Market Trend Indicators for 2022

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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