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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: Intermediate -Term Market Trend Indicators (2024)
Price Data: adjusted (Inc Splits, Exc Div): When a Fund issues a dividend then it's price usually drops.
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PO(24w): Price Oscillator (PPO is Difference between two EMA's of a security's price / security's price)
Criteria: IJR Rev Oct-2023: SELLIF: PO(30,120) < 0, BuyIF: PO(40,120) > 0
Criteria: MDY Rev Oct-2023: SELLIF: PO(30,120) < 0, BuyIF: PO(40,120) > 0
Criteria: RSP Rev Oct-2023: SELLIF: PO(30,120) < 0, BuyIF: PO(40,120) > 0
Criteria: ITOT Rev Oct-2023: SELLIF: PO(30,120) < 0, BuyIF: PO(30,120) > 0
Criteria: .SPX Rev Oct-2023: SELLIF: PO(30,120) < 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(TPw,10m): Rev Oct-2023 MAC(TPw,SMA) where TPw is 5-Day(high,low,close) and SMA is (TPw,210-DMA)
Criteria: IJR Rev Oct-2023: SELLIF: Negative 5o5 Days, BuyIF: Positive 5o5 Days
Criteria: MDY Rev Oct-2023: SELLIF: Negative 5o5 Days, BuyIF: Positive 5o5 Days
Criteria: RSP Rev Dec-2023: SELLIF: Negative 5o5 Days, BuyIF: Positive 3o5 Days
Criteria: ITOT Rev Dec-2023: SELLIF: Negative 5o5 Days, BuyIF: Positive 3o5 Days
Criteria: .SPX Rev Dec-2023: SELLIF: Negative 5o5 Days, BuyIF: Positive 3o5 Days
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: "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
DMAC(50d,200d): Rev Jul-2023: SELLIF: Negative 1 Day, BuyIF: Positive 1 Day
MAC(TP,200d): Rev Mar-2023: SELLIF: Negative 1 week(5d), BuyIF: Positive 1 week(5d)
MAC(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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31-Jan-24 PO's(24w) PO's(24w) MAC(10m) MAC(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) (210-DMA) %Off_Hi(99) SinceD_NH Last_MAC (TPd,X-DMA) Last_Price
SP600 (IJR) Daily | 4.38 4.2% | 106.10 97.86 | 3.07% 24 | (50d,200d) 5.2% | 104.00
SP400 (MDY) Daily | 18.73 3.8% | 505.12 469.08 | 0.91% 24 | (50d,200d) 4.6% | 498.56
SP500EW (RSP) Daily | 5.61 3.6% | 157.65 147.07 | NEW 1 | (50d,200d) 4.3% | 156.46
SP1500 (ITOT) Daily | 4.87 4.6% | 107.51 96.95 | NEW 1 | (TP,50d) 3.1% | 106.33
SP500 (.SPx) Daily | 223.37 4.6% | 4897.02 4409.20 | NEW 1 | (TP,50d) 3.3% | 4845.65
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -22% -8.7% | -19% -7.5% | -40% -8.9% | -29% -9.7% | -9.3%
SP400 (MDY) Daily | -14% -5.5% | -15% -6.3% | -38% -6.2% | -27% -8.7% | -7.6%
SP500EW (RSP) Daily | -18% -5.5% | -20% -6.5% | -32% -4.9% | -24% -8.4% | -6.6%
SP1500 (ITOT) Daily | -11% -4.2% | -12% -4.7% | -22% -6.1% | -20% -6.9% | -8.4%
SP500 (.SPx) Daily | -13% -4.5% | -14% -4.8% | -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 | 3.3% 3.7% | 2.7% 4.3% | 4.4% 2.6% | 1.8% 5.5% | 7.1%
SP400 (MDY) Daily | 5.2% 2.4% | 4.6% 3.0% | 6.0% 1.6% | 3.3% 4.5% | 7.8%
SP500EW (RSP) Daily | 5.4% 3.1% | 5.1% 3.4% | 7.0% 1.5% | 5.1% 3.5% | 8.6%
SP1500 (ITOT) Daily | 7.3% 2.6% | 7.9% 2.0% | 9.6% 0.4% | 6.8% 3.1% | 10.1%
SP500 (.SPx) Daily | 7.8% 2.5% | 7.7% 2.6% | 9.7% 0.7% | 6.2% 4.1% | 10.5%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 3,617 4,429 | 3,067 5,257 | 5,452 2,902 | 1,901 7,056 | 9,936
SP400 (MDY) Daily | 6,445 2,688 | 5,688 3,485 | 7,963 1,777 | 3,883 5,533 | 11,156
SP500EW (RSP) Daily | 6,722 3,537 | 6,396 3,933 | 9,625 1,640 | 6,468 4,041 | 12,845
