30-Nov-2022 | PO’s | PO’s | MAC(10m) | MAC(10m) | DBE(99,105) | DBE(99,105) | 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 | 31-Oct-22 | BEARish | 31-Jan-22 | BEARish | 11-Apr-22 | Bullish | 31-Oct-22 | 06-Apr-22 | |||||
SP400 (MDY) Daily | Bullish | 11-Nov-22 | Bullish | 16-Nov-22 | BEARish | 11-Apr-22 | Bullish | 16-Nov-22 | 12-Apr-22 | |||||
SP500EW (RSP) Daily | Bullish | 23-Nov-22 | Bullish | 29-Nov-22 | BEARish | 07-Jun-22 | Bullish | 29-Nov-22 | 11-May-22 | |||||
SP1500 (ITOT) Daily | BEARish | 24-Feb-22 | BEARish | 25-Feb-22 | BEARish | 06-Jun-22 | Bullish | 16-Nov-22 | 28-Apr-22 | |||||
SP500 (.SPx) Daily | BEARish | 29-Apr-22 | BEARish | 25-Apr-22 | BEARish | 06-Jun-22 | Bullish | 16-Nov-22 | 11-May-22 | |||||
Cash_Alloc(Eq-Wt) = | 2 | 40% | 3 | 60% | 5 | 100% | 8 | 53.3% | ||||||
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Price Derivatives | PPO(Inter) | PPO(Slo) | (TP,SMA) | SMA(TP,210) | %Off_Hi(99) | Since_Hi(99) | Last_MAC | Last_MAC | Last_Price | |||||
SP600 (IJR) Daily | 5.9% | 4.1% | 1.3% | 99.43 | -4.7% | 267 | (TP,50d) | 6.6% | 101.84 | |||||
SP400 (MDY) Daily | 4.4% | 2.8% | 3.0% | 452.09 | -2.5% | 267 | (TP,210d) | 3.0% | 470.48 | |||||
SP500EW (RSP) Daily | 1.9% | 0.1% | 1.8% | 144.72 | -2.7% | 227 | (TP,210d) | 1.8% | 148.82 | |||||
SP1500 (ITOT) Daily | -4.1% | -5.7% | -1.2% | 90.49 | -6.1% | 228 | (TP,50d) | 6.1% | 90.44 | |||||
SP500 (.SPx) Daily | -3.1% | -3.7% | -0.9% | 4071.22 | -5.7% | 228 | (TP,50d) | 6.1% | 4080.11 | |||||
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10Yr Draw Downs (TTM<0) | MaxDD | AvgDD | MaxDD | AvgDD | MaxDD | AvgDD | MaxDD | AvgDD | AvgDD | |||||
SP600 (IJR) Daily | -23% | -8.1% | -26% | -8.7% | -40% | -9.4% | -31% | -9.6% | -9.8% | |||||
SP400 (MDY) Daily | -26% | -8.0% | -18% | -6.5% | -38% | -6.6% | -27% | -8.2% | -7.9% | |||||
SP500EW (RSP) Daily | -25% | -7.4% | -22% | -7.4% | -32% | -4.8% | -24% | -7.7% | -6.8% | |||||
SP1500 (ITOT) Daily | -26% | -9.2% | -22% | -8.4% | -22% | -5.5% | -22% | -7.6% | -7.7% | |||||
SP500 (.SPx) Daily | -16% | -6.7% | -19% | -8.4% | -20% | -4.3% | -20% | -7.8% | -6.6% | |||||
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10Yr CAGR (Ex. Div.) | Bullish | BEARish | Bullish | BEARish | Bullish | BEARish | Bullish | BEARish | Buy&Hold | |||||
SP600 (IJR) Daily | 7.5% | 2.6% | 6.7% | 3.4% | 8.5% | 1.7% | 6.1% | 4.1% | 10.3% | |||||
SP400 (MDY) Daily | 5.3% | 4.4% | 7.0% | 2.8% | 8.7% | 1.2% | 6.2% | 3.6% | 10.0% | |||||
SP500EW (RSP) Daily | 7.4% | 3.4% | 7.7% | 3.1% | 9.8% | 1.1% | 8.2% | 2.6% | 11.0% | |||||
SP1500 (ITOT) Daily | 6.4% | 4.2% | 7.6% | 3.0% | 10.6% | 0.2% | 7.3% | 3.4% | 10.8% | |||||
SP500 (.SPx) Daily | 7.4% | 3.5% | 7.4% | 3.5% | 10.5% | 0.6% | 6.9% | 4.0% | 11.1% | |||||
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10Yr $ROI (Ex. Div.) | Bullish | BEARish | Bullish | BEARish | Bullish | BEARish | Bullish | BEARish | Buy&Hold | |||||
SP600 (IJR) Daily | 10,605 | 2,989 | 9,178 | 3,956 | 12,675 | 1,803 | 8,094 | 4,885 | 16,764 | |||||
SP400 (MDY) Daily | 6,787 | 5,393 | 9,609 | 3,177 | 13,014 | 1,228 | 8,328 | 4,224 | 15,840 | |||||
SP500EW (RSP) Daily | 10,379 | 3,948 | 11,032 | 3,515 | 15,380 | 1,200 | 12,074 | 2,911 | 18,425 | |||||
SP1500 (ITOT) Daily | 8,630 | 5,029 | 10,803 | 3,459 | 17,387 | 223 | 10,158 | 3,921 | 17,999 | |||||
SP500 (.SPx) Daily | 10,346 | 4,138 | 10,383 | 4,113 | 17,223 | 567 | 9,527 | 4,764 | 18,766 | |||||
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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 | 5.3 | 28% | 1.5 | 27% | 0.7 | 21% | 2.5 | 26% | 1.5 | |||||
SP400 (MDY) Daily | 3.6 | 24% | 1.4 | 22% | 0.9 | 13% | 2.4 | 22% | 2.3 | |||||
SP500EW (RSP) Daily | 1.8 | 21% | 1.2 | 18% | 0.9 | 13% | 1.9 | 20% | 1.5 | |||||
SP1500 (ITOT) Daily | 0.9 | 19% | 0.9 | 17% | 0.7 | 11% | 1.8 | 18% | 1.1 | |||||
SP500 (.SPx) Daily | 1.1 | 16% | 1.1 | 16% | 0.7 | 11% | 1.9 | 17% | 1.0 | |||||
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