Market Trend Indicators for 2023

Investing Strategies Foolish Workshop
1
More detail: Market Trend Indicators (Intermediate-Term)
Price Data: adjusted(Inc Splits, Exc Div): When a company issues a dividend its price usually drops.
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PPO’s: Difference between two SMA’s or EMA’s of a security’s price expressed as a percentage.
IJR: Daily PO’s(5/25, 10/50, 15/75)
MDY: Daily PO’s(10/50, 15/75, 20/100)
RSP: Daily PO’s(20/100, 25/125, 30/150)
ITOT: Daily PO’s(30/150, 35/175, 40/200)
Criteria(SMA): PO’s: SELLIF: PO(slow) & PO(inter) < 0, BuyIF: PO(inter) & PO(fast) > 0
.SPx: Daily MACD(40,200,8) Signal Line
Criteria(SPx): MACD SELLIF: (EMA40d-EMA200d) < 0, BuyIF: (EMA8d) > 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(10m): MAC(TP,SMA) where Typical Price(TP) is Average (high,low,close) and SMA(TP,210d)
Criteria: Rev Aug-2020: SELLlF: Negative 2 weeks(10d), BuyIF: Positive 1 week(5d)
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
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Other MAC: Intermediate-Term 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
(50d,200d): Rev Mar-2022: SELLlF: Negative 1 week(5d), BuyIF: Positive 1 Day
(TP,210d): Rev Aug-2020: SELLlF: Negative 2 week(10d), BuyIF: Positive 1 week(5d)
(TP,50d): Rev Aug-2020: SELLlF: Negative 2 week(10d), BuyIF: Positive 1 week(5d)
Allocation: Rev Jun-2021: (50d)=33%, (4w,9w,18w)=0%, (210d)=33%, (50d,200d)=33%, (21w,50w)=0%
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DBE: Dying Bullish Euphoria DBE(99d,5m)
Criteria(99d): Rev Sept-2019: Intraday High prices for 99d
Criteria(5m): Rev Jan-2021 SELLlF: 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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More detail: TMF Foolish Workshop
https://boards.fool.com/Message.aspx?mid=35013503
https://boards.fool.com/market-trend-indicators-for-2021-34717304.aspx?sort=whole
https://boards.fool.com/market-trend-indicators-for-2020-34398729.aspx?sort=threaded
https://boards.fool.com/market-trend-indicators-for-2019-34123771.aspx?sort=threaded
http://boards.fool.com/market-trend-indicators-for-2018-32943095.aspx?sort=threaded
http://boards.fool.com/market-trend-indicators-for-2017-32543430.aspx?sort=threaded
http://boards.fool.com/market-trend-indicators-for-2016-32063703.aspx?sort=threaded
http://boards.fool.com/market-trend-indicators-for-2015-31564016.aspx?sort=threaded
http://boards.fool.com/market-trend-indicators-for-mi-screens-31215761.aspx?sort=threaded

GD_

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Technology is a new trend! I personally fond of ReduX tech project. ReduX can help fight energy shortages and climate change.

3
31-Jan-2023 PO’s PO’s 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 Last_Chg(TTM)
SP600 (IJR) Daily Bullish 17-Jan-23 Bullish 18-Jan-23 BEARish 11-Apr-22 Bullish 18-Jan-23 06-Apr-22
SP400 (MDY) Daily Bullish 11-Nov-22 Bullish 12-Jan-23 Bullish 26-Jan-23 Bullish 12-Jan-23 12-Apr-22
SP500EW (RSP) Daily Bullish 23-Nov-22 Bullish 12-Jan-23 Bullish 26-Jan-23 Bullish 12-Jan-23 11-May-22
SP1500 (ITOT) Daily BEARish 24-Feb-22 Bullish 27-Jan-23 BEARish 06-Jun-22 Bullish 27-Jan-23 28-Apr-22
SP500 (.SPx) Daily BEARish 29-Apr-22 Bullish 27-Jan-23 BEARish 06-Jun-22 Bullish 27-Jan-23 11-May-22
Cash_Alloc(Eq-Wt) = 2 40% 0 0% 3 60% 2 13.3%
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Price Derivatives PPO(Inter) PPO(Slo) (TP,SMA) SMA(TP,210) %Off_Hi(99) Since_NewHi Last_MAC Last_MAC Last_Price
SP600 (IJR) Daily 2.6% 3.3% 4.7% 97.70 -0.1% 310 (TP,210d) 4.7% 102.72
SP400 (MDY) Daily 4.1% 4.5% 6.6% 446.98 NEW 3 (TP,50d) 4.2% 477.77
SP500EW (RSP) Daily 3.0% 2.7% 4.9% 142.87 NEW 3 (TP,210d) 4.9% 150.18
SP1500 (ITOT) Daily -0.2% -0.8% 1.6% 88.27 -0.9% 271 (TP,210d) 1.6% 89.89
SP500 (.SPx) Daily -1.2% -1.6% 1.4% 3979.02 -0.6% 271 (TP,210d) 1.4% 4040.53
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -23% -8.5% -26% -8.7% -40% -9.2% -31% -9.7% -9.9%
SP400 (MDY) Daily -26% -8.6% -18% -6.5% -38% -6.5% -27% -8.4% -8.0%
SP500EW (RSP) Daily -25% -7.4% -22% -7.4% -32% -4.8% -24% -7.9% -6.9%
SP1500 (ITOT) Daily -26% -9.2% -22% -8.3% -22% -5.9% -23% -7.9% -8.4%
SP500 (.SPx) Daily -17% -7.0% -19% -8.6% -20% -4.8% -24% -8.1% -7.4%