SP1500 (ITOT) Daily | 10,057 2,916 | 11,399 2,222 | 15,046 442 | 9,273 3,571 | 16,153
SP500 (.SPx) Daily | 11,345 2,782 | 11,105 2,927 | 15,386 747 | 8,277 4,958 | 17,283
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr Average Signals/Yr /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% | 3.0 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% | 2.4 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
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr Average MktD/Yr 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 | 169 83 | 86
SP400 (MDY) Daily | 181 71 | 182 70 | 215 37 | 184 68 | 77
SP500EW (RSP) Daily | 188 64 | 195 57 | 216 36 | 190 62 | 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 39 189 63 66
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
PO(24w): Price Oscillator (PPO is Difference between two EMA's of a security's price / security's price)
Criteria: IJR Rev Feb-2024: SELLIF: PO(30,120) < 0, BuyIF: PO(50,120) > 0
Criteria: MDY Rev Feb-2024: SELLIF: PO(30,120) < 0, BuyIF: PO(50,120) > 0
Criteria: RSP Rev Feb-2024: SELLIF: PO(30,120) < 0, BuyIF: PO(50,120) > 0
Criteria: ITOT Rev Feb-2024: SELLIF: PO(30,120) < 0, BuyIF: PO(50,120) > 0
Criteria: .SPX Rev Jan-2024: SELLIF: PO(30,120) < 0, BuyIF: PO(30,120) > 0
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
Criteria: SPY Rev Aug-2020 Weekly "MACD(9,27,3) Signal Line" (Tuned with 15yr history)
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29-Feb-24 PO's(24w) PO's(24w) MAC(10m) MAC(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 Status(TTM)
SP600 (IJR) Daily | Bullish 14-Dec-23 | Bullish 08-Dec-23 | Bullish 19-Jul-23 | Bullish 28-Dec-23 | Gain
SP400 (MDY) Daily | Bullish 11-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | Bullish 26-Dec-23 | Gain
SP500EW (RSP) Daily | Bullish 11-Dec-23 | Bullish 29-Nov-23 | Bullish 12-Jul-23 | Bullish 27-Dec-23 | Gain
SP1500 (ITOT) Daily | Bullish 16-Nov-23 | Bullish 08-Nov-23 | Bullish 01-Feb-23 | Bullish 13-Nov-23 | Gain
SP500 (.SPx) Daily | Bullish 14-Nov-23 | Bullish 07-Nov-23 | Bullish 01-Feb-23 | Bullish 09-Nov-23 | Gain
Cash_Alloc(Daily) = | 0 0% | 0 0% | 0 0% | 0 0.0% | -----
SP500 (SPY) Weekly | Bullish 03-Nov-23 | Bullish 14-Apr-23 | Bullish 03-Feb-23 | ----- ----- | Gain
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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 | 2.7% 3.7% | 106.98 98.86 | 1.91% 44 | (50d,200d) 6.7% | 107.35
SP400 (MDY) Daily | 2.9% 4.2% | 523.47 474.60 | NEW 0 | (50d,200d) 6.3% | 528.00
SP500EW (RSP) Daily | 2.7% 3.9% | 162.06 148.51 | NEW 0 | (50d,200d) 5.9% | 162.79
SP1500 (ITOT) Daily | 3.8% 5.4% | 111.66 98.78 | NEW 0 | (TP,50d) 4.4% | 112.00
SP500 (.SPx) Daily | 3.8% 5.4% | 5080.15 4493.20 | NEW 4 | (TP,50d) 4.3% | 5096.27
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -19% -7.0% | -19% -7.4% | -40% -8.6% | -29% -9.7% | -9.3%
SP400 (MDY) Daily | -14% -5.1% | -15% -5.9% | -38% -6.0% | -27% -8.4% | -7.6%
SP500EW (RSP) Daily | -16% -4.8% | -21% -7.6% | -32% -4.8% | -24% -8.2% | -6.6%
SP1500 (ITOT) Daily | -11% -4.2% | -12% -4.6% | -22% -6.1% | -20% -6.9% | -8.4%
SP500 (.SPx) Daily | -13% -4.5% | -14% -4.8% | -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 | 4.1% 2.8% | 2.7% 4.3% | 4.4% 2.6% | 1.8% 5.4% | 7.1%
SP400 (MDY) Daily | 5.4% 2.3% | 4.7% 3.0% | 6.1% 1.6% | 3.5% 4.4% | 7.8%
SP500EW (RSP) Daily | 5.2% 3.0% | 5.1% 3.2% | 6.8% 1.5% | 5.1% 3.3% | 8.5%
