Market Trend Indicators

This week 8 of 30 indicators are “BEARish” (two more than last week).
“Modern Family”: Three(IBB,XRT,IWM) continue flashing “BEARish” and zero “Bullish” signals.

Three of five PO’s are “Bullish”.
NO new signal expected next week.

Three of five MAC(10M) are “Bullish”
New “BEARish” signals are expected next week, one MAC is negative but not yet timed out.

All of five DBE(99d,5M) are “Bullish”.
No “BEARish” signals possible for the next 44d.

 **4-Feb-2022       |     PO's        PO's     |  MAC(10m)    MAC(10m)   |  DBE(99,105)  DBE(99,105)   |  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   2022-01-07  **|** BEARish    2022-01-31  **|**   Bullish      2020-08-10  **|**   BEARish   2022-02-01  **|**    2020-11-19
SP400 (MDY) Daily    **|**   BEARish   2022-01-25  **|** BEARish    2022-02-01  **|**   Bullish      2021-10-20  **|**   BEARish   2022-02-01  **|**    2020-11-11
SP500EW (RSP) Daily  **|**   Bullish   2020-06-19  **|** Bullish    2020-07-21  **|**   Bullish      2020-09-02  **|**   BEARish   2022-01-31  **|**    2020-10-06
SP1500 (ITOT) Daily  **|**   Bullish   2020-06-26  **|** Bullish    2020-06-02  **|**   Bullish      2019-03-15  **|**   BEARish   2022-01-20  **|**    2020-05-22
SP500 (.SPx) Daily   **|**   Bullish   2020-06-15  **|** Bullish    2020-06-01  **|**   Bullish      2019-03-13  **|**   BEARish   2022-01-28  **|**    2020-05-22
**Cash_Alloc(Eq-Wt) =  |**     2        **40%     |**     2      **40%      |**      0        **0%       |**     8        **53.3%     |** 
       -----            -----       -----        -----      -----         -----         -----        -----       -----          -----
 **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    **|**      -5.0%       -5.7%  **|**    -6.2%       111.63  **|**      -11.5%            61  **|** (50d,200d)       -0.7%  **|**        104.97
SP400 (MDY) Daily    **|**      -5.1%       -3.0%  **|**    -4.1%       497.41  **|**       -8.7%            61  **|**  (TP,210d)       -4.1%  **|**        478.00
SP500EW (RSP) Daily  **|**       0.8%        1.8%  **|**     1.0%       154.07  **|**       -4.1%            21  **|**   (TP,50d)       -1.7%  **|**        155.73
SP1500 (ITOT) Daily  **|**       1.1%        2.2%  **|**    -0.8%       100.91  **|**       -5.6%            21  **|**   (TP,50d)       -3.4%  **|**        100.21
SP500 (.SPx) Daily   **|**       3.7%        4.2%  **|**     1.5%      4429.01  **|**       -4.6%            21  **|**   (TP,50d)       -2.6%  **|**       4500.53
       -----            -----       -----        -----      -----         -----         -----        -----       -----          -----

More TMF detail: Market Trend Indicators ( Intermediate-Term )
TMF: Market Trend Indicators for 2022 / Foolish Workshop
https://discussion.fool.com/market-trend-indicators-for-2021-347…
https://discussion.fool.com/market-trend-indicators-for-2020-343…
https://discussion.fool.com/market-trend-indicators-for-2019-341…
http://discussion.fool.com/market-trend-indicators-for-2018-3294…
http://discussion.fool.com/market-trend-indicators-for-2017-3254…
http://discussion.fool.com/market-trend-indicators-for-2016-3206…
http://discussion.fool.com/market-trend-indicators-for-2015-3156…
http://discussion.fool.com/market-trend-indicators-for-mi-screen…

GD_

9 Likes
  4-Feb-2022         |  Market Index  |  Market Index  |  ModernFamily   ModernFamily   ModernFamily   ModernFamily   ModernFamily   ModernFamily
 Family Titles:   |  Large Blend   |    Mid Blend   |   *"Grandpa"       "Tran"        "Grandma"   "Prodigal Son"  "Big Brother"    "Sister"*
 Index: (daily)      |      SP500     |    R1000EW     |      R2000     Transportation     Retail     Regional Bank      BioTech     SemiConductor
 **Symbol:      |      .SPX      |      EQAL      |      IWM             IYT           XRT             KRE            IBB            SMH**
                                