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10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 6.1% 3.1% 5.2% 4.0% 7.4% 1.8% 4.8% 4.4% 9.4%
SP400 (MDY) Daily 4.5% 4.4% 5.6% 3.3% 7.7% 1.3% 5.2% 3.7% 9.1%
SP500EW (RSP) Daily 6.6% 3.4% 6.4% 3.6% 8.7% 1.3% 7.3% 2.7% 10.2%
SP1500 (ITOT) Daily 5.7% 4.2% 6.8% 3.1% 9.8% 0.3% 6.4% 3.5% 10.1%
SP500 (.SPx) Daily 6.6% 3.5% 6.5% 3.6% 9.8% 0.6% 6.1% 4.1% 10.4%
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10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 8,087 3,581 6,586 4,811 10,494 1,986 5,975 5,415 14,565
SP400 (MDY) Daily 5,530 5,393 7,231 3,874 10,907 1,434 6,586 4,444 13,906
SP500EW (RSP) Daily 8,913 3,948 8,598 4,184 13,130 1,405 10,307 3,058 16,380
SP1500 (ITOT) Daily 7,366 5,081 9,238 3,614 15,530 259 8,658 4,062 16,190
SP500 (.SPx) Daily 9,017 4,147 8,885 4,246 15,445 573 8,131 4,875 16,904
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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 5.4 28% 1.8 28% 0.7 22% 2.7 27% 1.5
SP400 (MDY) Daily 3.6 24% 1.6 22% 1.0 14% 2.5 23% 2.3
SP500EW (RSP) Daily 1.8 21% 1.4 18% 1.0 14% 1.9 20% 1.5
SP1500 (ITOT) Daily 0.9 20% 1.0 18% 0.7 13% 1.9 19% 1.1
SP500 (.SPx) Daily 1.1 18% 1.2 17% 0.7 12% 2.0 18% 1.0
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4 Likes
4
28-Feb-2023 PO’s PO’s 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 Last_Chg(TTM)
SP600 (IJR) Daily Bullish 17-Jan-23 Bullish 18-Jan-23 Bullish 31-Jan-23 Bullish 18-Jan-23 06-Apr-22
SP400 (MDY) Daily Bullish 11-Nov-22 Bullish 12-Jan-23 Bullish 26-Jan-23 Bullish 12-Jan-23 01-Feb-23
SP500EW (RSP) Daily Bullish 23-Nov-22 Bullish 12-Jan-23 Bullish 26-Jan-23 Bullish 12-Jan-23 11-May-22
SP1500 (ITOT) Daily Bullish 02-Feb-23 Bullish 27-Jan-23 Bullish 01-Feb-23 Bullish 06-Feb-23 28-Apr-22
SP500 (.SPx) Daily Bullish 16-Feb-23 Bullish 27-Jan-23 Bullish 01-Feb-23 Bullish 03-Feb-23 11-May-22
Cash_Alloc(Eq-Wt) = 0 0% 0 0% 0 0% 0 0.0%
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Price Derivatives PPO(Inter) PPO(Slo) (TP,SMA) SMA(TP,210) %Off_Hi(99) Since_NewHi Last_MAC Last_MAC Last_Price
SP600 (IJR) Daily 3.2% 3.8% 5.2% 97.62 -4.3% 17 (TP,210d) 5.2% 102.39
SP400 (MDY) Daily 3.8% 6.4% 6.4% 447.35 -3.7% 18 (TP,50d) 2.1% 474.75
SP500EW (RSP) Daily 5.9% 4.9% 3.2% 142.42 -4.4% 18 (TP,210d) 3.2% 146.60
SP1500 (ITOT) Daily 2.9% 2.0% 1.4% 87.59 -4.0% 18 (50d,200d) 1.0% 88.58
SP500 (.SPx) Daily 0.3% 0.3% 0.8% 3947.86 -4.0% 18 (50d,200d) 1.0% 3970.15
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -23% -8.7% -26% -8.7% -40% -9.2% -31% -9.8% -9.8%
SP400 (MDY) Daily -26% -8.7% -18% -6.5% -38% -6.5% -27% -8.4% -7.9%
SP500EW (RSP) Daily -25% -7.3% -22% -7.4% -32% -4.8% -24% -8.0% -6.8%
SP1500 (ITOT) Daily -26% -9.1% -22% -8.2% -22% -6.0% -23% -8.0% -8.4%
SP500 (.SPx) Daily -17% -7.2% -19% -8.5% -20% -4.9% -24% -8.2% -7.4%
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10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 6.2% 3.1% 5.3% 4.0% 7.4% 1.9% 4.9% 4.4% 9.5%
SP400 (MDY) Daily 4.5% 4.4% 5.6% 3.3% 7.7% 1.3% 5.2% 3.7% 9.1%
SP500EW (RSP) Daily 6.4% 3.4% 6.2% 3.6% 8.5% 1.3% 7.1% 2.7% 10.0%
SP1500 (ITOT) Daily 5.2% 4.6% 6.6% 3.1% 9.5% 0.4% 6.2% 3.5% 10.0%
SP500 (.SPx) Daily 6.3% 3.7% 6.5% 3.6% 9.5% 0.7% 5.9% 4.1% 10.3%
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10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 8,196 3,581 6,686 4,811 10,494 2,058 6,071 5,415 14,713
SP400 (MDY) Daily 5,574 5,393 7,279 3,874 10,966 1,434 6,633 4,444 13,973
SP500EW (RSP) Daily 8,564 3,948 8,255 4,184 12,704 1,405 9,932 3,058 15,893
SP1500 (ITOT) Daily 6,544 5,633 8,997 3,614 14,769 442 8,313 4,161 15,863
SP500 (.SPx) Daily 8,424 4,393 8,613 4,246 14,673 747 7,705 5,009 16,517
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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 5.4 28% 1.8 28% 0.8 22% 2.7 27% 1.5
SP400 (MDY) Daily 3.6 24% 1.6 22% 1.0 14% 2.5 23% 2.4
SP500EW (RSP) Daily 1.8 21% 1.4 18% 1.0 14% 1.9 20% 1.5
SP1500 (ITOT) Daily 1.0 20% 1.0 18% 0.8 13% 1.9 19% 1.1
SP500 (.SPx) Daily 1.2 18% 1.2 17% 0.8 12% 2.0 18% 1.0
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GD_

4 Likes
5

The Volatility has been higher over the last 3-5 years and review of “Market Trend Indicators” were overdue. Changes of PPO’s to new APO’s improved 10yr Draw Down and Returns.
The latest Values will be posted tommorow the last day of the month.