SP1500 (ITOT) Daily | 7.4% 2.6% | 8.0% 2.0% | 9.7% 0.4% | 7.0% 3.0% | 10.2%
SP500 (.SPx) Daily | 8.0% 2.5% | 7.9% 2.6% | 9.9% 0.7% | 6.4% 4.0% | 10.7%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 5,000 3,218 | 2,992 5,257 | 5,363 2,902 | 1,970 6,914 | 9,822
SP400 (MDY) Daily | 6,923 2,547 | 5,771 3,485 | 8,059 1,777 | 4,142 5,370 | 11,268
SP500EW (RSP) Daily | 6,649 3,500 | 6,421 3,713 | 9,346 1,640 | 6,485 3,882 | 12,519
SP1500 (ITOT) Daily | 10,413 2,916 | 11,602 2,222 | 15,283 442 | 9,671 3,425 | 16,400
SP500 (.SPx) Daily | 11,561 2,782 | 11,319 2,927 | 15,643 747 | 8,644 4,796 | 17,560
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Average Signals/Yr /Year %Bearish /Year %Bearish /Year %Bearish /Year %Bearish Chg(TTM)/Yr
SP600 (IJR) Daily | 2.0 37% | 3.0 36% | 1.0 23% | 3.0 33% | 2.2
SP400 (MDY) Daily | 2.0 29% | 2.4 28% | 1.2 15% | 2.8 27% | 3.0
SP500EW (RSP) Daily | 1.8 26% | 2.4 23% | 1.2 14% | 2.4 24% | 2.0
SP1500 (ITOT) Daily | 1.6 23% | 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
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Average MktD/Yr 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 | 160 92 | 163 90 | 195 57 | 170 82 | 87
SP400 (MDY) Daily | 179 73 | 182 70 | 215 37 | 185 67 | 77
SP500EW (RSP) Daily | 186 66 | 193 59 | 216 36 | 191 61 | 65
SP1500 (ITOT) Daily | 195 57 | 201 51 | 220 32 | 200 52 | 52
SP500 (.SPx) Daily | 203 49 | 205 47 | 221 31 | 204 48 | 50
Overall Avg (MktD) = 185 67 189 63 213 39 190 62 66
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
28-Mar-24 PO's(24w) PO's(24w) MAC(10m) MAC(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 Status(TTM)
SP600 (IJR) Daily | Bullish 14-Dec-23 | Bullish 08-Dec-23 | Bullish 19-Jul-23 | Bullish 28-Dec-23 | Gain
SP400 (MDY) Daily | Bullish 11-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | Bullish 26-Dec-23 | Gain
SP500EW (RSP) Daily | Bullish 11-Dec-23 | Bullish 29-Nov-23 | Bullish 12-Jul-23 | Bullish 27-Dec-23 | Gain
SP1500 (ITOT) Daily | Bullish 16-Nov-23 | Bullish 08-Nov-23 | Bullish 01-Feb-23 | Bullish 13-Nov-23 | Gain
SP500 (.SPx) Daily | Bullish 10-Nov-23 | Bullish 07-Nov-23 | Bullish 01-Feb-23 | Bullish 09-Nov-23 | Gain
Cash_Alloc(Daily) = | 0 0% | 0 0% | 0 0% | 0 0.0% | 0
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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 | 2.6% 3.4% | 108.76 100.23 | NEW 0 | (50d,200d) 5.8% | 110.52
SP400 (MDY) Daily | 3.8% 5.5% | 549.78 483.21 | NEW 0 | (50d,200d) 7.5% | 556.40
SP500EW (RSP) Daily | 3.3% 4.6% | 167.52 150.68 | NEW 0 | (50d,200d) 6.7% | 169.37
SP1500 (ITOT) Daily | 4.2% 5.7% | 114.81 100.92 | NEW 0 | (TP,50d) 4.2% | 115.30
SP500 (.SPx) Daily | 4.2% 5.7% | 5232.82 4590.06 | NEW 0 | (TP,50d) 4.2% | 5254.35
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -18% -6.7% | -19% -7.5% | -40% -8.4% | -29% -9.8% | -9.3%
SP400 (MDY) Daily | -14% -5.1% | -15% -5.9% | -38% -6.0% | -27% -8.3% | -7.6%
SP500EW (RSP) Daily | -16% -4.8% | -21% -7.6% | -32% -4.8% | -24% -8.2% | -6.6%
SP1500 (ITOT) Daily | -11% -4.1% | -12% -4.6% | -22% -6.0% | -20% -6.8% | -8.4%
SP500 (.SPx) Daily | -13% -4.5% | -14% -4.8% | -20% -4.9% | -24% -7.3% | -7.4%
SP500 (SPY) Weekly 14Yr | -12% -4.9% | -13% -4.5% | -18% -7.0% | -18% -5.9% | -6.8%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 4.4% 2.7% | 2.8% 4.3% | 4.5% 2.6% | 1.9% 5.4% | 7.2%