 **Status:(3)      |      Watch     |    Warning     |    BEARish         Warning       BEARish         Watch          BEARish         Watch**
LastD_Change         |   2022-01-20   |   2022-01-24   |   2022-01-19     2022-01-21     2022-01-13     2022-01-27      2021-11-24     2022-01-24
Since_Change         |       15       |       11       |       16             14             22             8               72             11
Signals/Yr           |        3       |        7       |        6             6               8             7               6              7
%Bullish/Yr          |      91%       |      77%       |      65%             58%           63%             71%            41%            79%
Status MAC(50)       |   Resistance   |   Resistance   |   Resistance     Resistance     Resistance     Resistance      Resistance     Resistance
Status MAC(200)      |    Support     |   Resistance   |   Resistance     Resistance     Resistance       Support       Resistance      Support
 
Slope(50)            |      -4%       |      -3%       |      -12%            -2%           -20%            6%            -21%           -13%
Slope(200)           |      12%       |       3%       |      -5%             1%            -9%             10%           -11%            24%
Last Price           |    4500.53     |      44.88     |     198.38         260.68          78.49         73.45           130.63         272.53
50-DMA               |    4619.07     |      45.95     |     213.80         266.91          87.28         72.19           144.00         296.50
200-DMA              |    4444.23     |      45.85     |     222.26         262.88          93.08         68.90           156.83         270.18
DMAC(50,200)         |      3.9%      |      0.2%      |      -3.8%          1.5%           -6.2%          4.8%           -8.2%          9.7%
 
%Off_52wH            |      -6.2%     |      -6.6%     |     -18.2%         -6.9%          -24.6%         -6.8%           -25.9%         -13.9%
LastD_52wH           |   2022-01-03   |   2021-11-15   |   2021-11-08     2022-01-04     2021-11-16     2022-01-14      2021-08-09     2021-12-27
Since_52wH           |       32       |       81       |       88             31             80             21             179             39
New_52wH/Yr          |       65       |       35       |       10             30             15             27              4              30
      ---                   ---              ---              ---             ---           ---             ---            ---            ---
 **Family Titles      Index              Symbol  Roles: leading indicators for how much follow through the major indices might experience**
|  Mid Blend       |  Russell 1000EW  |  **EQAL** - gauge the health of many Large-Mid companies within the U.S.
|  *"Grandpa"* |  Russell 2000    |  **IWM** *- gauge the health of many Small-Micro companies within the U.S.*
|  *"Tran"* |  Transportation  |  **IYT** *- measure Industry & Manufacture strength - supply and demand*
|  *"Grandma"* |  Retail          |  **XRT** *- measure strength economy and consumer confidence*
|  *"Prodigal Son"* |  Regional Bank   |  **KRE** *- measure the health of financial system in the U.S.*
|  *"Big Brother"* |  BioTech         |  **IBB** *- highly speculated: assesses where money is flowing*
|  *"Sister"* |  SemiConductor   |  **SMH** *- innovation: a major player technology trends*

The Economic Modern Family (MarketGauge.com) is a combination of one market index and 5 varying sectors & groups for “Market Analysis”.
Intermedate-Term Trend indicators give you an overall weekly gauge of how aggressive or not to be on the long or short side.
My signals(3) are not strictly identical to the MarketGauge.com “Phases Tutorial”(6).

  • “BEARish” phase is when the price(5d) is below the 50-Day and 200-Day moving averages while the 50-DMA is below the 200-DMA.
  • “Cautionary Warning” phase is when the price(5d) is below the 200-Day moving averages.
  • “Cautionary Watch” phase is when the price(5d) is below the 50-Day moving averages.
  • “Bullish” phase is when the price(5d) is above the 50-Day and 200-Day moving averages.
  • “Support” is the level at which demand is strong enough to stop the stock from falling any further. (MAC positive 5d)
  • “Resistance” is the level at which supply is strong enough to stop the stock from moving higher. (MAC negative 5d)

GD_

5 Likes

This week 8 of 30 indicators are “BEARish” (two more than last week).