More detail: Market Trend Indicators (Intermediate-Term)
Price Data: adjusted(Inc Splits, Exc Div): When a Fund issues a dividend then it’s price usually drops.
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APO: Rev Mar-2023 Absolute Price Oscillator - Difference between two EMA’s of a security’s price.
Criteria: Rev Mar-2023 PO’s: SELLIF: PO(20,125) & PO(25,125) < 0, BuyIF: PO(25,125) & PO(30,125) > 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(10m): MAC(TP,SMA) where Typical Price(TP) is Average (high,low,close) and SMA(TP,210d)
Criteria: Rev Mar-2023: SELLlF: Negative 1 week(5d), BuyIF: Positive 1 week(5d)
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
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Other MAC: Intermediate-Term 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
(50d,200d): Rev Mar-2022: SELLlF: Negative 1 week(5d), BuyIF: Positive 1 Day
(TP,200d): Rev Mar-2023: SELLlF: Negative 1 week(5d), BuyIF: Positive 1 week(5d)
(TP,50d): Rev Aug-2020: SELLlF: Negative 2 week(10d), BuyIF: Positive 1 week(5d)
Allocation: Rev Jun-2021: (50d)=33%, (4w,9w,18w)=0%, (210d)=33%, (50d,200d)=33%, (21w,50w)=0%
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DBE: Dying Bullish Euphoria DBE(99d,5m)
Criteria(99d): Rev Sept-2019: Intraday High prices for 99d
Criteria(5m): Rev Jan-2021 SELLlF: 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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GD_

1 Like
6

3/30/2023 The Volatility has been higher over the last 3-5 years and review of “Market Trend Indicators” were overdue. Changes of PPO’s to new APO’s improved 10yr Draw Down and Returns.

Friday, March 31, 2023 PO’s(6m) PO’s(6m) 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 Last_Chg(TTM)
SP600 (IJR) Daily BEARish 20-Mar-23 BEARish 16-Mar-23 Bullish 31-Jan-23 BEARish 21-Mar-23 06-Apr-22
SP400 (MDY) Daily BEARish 22-Mar-23 BEARish 28-Mar-23 Bullish 26-Jan-23 BEARish 22-Mar-23 06-Mar-23
SP500EW (RSP) Daily BEARish 17-Mar-23 BEARish 16-Mar-23 Bullish 26-Jan-23 BEARish 20-Mar-23 11-May-22
SP1500 (ITOT) Daily BEARish 22-Mar-23 BEARish 16-Mar-23 Bullish 01-Feb-23 Bullish 31-Mar-23 28-Apr-22
SP500 (.SPx) Daily Bullish 30-Mar-23 Bullish 24-Mar-23 Bullish 01-Feb-23 Bullish 24-Mar-23 11-May-22
Cash_Alloc(Eq-Wt) = 4 80% 4 80% 0 0% 8 53.3%
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Price Derivatives APO(30,125) APO(20,125) (TP,SMA) SMA(TP,210) %Off_Hi(99) Since_NewHi Last_MAC Last_MAC Last_Price
SP600 (IJR) Daily -1.51 -2.39 -1.2% 97.44 -10.6% 39 (TP,50d) -4.0% 96.70
SP400 (MDY) Daily -1.97 -6.95 1.9% 447.92 -8.2% 39 (TP,50d) -2.4% 458.41
SP500EW (RSP) Daily -1.28 -2.34 1.5% 142.06 -7.1% 39 (TP,50d) -1.6% 144.62
SP1500 (ITOT) Daily -0.06 0.06 3.2% 87.38 -3.2% 39 (TP,200d) 3.3% 90.55
SP500 (.SPx) Daily 7.79 16.23 3.9% 3938.60 -2.0% 39 (TP,200d) 4.0% 4109.31
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -22% -8.1% -21% -8.2% -40% -9.0% -30% -9.7% -9.8%
SP400 (MDY) Daily -18% -6.5% -17% -5.7% -38% -6.4% -27% -8.2% -7.9%
SP500EW (RSP) Daily -18% -5.2% -21% -5.7% -32% -4.9% -24% -7.8% -6.9%
SP1500 (ITOT) Daily -12% -4.6% -14% -5.6% -22% -6.1% -20% -7.3% -8.5%
SP500 (.SPx) Daily -12% -4.3% -17% -6.9% -20% -4.9% -24% -7.9% -7.5%
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10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 5.6% 2.5% 3.9% 4.2% 6.3% 1.9% 3.5% 4.6% 8.3%
SP400 (MDY) Daily 6.1% 1.9% 5.1% 2.9% 6.7% 1.3% 4.3% 3.7% 8.1%
SP500EW (RSP) Daily 7.0% 2.1% 6.4% 2.7% 7.8% 1.3% 6.5% 2.6% 9.2%
SP1500 (ITOT) Daily 6.7% 2.8% 7.0% 2.6% 9.2% 0.4% 6.0% 3.5% 9.7%
SP500 (.SPx) Daily 7.4% 2.5% 6.7% 3.2% 9.3% 0.7% 5.7% 4.1% 10.1%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 7,217 2,843 4,651 5,092 8,337 2,058 4,081 5,729 12,111
SP400 (MDY) Daily 8,027 2,098 6,422 3,281 9,074 1,434 5,254 4,360 11,810
SP500EW (RSP) Daily 9,677 2,298 8,542 3,051 11,218 1,405 8,691 2,963 14,199
SP1500 (ITOT) Daily 9,118 3,197 9,589 2,879 14,162 442 7,976 4,092 15,229
SP500 (.SPx) Daily 10,390 2,808 9,032 3,722 14,301 747 7,475 5,012 16,117