SP400 (MDY) Daily | 5.9% 2.3% | 5.2% 3.0% | 6.6% 1.6% | 4.0% 4.4% | 8.3%
SP500EW (RSP) Daily | 5.6% 3.0% | 5.5% 3.2% | 7.2% 1.5% | 5.5% 3.3% | 8.8%
SP1500 (ITOT) Daily | 7.7% 2.6% | 8.3% 2.0% | 10.0% 0.4% | 7.2% 3.0% | 10.5%
SP500 (.SPx) Daily | 8.5% 2.3% | 8.1% 2.6% | 10.1% 0.7% | 6.7% 4.0% | 10.9%
SP500 (SPY) Weekly 14Yr | 8.6% 2.4% | 9.2% 1.8% | 9.2% 1.7% | 7.4% 3.8% | 11.2%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Average Signals/Yr /Year %Bearish /Year %Bearish /Year %Bearish /Year %Bearish Chg(TTM)/Yr
SP600 (IJR) Daily | 2.0 37% | 3.0 36% | 1.0 23% | 3.0 33% | 2.2
SP400 (MDY) Daily | 2.0 29% | 2.4 28% | 1.2 15% | 2.8 27% | 3.0
SP500EW (RSP) Daily | 1.8 26% | 2.4 23% | 1.2 14% | 2.4 24% | 2.0
SP1500 (ITOT) Daily | 1.6 23% | 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
SP500 (SPY) Weekly 14Yr | 1.3 20% | 1.0 22% | 1.3 12% | 2.4 --- | 3.4
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
MAC(TPw,10m): Rev Oct-2023 MAC(TPw,SMA) where TPw is 5-Day(high,low,close) and SMA is (TPw,210-DMA)
Criteria: IJR Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 5o6 Days
Criteria: MDY Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 5o6 Days
Criteria: RSP Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 5o6 Days
Criteria: ITOT Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 3o6 Days
Criteria: .SPX Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 3o6 Days
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
Criteria: SPY Rev Dec-2023 Weekly SELLIF: Negative 2 of 2 Weeks, BuyIF: Positive 4 of 4 Weeks,
MAC(10m) MAC(10m)
===== =====
Status LastD_Chg
Bullish 08-Dec-23
Bullish 30-Nov-23
Bullish 29-Nov-23
Bullish 08-Nov-23
Bullish 07-Nov-23
0 0%
----- -----
TPw(H,L,C) (210-DMA)
108.16 100.59
547.11 485.71
167.04 151.33
114.22 101.45
5206.89 4614.61
----- -----
MaxDD AvgDD
-21% -7.6%
-15% -6.1%
-19% -6.3%
-10% -3.6%
-11% -4.1%
-13% -4.8%
----- -----
Bullish BEARish
2.3% 4.4%
4.5% 3.4%
5.5% 2.9%
9.1% 1.0%
8.8% 1.7%
9.0% 1.8%
----- -----
/Year %Bearish
3.0 35%
2.4 27%
2.2 23%
1.8 20%
2.0 18%
1.0 22%
----- -----
30-Apr-24 PO's(24w) PO's(24w) MAC(10m) MAC(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 Status(TTM)
SP600 (IJR) Daily | Bullish 14-Dec-23 | Bullish 08-Dec-23 | Bullish 19-Jul-23 | BEARish 23-Apr-24 | Gain
SP400 (MDY) Daily | Bullish 11-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | BEARish 26-Apr-24 | Gain
SP500EW (RSP) Daily | Bullish 11-Dec-23 | Bullish 29-Nov-23 | Bullish 12-Jul-23 | BEARish 25-Apr-24 | Gain
SP1500 (ITOT) Daily | Bullish 16-Nov-23 | Bullish 08-Nov-23 | Bullish 01-Feb-23 | BEARish 26-Apr-24 | Gain
SP500 (.SPx) Daily | Bullish 14-Nov-23 | Bullish 07-Nov-23 | Bullish 01-Feb-23 | BEARish 26-Apr-24 | Gain
Cash_Alloc(Daily) = | 0 0% | 0 0% | 0 0% | 5 33.3% | 0
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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 | 1.6% 1.5% | 105.38 101.20 | 4.26% 23 | (TP,50d) -1.6% | 104.39
SP400 (MDY) Daily | 3.1% 3.5% | 528.42 491.10 | 4.67% 23 | (TP,50d) -1.7% | 522.76
SP500EW (RSP) Daily | 2.5% 2.8% | 162.36 152.71 | 3.73% 23 | (TP,50d) -1.4% | 161.20
SP1500 (ITOT) Daily | 3.2% 3.6% | 111.18 102.78 | 2.94% 23 | (TP,50d) -1.5% | 110.25
SP500 (.SPx) Daily | 3.3% 3.7% | 5073.52 4676.49 | 2.76% 23 | (TP,50d) -1.3% | 5035.69
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -19% -7.0% | -21% -7.7% | -40% -8.8% | -29% -9.7% | -9.3%
