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Investment Strategies / Mechanical Investing
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Author: mapg   😊 😞
Number: of 3958 
Subject: Re: Market Trend Indicators 2023
Date: 10/31/2023 5:07 PM
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No. of Recommendations: 6
        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
===== - ===== ===== - ===== ===== - ===== ===== - ===== ===== - =====
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%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
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
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
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%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
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%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
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
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
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
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
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
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----


More detail: @Shewdm.com / Foolish Workshop (@Motley Fool Community)

Post #942 by mapg on the Mechanical Investing board (shrewdm.com)
Market Trend Indicators for 2023 - Investing Strategies / Foolish Workshop - Motley Fool Community
Market Trend Indicators for 2022 - Investing Strategies / Foolish Workshop - Motley Fool Community

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