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Avg Signals (10yr) /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr Chg(TTM)/Yr
SP600 (IJR) Daily 2.3 30% 2.9 32% 0.8 22% 2.7 28% 1.5
SP400 (MDY) Daily 1.9 25% 1.9 24% 1.0 14% 2.5 24% 2.5
SP500EW (RSP) Daily 1.7 21% 1.9 21% 1.0 14% 2.1 21% 1.5
SP1500 (ITOT) Daily 1.3 21% 1.3 21% 0.8 13% 2.0 20% 1.1
SP500 (.SPx) Daily 1.6 20% 1.8 19% 0.8 12% 2.6 19% 0.9
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
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 176 76 172 80 196 56 181 71 76
SP400 (MDY) Daily 190 62 191 62 216 37 193 59 72
SP500EW (RSP) Daily 199 53 200 52 217 35 199 53 58
SP1500 (ITOT) Daily 199 53 200 52 220 32 201 51 49
SP500 (.SPx) Daily 202 50 204 48 221 31 206 46 47
Overall Avg (MktD) = 193 59 193 59 214 38 196 56 60
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2 Likes
7
Friday, April 28, 2023 PO’s(6m) PO’s(6m) 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 BEARish 20-Mar-23 BEARish 16-Mar-23 Bullish 31-Jan-23 BEARish 21-Mar-23 06-Apr-22
SP400 (MDY) Daily BEARish 22-Mar-23 Bullish 04-Apr-23 Bullish 26-Jan-23 Bullish 04-Apr-23 06-Mar-23
SP500EW (RSP) Daily BEARish 17-Mar-23 Bullish 05-Apr-23 Bullish 26-Jan-23 Bullish 05-Apr-23 11-May-22
SP1500 (ITOT) Daily Bullish 31-Mar-23 Bullish 04-Apr-23 Bullish 01-Feb-23 Bullish 06-Apr-23 28-Apr-22
SP500 (.SPx) Daily Bullish 29-Mar-23 Bullish 24-Mar-23 Bullish 01-Feb-23 Bullish 04-Apr-23 11-May-22
Cash_Alloc(Eq-Wt) = 3 60% 1 20% 0 0% 4 26.7%
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Price Derivatives APO(30,125) APO(20,125) (TP,SMA) SMA(TP,210) %Off_Hi(99) Since_NewHi Last_MAC (TP,SMA) Last_Price
SP600 (IJR) Daily -2.30 -2.93 -3.6% 97.32 -11.6% 58 (TP,50d) -3.4% 94.00
SP400 (MDY) Daily -2.63 -3.59 0.8% 449.70 -8.2% 59 (TP,200d) 0.4% 454.75
SP500EW (RSP) Daily -0.34 -0.35 1.5% 142.45 -6.7% 59 (TP,200d) 1.2% 145.14
SP1500 (ITOT) Daily 1.12 1.41 3.9% 87.73 -2.2% 59 (TP,50d) 2.2% 91.47
SP500 (.SPx) Daily 71.22 89.51 5.0% 3957.25 -0.6% 59 (TP,50d) 3.0% 4169.48
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -24% -10.3% -21% -8.3% -40% -9.2% -30% -9.9% -9.8%
SP400 (MDY) Daily -19% -7.7% -17% -5.8% -38% -6.5% -27% -8.5% -7.8%
SP500EW (RSP) Daily -16% -4.9% -21% -5.9% -32% -5.0% -24% -8.1% -6.9%
SP1500 (ITOT) Daily -12% -4.5% -14% -5.6% -22% -6.2% -20% -7.4% -8.5%
SP500 (.SPx) Daily -12% -4.0% -17% -6.9% -20% -5.0% -24% -7.9% -7.5%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish - Buy&Hold
SP600 (IJR) Daily 4.2% 3.7% 4.0% 3.9% 6.1% 1.9% 3.5% 4.5% 8.1%
SP400 (MDY) Daily 5.6% 2.3% 5.1% 2.8% 6.6% 1.3% 4.3% 3.6% 8.1%
SP500EW (RSP) Daily 7.3% 1.7% 6.4% 2.6% 7.7% 1.3% 6.4% 2.6% 9.1%
SP1500 (ITOT) Daily 7.1% 2.4% 6.9% 2.6% 9.2% 0.4% 6.0% 3.5% 9.7%
SP500 (.SPx) Daily 8.2% 1.8% 6.7% 3.2% 9.3% 0.7% 5.8% 4.2% 10.1%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 5,239 4,378 4,773 4,694 8,002 2,058 4,080 5,459 11,708
SP400 (MDY) Daily 7,358 2,593 6,499 3,164 8,994 1,434 5,277 4,284 11,718
SP500EW (RSP) Daily 10,438 1,807 8,521 2,942 11,017 1,405 8,546 2,937 13,969
SP1500 (ITOT) Daily 9,937 2,704 9,539 2,897 14,134 442 7,976 4,075 15,200
SP500 (.SPx) Daily 11,853 1,993 9,099 3,722 14,386 747 7,517 5,032 16,209
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Avg Signals (10yr) /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr Chg(TTM)/Yr
SP600 (IJR) Daily 2.7 29% 2.9 33% 0.8 22% 2.7 29% 1.5
SP400 (MDY) Daily 2.1 24% 2.0 24% 1.0 14% 2.6 24% 2.5
SP500EW (RSP) Daily 1.7 22% 2.0 21% 1.0 14% 2.1 21% 1.5
SP1500 (ITOT) Daily 1.4 21% 1.4 21% 0.8 13% 2.1 20% 1.1
SP500 (.SPx) Daily 1.6 20% 1.8 19% 0.8 12% 2.6 19% 0.9
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
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 178 74 170 82 196 56 180 72 78
SP400 (MDY) Daily 191 61 190 62 216 37 192 60 74
SP500EW (RSP) Daily 198 54 200 52 217 35 198 54 60
SP1500 (ITOT) Daily 200 52 200 52 220 32 201 51 51
SP500 (.SPx) Daily 203 49 204 48 221 31 206 46 49
Overall Avg (MktD) = 194 58 193 59 214 38 196 56 62