SP400 (MDY) Daily | -14% -5.2% | -15% -6.3% | -38% -6.2% | -27% -8.7% | -7.6%
SP500EW (RSP) Daily | -16% -4.7% | -19% -6.5% | -32% -4.9% | -24% -8.2% | -6.6%
SP1500 (ITOT) Daily | -11% -4.1% | -10% -3.7% | -22% -6.1% | -20% -6.9% | -8.4%
SP500 (.SPx) Daily | -13% -4.6% | -11% -4.2% | -20% -5.0% | -24% -7.4% | -7.4%
SP500 (SPY) Weekly 14Yr | -12% -4.3% | -13% -3.8% | -18% -6.9% | -18% -5.5% | -6.8%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 4.0% 2.8% | 2.4% 4.4% | 4.2% 2.6% | 1.8% 5.3% | 6.9%
SP400 (MDY) Daily | 5.5% 2.3% | 4.4% 3.4% | 6.1% 1.6% | 3.6% 4.4% | 7.9%
SP500EW (RSP) Daily | 5.1% 3.1% | 5.3% 2.9% | 6.7% 1.5% | 5.0% 3.3% | 8.3%
SP1500 (ITOT) Daily | 7.2% 2.6% | 8.9% 1.0% | 9.5% 0.4% | 6.9% 3.0% | 10.0%
SP500 (.SPx) Daily | 7.8% 2.5% | 8.6% 1.7% | 9.7% 0.7% | 6.3% 4.0% | 10.5%
SP500 (SPY) Weekly 14Yr | 8.7% 2.4% | 9.3% 1.8% | 9.2% 1.7% | 7.4% 3.9% | 11.3%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Average Signals /Year %Bearish /Year %Bearish /Year %Bearish /Year %Bearish Chg(TTM)/Yr
SP600 (IJR) Daily | 2.0 37% | 3.0 35% | 1.0 23% | 3.0 33% | 2.2
SP400 (MDY) Daily | 2.0 29% | 2.4 27% | 1.2 15% | 2.8 27% | 3.0
SP500EW (RSP) Daily | 1.8 26% | 2.2 23% | 1.2 14% | 2.4 24% | 2.0
SP1500 (ITOT) Daily | 1.6 21% | 1.8 20% | 0.8 13% | 2.1 21% | 1.2
SP500 (.SPx) Daily | 1.2 19% | 2.0 18% | 0.8 12% | 2.7 20% | 1.0
SP500 (SPY) Weekly 14Yr | 1.3 20% | 1.0 22% | 1.3 12% | 2.5 --- | 3.4
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 4,636 3,218 | 2,696 5,404 | 5,157 2,902 | 1,905 6,819 | 9,556
SP400 (MDY) Daily | 6,906 2,547 | 5,316 3,958 | 8,153 1,777 | 4,251 5,341 | 11,379
SP500EW (RSP) Daily | 6,283 3,568 | 6,789 3,259 | 9,123 1,640 | 6,298 3,880 | 12,260
SP1500 (ITOT) Daily | 9,960 2,916 | 13,436 1,082 | 14,872 442 | 9,399 3,393 | 15,970
SP500 (.SPx) Daily | 11,207 2,782 | 12,844 1,866 | 15,222 747 | 8,378 4,760 | 17,106
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
31-May-24 PO's(24w) PO's(24w) MAC(10m) MAC(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 Status(TTM)
SP600 (IJR) Daily | Bullish 14-Dec-23 | Bullish 08-Dec-23 | Bullish 19-Jul-23 | Bullish 09-May-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 16-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% | 0 0.0% | 0
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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 | 1.9% 2.4% | 108.37 101.95 | 1.7% 11 | (TP,50d) 1.7% | 109.66
SP400 (MDY) Daily | 2.8% 3.5% | 540.59 497.00 | 2.1% 44 | (TP,50d) 0.6% | 546.05
SP500EW (RSP) Daily | 2.2% 2.6% | 164.45 154.12 | 2.1% 44 | (TP,50d) 0.1% | 165.76
S&P Core (ITOT) Daily | 3.0% 3.8% | 115.46 104.40 | 0.4% 6 | (TP,50d) 1.2% | 115.59
SP500 (.SPx) Daily | 3.1% 3.9% | 5271.79 4752.62 | 0.5% 6 | (TP,50d) 1.3% | 5277.51
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -19% -7.1% | -21% -7.8% | -40% -8.9% | -29% -9.6% | -9.3%
SP400 (MDY) Daily | -14% -5.2% | -15% -6.3% | -38% -6.1% | -27% -8.5% | -7.6%
SP500EW (RSP) Daily | -16% -4.7% | -19% -6.5% | -32% -4.9% | -24% -8.0% | -6.6%
S&P Core (ITOT) Daily | -11% -4.2% | -10% -3.7% | -22% -6.1% | -20% -6.7% | -8.4%
SP500 (.SPx) Daily | -13% -4.5% | -11% -4.2% | -20% -5.0% | -24% -7.2% | -7.4%
SP500 (SPY) Weekly 14Yr | -12% -4.6% | -13% -3.9% | -18% -6.9% | -18% -5.7% | -6.8%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 4.4% 2.8% | 2.8% 4.4% | 4.6% 2.6% | 2.1% 5.4% | 7.3%
SP400 (MDY) Daily | 5.6% 2.3% | 4.5% 3.4% | 6.3% 1.6% | 3.7% 4.4% | 8.1%
