49 221 31 205 47 50
Overall Avg (MktD) = 189 63 190 62 213 39 191 61 65
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30-Nov-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
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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 21-Sep-23 BEARish 15-Sep-23 Bullish 19-Jul-23 Bullish 20-Nov-23 25-Oct-23
SP400 (MDY) Daily BEARish 27-Sep-23 Bullish 30-Nov-23 Bullish 12-Jul-23 Bullish 24-Nov-23 24-Nov-23
SP500EW (RSP) Daily BEARish 26-Sep-23 Bullish 27-Nov-23 Bullish 12-Jul-23 Bullish 24-Nov-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) = 3 60% 1 20% 0 0% 4 26.7%
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Price Derivatives APO(30,120) PPO(30,120) TPw(H,L,C) (TPw,210-DMA) %Off_Hi(99) Since_NewHi Last_MAC (TPd,X-DMA) Last_Price
SP600 (IJR) Daily (1.39) -1.4% 96.08 -1.1% -7.35% 84 (TP,50d) 3.5% 96.24
SP400 (MDY) Daily (3.43) -0.7% 467.06 0.7% -5.93% 87 (TP,200d) 1.2% 468.83
SP500EW (RSP) Daily (0.78) -0.5% 147.01 1.1% -4.75% 87 (TP,200d) 1.9% 148.30
SP1500 (ITOT) Daily 1.52 1.5% 99.95 6.2% -0.91% 87 (TP,50d) 5.0% 100.32
SP500 (.SPx) Daily 80.78 1.8% 4556.90 6.7% -0.42% 87 (TP,50d) 4.7% 4567.80
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -22% -8.7% -19% -7.5% -40% -8.8% -29% -9.6% -9.3%
SP400 (MDY) Daily -14% -5.5% -15% -6.3% -38% -6.2% -27% -8.7% -7.6%
SP500EW (RSP) Daily -18% -5.4% -20% -6.4% -32% -4.8% -24% -8.3% -6.6%
SP1500 (ITOT) Daily -11% -4.1% -12% -4.6% -22% -6.0% -20% -6.6% -8.4%
SP500 (.SPx) Daily -13% -4.4% -14% -4.7% -20% -4.9% -24% -7.1% -7.4%
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10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 2.9% 3.0% 2.1% 3.9% 3.4% 2.6% 1.1% 4.9% 6.1%
SP400 (MDY) Daily 4.8% 2.1% 3.8% 3.0% 5.3% 1.6% 2.8% 4.1% 7.0%
SP500EW (RSP) Daily 4.9% 2.8% 4.3% 3.4% 6.2% 1.5% 4.6% 3.2% 7.8%
SP1500 (ITOT) Daily 6.5% 2.6% 7.1% 2.0% 8.8% 0.4% 5.9% 3.1% 9.2%
SP500 (.SPx) Daily 7.1% 2.5% 6.9% 2.6% 8.9% 0.7% 5.4% 4.1% 9.7%
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10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 3,398 3,492 2,315 4,639 3,973 2,902 1,201 6,173 8,028
SP400 (MDY) Daily 5,944 2,335 4,581 3,485 6,696 1,777 3,231 5,001 9,664
SP500EW (RSP) Daily 6,083 3,243 5,273 3,933 8,280 1,640 5,626 3,713 11,279
SP1500 (ITOT) Daily 8,763 2,916 9,788 2,222 13,161 442 7,772 3,610 14,184
SP500 (.SPx) Daily 9,771 2,782 9,549 2,927 13,515 747 6,880 5,008 15,272
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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 2.5 34% 2.9 35% 1.0 23% 3.0 32% 1.9
SP400 (MDY) Daily 1.9 28% 2.4 28% 1.2 15% 2.8 27% 3.0
SP500EW (RSP) Daily 1.7 25% 2.4 23% 1.2 14% 2.4 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
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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 166 86 163 89 195 57 170 82 86
SP400 (MDY) Daily 182 70 182 70 215 37 185 67 77
SP500EW (RSP) Daily 189 63 195 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) = 188 64 189 63 213 39 190 62 66
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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
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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 | 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%
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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
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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%
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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%
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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
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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 | 2.6 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
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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 | 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
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