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2 Likes
8

again
Rev May-2023 PO’s: SELLIF: PO(24,120) & PO(30,120) < 0, BuyIF: PO(30,120) & PO(40,120) > 0

Friday, May 5, 2023 PO’s(6m) PO’s(6m) 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 BEARish 21-Mar-23 BEARish 16-Mar-23 Bullish 31-Jan-23 BEARish 02-May-23 06-Apr-22
SP400 (MDY) Daily BEARish 24-Mar-23 Bullish 04-Apr-23 Bullish 26-Jan-23 Bullish 04-Apr-23 06-Mar-23
SP500EW (RSP) Daily BEARish 21-Mar-23 Bullish 05-Apr-23 Bullish 26-Jan-23 Bullish 05-Apr-23 11-May-22
SP1500 (ITOT) Daily Bullish 30-Mar-23 Bullish 04-Apr-23 Bullish 01-Feb-23 Bullish 06-Apr-23 28-Apr-22
SP500 (.SPx) Daily Bullish 30-Jan-23 Bullish 24-Mar-23 Bullish 01-Feb-23 Bullish 04-Apr-23 11-May-22
Cash_Alloc(Eq-Wt) = 3 60% 1 20% 0 0% 5 33.3%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Price Derivatives APO(40,120) APO(24,120) (TP,SMA) SMA(TP,210) %Off_Hi(99) Since_NewHi Last_MAC (TP,SMA) Last_Price
SP600 (IJR) Daily -2.02 -3.04 -4.3% 97.33 -12.1% 63 (50d,200d) -1.6% 93.34
SP400 (MDY) Daily -2.41 -4.49 -0.4% 450.49 -8.2% 64 (TP,200d) -0.7% 449.50
SP500EW (RSP) Daily -0.39 -0.68 0.1% 142.64 -6.3% 64 (TP,200d) -0.1% 143.03
SP1500 (ITOT) Daily 0.90 1.21 3.1% 87.87 -1.8% 64 (TP,50d) 1.6% 90.80
SP500 (.SPx) Daily 57.39 78.73 4.0% 3964.62 -0.2% 64 (TP,50d) 2.0% 4136.25
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -22% -8.7% -21% -8.3% -40% -9.2% -30% -9.9% -9.8%
SP400 (MDY) Daily -14% -5.2% -17% -5.8% -38% -6.4% -27% -8.5% -7.8%
SP500EW (RSP) Daily -18% -5.2% -21% -5.9% -32% -5.0% -24% -8.1% -6.8%
SP1500 (ITOT) Daily -11% -4.4% -14% -5.6% -22% -6.2% -20% -7.4% -8.4%
SP500 (.SPx) Daily -13% -4.3% -17% -6.9% -20% -5.0% -24% -7.9% -7.4%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 5.7% 2.2% 4.0% 3.9% 6.0% 1.9% 3.5% 4.4% 8.0%
SP400 (MDY) Daily 6.6% 1.3% 5.0% 2.8% 6.5% 1.3% 4.2% 3.6% 7.9%
SP500EW (RSP) Daily 6.8% 2.0% 6.2% 2.6% 7.5% 1.3% 6.2% 2.6% 9.0%
SP1500 (ITOT) Daily 7.1% 2.3% 6.8% 2.6% 9.1% 0.4% 5.9% 3.5% 9.6%
SP500 (.SPx) Daily 7.5% 2.2% 6.4% 3.2% 9.1% 0.7% 5.6% 4.2% 9.9%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 7,575 2,396 4,836 4,602 7,965 2,058 4,068 5,453 11,662
SP400 (MDY) Daily 8,923 1,387 6,321 3,164 8,789 1,434 5,161 4,238 11,484
SP500EW (RSP) Daily 9,453 2,192 8,228 2,942 10,685 1,405 8,330 2,888 13,591
SP1500 (ITOT) Daily 9,981 2,532 9,337 2,897 13,884 442 7,790 4,075 14,939
SP500 (.SPx) Daily 10,894 2,387 8,860 3,722 14,081 747 7,298 5,032 15,880
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Avg Signals (10yr) /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr Chg(TTM)/Yr
SP600 (IJR) Daily 2.3 31% 2.9 33% 0.8 22% 2.8 29% 1.5
SP400 (MDY) Daily 1.7 25% 2.0 24% 1.0 14% 2.6 24% 2.5
SP500EW (RSP) Daily 1.5 22% 2.0 21% 1.0 14% 2.1 21% 1.5
SP1500 (ITOT) Daily 1.4 21% 1.4 21% 0.8 13% 2.1 20% 1.1
SP500 (.SPx) Daily 1.0 19% 1.8 19% 0.8 12% 2.6 19% 0.9
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
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 175 77 169 83 196 56 179 73 79
SP400 (MDY) Daily 189 63 190 62 216 37 192 60 74
SP500EW (RSP) Daily 196 56 200 52 217 35 198 54 60
SP1500 (ITOT) Daily 199 53 200 52 220 32 201 51 51
SP500 (.SPx) Daily 203 49 204 48 221 31 206 46 49
Overall Avg (MktD) = 192 60 193 59 214 38 195 57 63
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3 Likes
9
Wednesday, May 31, 2023 PO’s(6m) PO’s(6m) 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 BEARish 21-Mar-23 BEARish 16-Mar-23 Bullish 31-Jan-23 BEARish 02-May-23 06-Apr-22
SP400 (MDY) Daily BEARish 24-Mar-23 BEARish 10-May-23 Bullish 26-Jan-23 BEARish 17-May-23 16-May-23
SP500EW (RSP) Daily BEARish 21-Mar-23 BEARish 15-May-23 Bullish 26-Jan-23 BEARish 17-May-23 11-May-22
SP1500 (ITOT) Daily Bullish 30-Mar-23 Bullish 04-Apr-23 Bullish 01-Feb-23 Bullish 06-Apr-23 16-May-23
SP500 (.SPx) Daily Bullish 30-Jan-23 Bullish 24-Mar-23 Bullish 01-Feb-23 Bullish 04-Apr-23 15-May-23