SP500EW (RSP) Daily | 5.1% 3.0% | 5.3% 2.9% | 6.7% 1.5% | 4.9% 3.4% | 8.3%
S&P Core (ITOT) Daily | 7.4% 2.6% | 9.0% 1.0% | 9.7% 0.4% | 6.9% 3.1% | 10.1%
SP500 (.SPx) Daily | 7.9% 2.5% | 8.7% 1.7% | 9.8% 0.7% | 6.3% 4.1% | 10.6%
SP500 (SPY) Weekly 14Yr | 9.4% 2.4% | 10.0% 1.8% | 10.1% 1.5% | 7.9% 4.2% | 12.0%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Average Signals /Year %Bearish /Year %Bearish /Year %Bearish /Year %Bearish TTM Chg/Yr
SP600 (IJR) Daily | 2.0 37% | 3.0 35% | 1.0 23% | 3.0 32% | 2.2
SP400 (MDY) Daily | 2.0 29% | 2.4 27% | 1.2 15% | 2.8 27% | 3.0
SP500EW (RSP) Daily | 1.8 26% | 2.2 23% | 1.2 14% | 2.5 24% | 2.0
S&P Core (ITOT) Daily | 1.6 23% | 1.8 20% | 0.8 13% | 2.1 21% | 1.2
SP500 (.SPx) Daily | 1.2 19% | 2.0 18% | 0.8 12% | 2.7 20% | 1.0
SP500 (SPY) Weekly 14Yr | 1.3 20% | 0.9 22% | 1.1 12% | 2.4 --- | 3.4
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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
===== ===== ===== ===== ===== ===== ===== ===== ===== =====
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
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Friday, June 28, 2024 PO's(24w) PO's(24w)
===== ===== =====
Status Summary Status LastD_Chg
SP600 (IJR) Daily | Bullish 14-Dec-23
SP400 (MDY) Daily | Bullish 11-Dec-23
SP500EW (RSP) Daily | Bullish 11-Dec-23
S&P Core (ITOT) Daily | Bullish 16-Nov-23
SP500 (.SPx) Daily | Bullish 14-Nov-23
Cash_Alloc(Daily) = | 0 0%
----- ----- -----
Price Derivatives PPO(50,120) PPO(30,120)
SP600 (IJR) Daily | 1.0% 0.9%
SP400 (MDY) Daily | 2.0% 2.1%
SP500EW (RSP) Daily | 1.7% 1.9%
S&P Core (ITOT) Daily | 3.2% 4.2%
SP500 (.SPx) Daily | 3.4% 4.6%
----- ----- -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD
SP600 (IJR) Daily | -19% -6.8%
SP400 (MDY) Daily | -14% -5.2%
SP500EW (RSP) Daily | -16% -4.5%
S&P Core (ITOT) Daily | -11% -4.0%
SP500 (.SPx) Daily | -13% -4.5%
SP500 (SPY) Weekly 14Yr | -12% -4.5%
----- ----- -----
10Yr CAGR (Ex. Div.) Bullish BEARish
SP600 (IJR) Daily | 3.8% 2.8%
SP400 (MDY) Daily | 5.2% 2.3%
SP500EW (RSP) Daily | 4.8% 3.0%
S&P Core (ITOT) Daily | 7.5% 2.6%
SP500 (.SPx) Daily | 8.2% 2.5%
SP500 (SPY) Weekly 14Yr | 9.6% 2.8%
----- ----- -----
10Yr Average Signals /Year %Bearish
SP600 (IJR) Daily | 2.0 37%
SP400 (MDY) Daily | 2.0 29%
SP500EW (RSP) Daily | 1.8 26%
S&P Core (ITOT) Daily | 1.6 23%
SP500 (.SPx) Daily | 1.2 19%
SP500 (SPY) Weekly 14Yr | 1.2 20%
----- ----- -----
Wednesday, July 31, 2024 PO's(24w) PO's(24w) MAC(10m) MAC(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 Status(TTM)
SP600 (IJR) Daily | Bullish 14-Dec-23 | Bullish 08-Dec-23 | Bullish 19-Jul-23 | Bullish 17-Jul-24 | Gain
SP400 (MDY) Daily | Bullish 11-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | Bullish 17-Jul-24 | Gain
SP500EW (RSP) Daily | Bullish 11-Dec-23 | Bullish 29-Nov-23 | Bullish 12-Jul-23 | Bullish 17-Jul-24 | Gain
S&P Core (ITOT) Daily | Bullish 16-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% | 0 0.0% | 0
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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 | 2.3% 3.7% | 117.37 103.84 | NEW 0 | (TP,50d) 8.5% | 118.34
SP400 (MDY) Daily | 2.1% 2.8% | 561.04 509.67 | NEW 0 | (TP,50d) 4.5% | 566.09
SP500EW (RSP) Daily | 1.8% 2.3% | 169.97 157.50 | NEW 0 | (TP,50d) 3.5% | 171.60
S&P Core (ITOT) Daily | 3.2% 4.2% | 119.79 108.52 | 1.8% 10 | (TP,50d) 1.9% | 121.02
