No. of Recommendations: 2
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)
----- -----
MAC(TPw,10m):
Criteria: SPY Rev Feb-2024 Weekly SELLIF: Negative 2 of 2 Weeks, BuyIF: Positive 4 of 4 Weeks,
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
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
GD