Cash_Alloc(Eq-Wt) = 3 60% 3 60% 0 0% 9 60.0%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Price Derivatives APO(40,120) APO(24,120) (TP,SMA) SMA(TP,210) %Off_Hi(99) Since_NewHi Last_MAC (TP,SMA) Last_Price
SP600 (IJR) Daily -2.10 -2.65 -4.6% 97.14 -12.5% 81 (50d,200d) -3.0% 92.43
SP400 (MDY) Daily -4.22 -6.21 -2.4% 451.77 -9.9% 81 (50d,200d) -0.5% 440.15
SP500EW (RSP) Daily -1.07 -1.65 -2.3% 142.89 -9.0% 81 (50d,200d) -0.2% 139.61
SP1500 (ITOT) Daily 1.20 1.62 4.1% 88.23 -0.6% 81 (TP,50d) 1.7% 91.88
SP500 (.SPx) Daily 69.88 92.04 4.9% 3983.63 NEW 1 (TP,50d) 1.7% 4179.83
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -22% -8.6% -21% -8.1% -40% -9.0% -30% -9.8% -9.7%
SP400 (MDY) Daily -14% -5.2% -17% -5.8% -38% -6.3% -27% -8.3% -7.7%
SP500EW (RSP) Daily -18% -5.1% -21% -5.9% -32% -4.8% -24% -7.9% -6.8%
SP1500 (ITOT) Daily -11% -4.2% -14% -5.3% -22% -5.9% -20% -7.1% -8.4%
SP500 (.SPx) Daily -13% -4.2% -17% -6.6% -20% -4.8% -24% -7.5% -7.4%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 5.0% 2.1% 3.3% 3.8% 5.2% 1.9% 2.8% 4.4% 7.2%
SP400 (MDY) Daily 6.1% 1.1% 4.5% 2.6% 5.9% 1.3% 3.8% 3.4% 7.3%
SP500EW (RSP) Daily 6.3% 1.8% 5.6% 2.4% 6.8% 1.3% 5.7% 2.4% 8.2%
SP1500 (ITOT) Daily 6.8% 2.3% 6.5% 2.6% 8.8% 0.4% 5.6% 3.5% 9.2%
SP500 (.SPx) Daily 7.4% 2.2% 6.3% 3.2% 9.0% 0.7% 5.3% 4.2% 9.8%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 6,603 2,331 3,845 4,525 6,677 2,058 3,128 5,372 10,109
SP400 (MDY) Daily 8,261 1,191 5,566 2,983 7,674 1,434 4,492 4,014 10,209
SP500EW (RSP) Daily 8,672 1,915 7,306 2,715 9,294 1,405 7,425 2,648 12,005
SP1500 (ITOT) Daily 9,502 2,532 8,741 2,897 13,148 442 7,242 4,075 14,171
SP500 (.SPx) Daily 10,303 2,387 8,327 3,722 13,400 747 6,809 5,032 15,149
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Avg Signals (10yr) /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr Chg(TTM)/Yr
SP600 (IJR) Daily 2.3 31% 2.9 34% 0.8 22% 2.8 29% 1.5
SP400 (MDY) Daily 1.7 26% 2.1 25% 1.0 14% 2.6 24% 2.6
SP500EW (RSP) Daily 1.5 23% 2.1 21% 1.0 14% 2.2 22% 3.4
SP1500 (ITOT) Daily 1.4 21% 1.4 21% 0.8 13% 2.1 20% 1.2
SP500 (.SPx) Daily 1.0 19% 1.8 19% 0.8 12% 2.6 19% 1.0
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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 173 79 168 85 196 56 178 74 81
SP400 (MDY) Daily 187 65 189 63 216 37 190 62 75
SP500EW (RSP) Daily 194 58 199 53 217 35 197 55 62
SP1500 (ITOT) Daily 199 53 200 52 220 32 201 51 52
SP500 (.SPx) Daily 203 49 204 48 221 31 206 46 50
Overall Avg (MktD) = 191 61 192 60 214 38 194 58 64
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2 Likes
10
Friday, June 30, 2023 PO’s(6m) PO’s(6m) 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 BEARish 21-Mar-23 Bullish 13-Jun-23 Bullish 31-Jan-23 Bullish 12-Jun-23 20-Jun-23
SP400 (MDY) Daily Bullish 14-Jun-23 Bullish 08-Jun-23 Bullish 26-Jan-23 Bullish 08-Jun-23 13-Jun-23
SP500EW (RSP) Daily Bullish 16-Jun-23 Bullish 08-Jun-23 Bullish 26-Jan-23 Bullish 08-Jun-23 16-Jun-23
SP1500 (ITOT) Daily Bullish 30-Mar-23 Bullish 04-Apr-23 Bullish 01-Feb-23 Bullish 06-Apr-23 16-May-23
SP500 (.SPx) Daily Bullish 30-Jan-23 Bullish 24-Mar-23 Bullish 01-Feb-23 Bullish 04-Apr-23 15-May-23
Cash_Alloc(Eq-Wt) = 1 20% 0 0% 0 0% 1 6.7%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Price Derivatives APO(40,120) APO(24,120) (TP,SMA) SMA(TP,210) %Off_Hi(99) Since_NewHi Last_MAC (TP,SMA) Last_Price
SP600 (IJR) Daily -0.08 0.56 3.4% 96.62 -5.2% 101 (TP,200d) 3.4% 99.65
SP400 (MDY) Daily 3.75 7.25 5.9% 451.82 -2.4% 102 (TP,50d) 5.1% 478.91
SP500EW (RSP) Daily 0.79 1.62 4.8% 142.72 -2.2% 102 (TP,50d) 3.9% 149.64
SP1500 (ITOT) Daily 2.71 3.81 10.5% 88.49 NEW 0 (TP,50d) 5.3% 97.84
SP500 (.SPx) Daily 134.29 185.41 11.1% 4000.02 NEW 0 (TP,50d) 5.2% 4450.38
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -22% -8.8% -21% -8.3% -40% -9.1% -30% -10.1% -9.6%
SP400 (MDY) Daily -14% -5.3% -17% -6.0% -38% -6.4% -27% -8.8% -7.7%
SP500EW (RSP) Daily -18% -5.3% -21% -6.1% -32% -4.9% -24% -8.2% -6.7%
SP1500 (ITOT) Daily -11% -4.4% -14% -5.5% -22% -6.2% -20% -7.4% -8.4%