SP500 (.SPx) Daily | 3.4% 4.3% | 5463.38 4951.55 | 2.1% 10 | (TP,50d) 1.4% | 5522.30
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -19% -7.0% | -21% -7.8% | -40% -8.8% | -29% -9.7% | -9.3%
SP400 (MDY) Daily | -14% -5.3% | -15% -6.3% | -38% -6.1% | -27% -8.4% | -7.6%
SP500EW (RSP) Daily | -16% -4.5% | -19% -6.2% | -32% -4.8% | -24% -7.6% | -6.6%
S&P Core (ITOT) Daily | -11% -4.0% | -10% -3.6% | -22% -5.9% | -20% -6.3% | -8.4%
SP500 (.SPx) Daily | -13% -4.4% | -11% -4.1% | -20% -4.8% | -24% -6.7% | -7.4%
SP500 (SPY) Weekly 14Yr | -12% -4.5% | -13% -3.9% | -18% -7.0% | -18% -5.8% | -6.8%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 5.2% 2.8% | 3.6% 4.4% | 5.4% 2.6% | 2.5% 5.7% | 8.2%
SP400 (MDY) Daily | 5.9% 2.3% | 4.7% 3.4% | 6.5% 1.6% | 3.7% 4.6% | 8.3%
SP500EW (RSP) Daily | 5.2% 3.0% | 5.4% 2.9% | 6.8% 1.5% | 4.8% 3.5% | 8.4%
S&P Core (ITOT) Daily | 7.6% 2.6% | 9.2% 1.0% | 9.9% 0.4% | 7.1% 3.1% | 10.4%
SP500 (.SPx) Daily | 8.1% 2.5% | 8.9% 1.7% | 10.0% 0.7% | 6.5% 4.1% | 10.8%
SP500 (SPY) Weekly 14Yr | 9.7% 2.1% | 10.0% 1.8% | 10.6% 1.5% | 8.1% 3.9% | 12.0%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Average Signals /Year %Bearish /Year %Bearish /Year %Bearish /Year %Bearish TTM Chg/Yr
SP600 (IJR) Daily | 2.0 37% | 3.0 35% | 1.0 23% | 3.1 33% | 2.2
SP400 (MDY) Daily | 2.0 29% | 2.4 27% | 1.2 15% | 2.9 27% | 3.0
SP500EW (RSP) Daily | 1.8 26% | 2.2 23% | 1.2 14% | 2.5 24% | 2.0
S&P Core (ITOT) Daily | 1.6 23% | 1.8 20% | 0.8 13% | 2.1 21% | 1.2
SP500 (.SPx) Daily | 1.2 19% | 2.0 18% | 0.8 12% | 2.7 20% | 1.0
SP500 (SPY) Weekly 14Yr | 1.2 19% | 1.0 21% | 1.1 12% | 2.4 --- | 3.4
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Friday, August 30, 2024 PO's(24w) PO's(24w) MAC(10m) MAC(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 Status(TTM)
SP600 (IJR) Daily | Bullish 14-Dec-23 | Bullish 08-Dec-23 | Bullish 19-Jul-23 | Bullish 17-Jul-24 | Gain
SP400 (MDY) Daily | Bullish 11-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | Bullish 17-Jul-24 | Gain
SP500EW (RSP) Daily | Bullish 11-Dec-23 | Bullish 29-Nov-23 | Bullish 12-Jul-23 | Bullish 17-Jul-24 | Gain
S&P Core (ITOT) Daily | Bullish 16-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% | 0 0.0% | 0
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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 | 2.3% 3.3% | 115.98 106.01 | 2.7% 21 | (TP,50d) 4.0% | 116.50
SP400 (MDY) Daily | 1.8% 2.4% | 562.34 520.24 | 0.7% 21 | (TP,50d) 3.0% | 565.30
SP500EW (RSP) Daily | 1.9% 2.7% | 174.47 160.62 | NEW 0 | (TP,50d) 4.1% | 175.87
S&P Core (ITOT) Daily | 2.7% 3.4% | 122.83 111.19 | 0.3% 31 | (TP,50d) 2.5% | 123.58
SP500 (.SPx) Daily | 2.8% 3.5% | 5613.71 5074.92 | 0.3% 31 | (TP,50d) 2.2% | 5648.40
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -19% -7.0% | -21% -7.8% | -40% -8.8% | -29% -9.7% | -9.3%
SP400 (MDY) Daily | -14% -5.3% | -15% -6.2% | -38% -6.0% | -27% -8.4% | -7.6%
SP500EW (RSP) Daily | -16% -4.8% | -20% -6.2% | -32% -4.8% | -25% -7.6% | -6.6%
S&P Core (ITOT) Daily | -11% -3.9% | -10% -3.6% | -22% -5.9% | -20% -6.3% | -8.4%
SP500 (.SPx) Daily | -13% -4.4% | -11% -4.0% | -20% -4.8% | -24% -6.7% | -7.4%
SP500 (SPY) Weekly 14Yr | -12% -4.6% | -13% -3.9% | -18% -7.1% | -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 | 4.8% 2.8% | 3.3% 4.3% | 5.0% 2.6% | 2.3% 5.5% | 7.7%
SP400 (MDY) Daily | 5.6% 2.3% | 4.4% 3.4% | 6.2% 1.6% | 3.5% 4.5% | 8.0%
SP500EW (RSP) Daily | 5.2% 3.1% | 5.4% 2.9% | 6.8% 1.5% | 4.9% 3.5% | 8.4%
S&P Core (ITOT) Daily | 7.6% 2.6% | 9.3% 1.0% | 9.9% 0.4% | 7.2% 3.0% | 10.4%
SP500 (.SPx) Daily | 8.2% 2.5% | 9.0% 1.7% | 10.1% 0.7% | 6.6% 4.0% | 10.9%
SP500 (SPY) Weekly 14Yr | 9.9% 2.2% | 10.6% 1.5% | 10.5% 1.5% | 8.4% 3.9% | 12.3%
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10Yr Average Signals /Year %Bearish /Year %Bearish /Year %Bearish /Year %Bearish TTM Chg/Yr
SP600 (IJR) Daily | 2.0 37% | 2.8 35% | 1.0 23% | 2.9 32% | 2.2
SP400 (MDY) Daily | 2.0 29% | 2.4 27% | 1.2 15% | 2.8 27% | 3.0
SP500EW (RSP) Daily | 1.8 26% | 2.2 23% | 1.2 14% | 2.5 24% | 2.0
S&P Core (ITOT) Daily | 1.6 23% | 1.8 20% | 0.8 13% | 2.1 21% | 1.2
SP500 (.SPx) Daily | 1.2 19% | 2.0 18% | 0.8 12% | 2.7 20% | 1.0
SP500 (SPY) Weekly 14Yr | 1.2 18% | 0.9 20% | 1.1 12% | 2.4 --- | 3.4
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Monday, September 30, 2024 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 | Bullish 17-Jul-24 | Gain
SP400 (MDY) Daily | Bullish 11-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | Bullish 17-Jul-24 | Gain
SP500EW (RSP) Daily | Bullish 11-Dec-23 | Bullish 29-Nov-23 | Bullish 12-Jul-23 | Bullish 17-Jul-24 | Gain
S&P Core (ITOT) Daily | Bullish 16-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% | 0 0.0% | 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 | 2.3% 3.1% | 116.38 108.04 | 2.5% 42 | (TP,50d) 2.4% | 116.96
SP400 (MDY) Daily | 1.9% 2.5% | 568.55 530.34 | NEW 2 | (TP,50d) 2.7% | 569.66
SP500EW (RSP) Daily | 2.4% 3.5% | 178.25 163.82 | NEW 2 | (TP,50d) 3.9% | 179.16
S&P Core (ITOT) Daily | 2.7% 3.6% | 125.18 113.72 | NEW 2 | (TP,50d) 3.5% | 125.62
SP500 (.SPx) Daily | 2.8% 3.6% | 5735.79 5190.60 | NEW 3 | (TP,50d) 3.8% | 5762.48
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -19% -7.2% | -21% -7.9% | -40% -9.0% | -29% -10.4% | -9.3%
SP400 (MDY) Daily | -14% -5.4% | -15% -6.3% | -38% -6.2% | -27% -8.9% | -7.6%
SP500EW (RSP) Daily | -16% -4.5% | -18% -6.3% | -32% -4.8% | -24% -7.9% | -6.6%
S&P Core (ITOT) Daily | -11% -4.0% | -10% -3.6% | -22% -6.0% | -20% -6.5% | -8.4%
SP500 (.SPx) Daily | -13% -4.4% | -11% -4.1% | -20% -4.9% | -24% -6.8% | -7.4%
SP500 (SPY) Weekly 14Yr | -12% -4.6% | -13% -3.9% | -18% -7.1% | -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 | 5.2% 2.8% | 3.7% 4.3% | 5.5% 2.6% | 2.9% 5.4% | 8.2%
SP400 (MDY) Daily | 6.0% 2.3% | 4.9% 3.4% | 6.7% 1.6% | 4.0% 4.4% | 8.4%
SP500EW (RSP) Daily | 5.6% 3.1% | 5.8% 2.9% | 7.2% 1.5% | 5.4% 3.4% | 8.8%
S&P Core (ITOT) Daily | 7.9% 2.6% | 9.6% 1.0% | 10.2% 0.4% | 7.5% 3.0% | 10.7%
SP500 (.SPx) Daily | 8.6% 2.5% | 9.4% 1.7% | 10.5% 0.7% | 6.9% 4.0% | 11.3%
SP500 (SPY) Weekly 14Yr | 9.9% 2.0% | 10.7% 1.2% | 10.2% 1.5% | 8.4% 3.6% | 12.0%
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10Yr Average Signals /Year %Bearish /Year %Bearish /Year %Bearish /Year %Bearish TTM Chg/Yr
SP600 (IJR) Daily | 2.0 37% | 2.8 35% | 1.0 23% | 2.9 32% | 2.2
SP400 (MDY) Daily | 2.0 29% | 2.4 27% | 1.2 15% | 2.8 27% | 3.0
SP500EW (RSP) Daily | 1.8 26% | 2.2 23% | 1.2 14% | 2.4 24% | 2.0
S&P Core (ITOT) Daily | 1.6 23% | 1.8 20% | 0.8 13% | 2.1 21% | 1.2
SP500 (.SPx) Daily | 1.2 19% | 2.0 18% | 0.8 12% | 2.7 20% | 1.0
SP500 (SPY) Weekly 14Yr | 1.1 18% | 0.9 20% | 1.1 12% | 2.4 --- | 3.4
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