SP500 (.SPx) Daily -13% -4.3% -17% -6.9% -20% -5.0% -24% -7.8% -7.4%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 5.3% 2.9% 3.7% 4.5% 6.4% 1.9% 3.1% 5.2% 8.4%
SP400 (MDY) Daily 6.8% 1.8% 5.3% 3.2% 7.2% 1.3% 4.4% 4.1% 8.7%
SP500EW (RSP) Daily 6.8% 2.4% 6.4% 2.8% 8.0% 1.3% 6.3% 2.9% 9.4%
SP1500 (ITOT) Daily 7.9% 2.3% 7.6% 2.6% 9.9% 0.4% 6.7% 3.5% 10.4%
SP500 (.SPx) Daily 8.3% 2.2% 7.2% 3.2% 9.9% 0.7% 6.4% 4.2% 10.7%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 6,896 3,290 4,352 5,590 8,555 2,058 3,523 6,595 12,375
SP400 (MDY) Daily 9,412 1,945 6,689 3,764 10,088 1,434 5,431 4,962 12,970
SP500EW (RSP) Daily 9,466 2,731 8,563 3,218 11,515 1,405 8,445 3,307 14,537
SP1500 (ITOT) Daily 11,481 2,532 10,766 2,897 15,649 442 9,045 4,119 16,782
SP500 (.SPx) Daily 12,411 2,387 10,230 3,722 15,830 747 8,511 5,073 17,760
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Avg Signals (10yr) /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr /Year %Bearish/Yr Chg(TTM)/Yr
SP600 (IJR) Daily 2.3 32% 3.0 34% 0.8 22% 2.9 30% 1.6
SP400 (MDY) Daily 1.8 26% 2.2 25% 1.0 14% 2.7 25% 2.8
SP500EW (RSP) Daily 1.6 23% 2.2 21% 1.0 14% 2.3 22% 1.6
SP1500 (ITOT) Daily 1.4 21% 1.4 21% 0.8 13% 2.0 20% 1.2
SP500 (.SPx) Daily 1.0 19% 1.8 19% 0.8 12% 2.6 19% 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 171 81 167 85 196 56 177 75 82
SP400 (MDY) Daily 186 66 188 64 216 37 190 62 76
SP500EW (RSP) Daily 193 59 198 54 217 35 196 56 63
SP1500 (ITOT) Daily 199 53 200 52 220 32 201 51 52
SP500 (.SPx) Daily 203 49 204 48 221 31 206 46 50
Overall Avg (MktD) = 191 61 191 61 214 38 194 58 64
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2 Likes
11
Friday, July 28, 2023 PO’s(6m) PO’s(6m) 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 03-Jul-23 Bullish 13-Jun-23 Bullish 19-Jul-23 Bullish 21-Jul-23 20-Jun-23
SP400 (MDY) Daily Bullish 14-Jun-23 Bullish 08-Jun-23 Bullish 12-Jul-23 Bullish 08-Jun-23 13-Jun-23
SP500EW (RSP) Daily Bullish 16-Jun-23 Bullish 08-Jun-23 Bullish 12-Jul-23 Bullish 08-Jun-23 16-Jun-23
SP1500 (ITOT) Daily Bullish 30-Mar-23 Bullish 04-Apr-23 Bullish 01-Feb-23 Bullish 06-Apr-23 16-May-23
SP500 (.SPx) Daily Bullish 30-Jan-23 Bullish 24-Mar-23 Bullish 01-Feb-23 Bullish 04-Apr-23 15-May-23
Cash_Alloc(Eq-Wt) = 0 0% 0 0% 0 0% 0 0.0%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
Price Derivatives APO(40,120) APO(24,120) (TP,SMA) SMA(TP,210) %Off_Hi(99) Since_NewHi Last_MAC (TP,SMA) Last_Price
SP600 (IJR) Daily 2.00 3.41 7.2% 97.27 NEW 1 (50d,200d) 0.9% 104.24
SP400 (MDY) Daily 13.19 20.08 8.6% 456.50 NEW 1 (TP,50d) 5.4% 495.89
SP500EW (RSP) Daily 3.32 5.13 7.3% 143.89 NEW 1 (TP,50d) 4.7% 154.40
SP1500 (ITOT) Daily 3.94 5.33 12.7% 89.60 NEW 1 (TP,50d) 5.0% 101.12
SP500 (.SPx) Daily 182.47 243.21 12.9% 4053.92 NEW 1 (TP,50d) 4.8% 4582.23
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -22% -8.6% -21% -8.1% -40% -8.9% -28% -9.7% -9.6%
SP400 (MDY) Daily -14% -5.1% -17% -5.8% -38% -6.2% -27% -8.7% -7.7%
SP500EW (RSP) Daily -18% -5.1% -21% -5.9% -32% -4.7% -24% -8.4% -6.7%
SP1500 (ITOT) Daily -11% -4.2% -14% -5.4% -22% -6.0% -20% -6.9% -8.4%
SP500 (.SPx) Daily -13% -4.2% -17% -6.7% -20% -4.8% -24% -7.3% -7.4%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 4.9% 2.9% 3.3% 4.5% 5.3% 2.6% 2.9% 5.0% 8.0%
SP400 (MDY) Daily 6.3% 1.8% 4.8% 3.2% 6.5% 1.6% 4.2% 3.9% 8.2%
SP500EW (RSP) Daily 6.5% 2.4% 6.1% 2.8% 7.5% 1.5% 6.0% 3.0% 9.1%
SP1500 (ITOT) Daily 7.6% 2.3% 7.3% 2.6% 9.6% 0.4% 7.0% 2.9% 10.1%
SP500 (.SPx) Daily 8.2% 2.2% 7.1% 3.2% 9.7% 0.7% 6.3% 3.9% 10.5%
----- - ----- ----- - ----- ----- - ----- ----- - ----- ----- - -----
10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 6,106 3,317 3,816 5,590 6,694 2,902 3,287 6,248 11,540
SP400 (MDY) Daily 8,412 1,945 6,047 3,764 8,753 1,777 5,091 4,719 12,086
SP500EW (RSP) Daily 8,682 2,731 8,095 3,218 10,547 1,640 7,896 3,406 13,918
SP1500 (ITOT) Daily 10,790 2,532 10,281 2,897 15,051 442 9,698 3,282 16,157
SP500 (.SPx) Daily 11,887 2,387 9,756 3,722 15,225 747 8,491 4,706 17,110
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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 2.4 32% 3.0 34% 1.0 23% 2.9 30% 1.6
SP400 (MDY) Daily 1.8 26% 2.2 25% 1.2 15% 2.7 25% 2.8
SP500EW (RSP) Daily 1.6 23% 2.2 21% 1.2 14% 2.3 22% 1.6
SP1500 (ITOT) Daily 1.4 21% 1.4 21% 0.8 13% 2.0 20% 1.2
SP500 (.SPx) Daily 1.0 19% 1.8 19% 0.8 12% 2.5 19% 1.0
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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 171 81 167 85 195 57 175 77 82
SP400 (MDY) Daily 186 66 188 64 215 37 189 63 76
SP500EW (RSP) Daily 193 59 198 54 216 36 196 56 63
SP1500 (ITOT) Daily 199 53 200 52 220 32 201 51 52
SP500 (.SPx) Daily 203 49 204 48 221 31 206 46 50
Overall Avg (MktD) = 191 61 191 61 213 39 193 59 64
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3 Likes
12
Thursday, August 31, 2023 PO’s(6m) PO’s(6m) 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 Last_Chg(TTM)
SP600 (IJR) Daily Bullish 03-Jul-23 Bullish 13-Jun-23 Bullish 19-Jul-23 BEARish 28-Aug-23 17-Aug-23
SP400 (MDY) Daily Bullish 14-Jun-23 Bullish 08-Jun-23 Bullish 12-Jul-23 BEARish 29-Aug-23 13-Jun-23
SP500EW (RSP) Daily Bullish 16-Jun-23 Bullish 08-Jun-23 Bullish 12-Jul-23 BEARish 28-Aug-23 21-Aug-23
SP1500 (ITOT) Daily Bullish 30-Mar-23 Bullish 04-Apr-23 Bullish 01-Feb-23 Bullish 06-Apr-23 16-May-23
SP500 (.SPx) Daily Bullish 30-Jan-23 Bullish 24-Mar-23 Bullish 01-Feb-23 Bullish 04-Apr-23 15-May-23
Cash_Alloc(Eq-Wt) = 0 0% 0 0% 0 0% 3 20.0%
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Price Derivatives PPO(40,120) PPO(24,120) (TP,SMA) SMA(TP,210) %Off_Hi(99) Since_NewHi Last_MAC (TP,SMA) Last_Price
SP600 (IJR) Daily 1.34% 1.35% 2.68% 98.39 -3.48% 21 (TP,50d) 0.15% 100.78
SP400 (MDY) Daily 1.83% 1.90% 4.47% 463.70 -2.90% 24 (TP,50d) 0.35% 483.57
SP500EW (RSP) Daily 1.31% 1.29% 2.89% 145.96 -3.21% 24 (TP,50d) -0.18% 149.92
SP1500 (ITOT) Daily 2.87% 3.12% 8.88% 91.46 -1.68% 24 (TP,50d) 1.16% 99.41
SP500 (.SPx) Daily 2.92% 3.17% 9.06% 4140.58 -1.62% 24 (TP,50d) 1.09% 4507.66
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily -22% -8.8% -21% -8.1% -40% -9.0% -29% -9.9% -9.5%
SP400 (MDY) Daily -14% -5.2% -17% -5.9% -38% -6.2% -27% -9.0% -7.7%
SP500EW (RSP) Daily -18% -5.2% -21% -6.0% -32% -4.7% -24% -8.7% -6.7%
SP1500 (ITOT) Daily -11% -4.3% -14% -5.5% -22% -6.2% -20% -7.0% -8.4%
SP500 (.SPx) Daily -13% -4.3% -17% -6.9% -20% -5.0% -24% -7.4% -7.4%
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10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 4.8% 2.9% 3.2% 4.5% 5.1% 2.6% 2.7% 5.0% 7.8%
SP400 (MDY) Daily 6.4% 1.8% 4.9% 3.2% 6.5% 1.6% 4.2% 4.0% 8.3%
SP500EW (RSP) Daily 6.5% 2.4% 6.1% 2.8% 7.4% 1.5% 5.9% 3.0% 9.1%
SP1500 (ITOT) Daily 7.8% 2.3% 7.5% 2.6% 9.8% 0.4% 7.2% 2.9% 10.3%
SP500 (.SPx) Daily 8.4% 2.2% 7.2% 3.2% 9.9% 0.7% 6.5% 3.9% 10.7%
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10Yr $ROI (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily 5,683 3,317 3,645 5,590 6,487 2,902 3,042 6,340 11,273
SP400 (MDY) Daily 8,265 1,945 6,135 3,764 8,857 1,777 5,123 4,766 12,207
SP500EW (RSP) Daily 8,391 2,731 8,032 3,218 10,477 1,640 7,752 3,460 13,835
SP1500 (ITOT) Daily 10,854 2,532 10,596 2,897 15,439 442 10,004 3,282 16,563
SP500 (.SPx) Daily 12,266 2,387 10,098 3,722 15,662 747 8,811 4,706 17,580
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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 2.4 32% 3.0 34% 1.0 23% 2.9 30% 1.7
SP400 (MDY) Daily 1.8 26% 2.2 25% 1.2 15% 2.7 25% 2.8
SP500EW (RSP) Daily 1.6 23% 2.2 21% 1.2 14% 2.3 22% 1.7
SP1500 (ITOT) Daily 1.4 21% 1.4 21% 0.8 13% 2.0 20% 1.2
SP500 (.SPx) Daily 1.0 19% 1.8 19% 0.8 12% 2.5 19% 1.0
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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 171 81 167 85 195 57 175 77 83
SP400 (MDY) Daily 186 66 188 64 215 37 189 63 76
SP500EW (RSP) Daily 193 59 198 54 216 36 196 56 64
SP1500 (ITOT) Daily 199 53 200 52 220 32 201 51 52
SP500 (.SPx) Daily 203 49 204 48 221 31 206 46 50
Overall Avg (MktD) = 191 61 191 61 213 39 193 59 65
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2 Likes