Sorry that was sloppy and incorrect. Revised Including only the three used for Allocation.

This week 4 of 15 indicators are “BEARish” (Two more than last week).

PO’s: Three of five are “Bullish”.
NO new signal expected next week.

MAC(10M): Three of five are “Bullish”
New “BEARish” signals are expected next week, one MAC is negative but not yet timed out.

DBE: All of five are “Bullish”.
No “BEARish” signals possible for the next 44d.

GD_

6 Likes

Reward & Punishment
February 6, 2022
Weekly Market Outlook
By Keith Schneider and Donn Goodman

https://marketgauge.com/resources/market-outlook/reward-puni…

A Ruthless Market

What Might We Recommend Now?

Our own Mish, in several recent National TV appearances, believes that we are caught in a trading range that could expand and last for some time. The S&P 500 could be building a solid floor (4200) and a hard to break through ceiling (4700) and we may find ourselves oscillating between these two numbers for a while until there is some catalyst one way or the other to break through these ranges…

If you are a follower to Mish or our ETF Complete, you may have noticed the exposure to energy and agricultural commodities. Do not get too wrapped up in, and be very selective, in technology issues or small-cap stocks which right now are in bear phases.

trading range that could expand and last for some time. The S&P 500 could be building a solid floor (4200) and a hard to break through ceiling (4700) and we may find ourselves oscillating between these two numbers for a while

Isn’t that often the precedent of an extended bear market after a long bull? Not a one time big crash all the way down from the top into the abyss but first months of essentially going sideways (very prominent 2007 and 2008)?

Isn’t that often the precedent of an extended bear market after a long bull? Not a one time big crash all the way down from the top into the abyss but first months of essentially going sideways (very prominent 2007 and 2008)?

Guessing it could go either way.

The most obvious example of sideways action for the last 10 months or so are the Equal-weighted indices like EQAL.

GD_

2 Likes

Sideways doesn’t matter.
What matters is going down.
Going down, not just normal volatility.

It is known that you don’t want to be on a hair trigger to get out. That’s why my simple signal to get out is 4 consecutive weeks of the S&P 500 being below it’s 43 week SMA.

4 Likes

That’s why my simple signal to get out is 4 consecutive weeks of the S&P 500 being below it’s 43 week SMA.

So if I’m calculating this correctly, you would get out Feb 10 as that would be the end of 4 consecutive weeks where the S&P is below its 43 week SMA?

doc

2 Likes

So if I’m calculating this correctly, you would get out Feb 10 as that would be the end of 4 consecutive weeks where the S&P is below its 43 week SMA?

You must be calculating it wrong.

The only recent week it has been below the 43 week SMA was the week of Jan 21, which was -0.53% below.

Nobody has charts for weekly SMA, only days. As a quick proxy/sanity check you can look at a chart which shows 200 day SMA.

Nobody has charts for weekly SMA, only days. As a quick proxy/sanity check you can look at a chart which shows 200 day SMA.

I think this can fix you right up. You can select “weeks”

https://bigcharts.marketwatch.com

3 Likes

Nobody has charts for weekly SMA, only days. As a quick proxy/sanity check you can look at a chart which shows 200 day SMA.

It seems to me BigCharts will give you weekly if you want them. Do I misunderstand you?

https://bigcharts.marketwatch.com/advchart/frames/frames.asp…

3 Likes

“believes that we are caught in a trading range that could expand and last for some time. The S&P 500 could be building a solid floor (4200) and a hard to break through ceiling (4700) and we may find ourselves oscillating between these two numbers for a while until there is some catalyst one way or the other to break through these ranges…”

“Guessing it could go either way.”

Nothing personal, but this is so profound that anyone could say it at any time, and they’d be right.

Elan

6 Likes

Nobody has charts for weekly SMA,
?
https://schrts.co/YBgxPCqg

and then whatever you want below it…

4 Likes

“believes that we are caught in a trading range that could expand and last for some time. The S&P 500 could be building a solid floor (4200) and a hard to break through ceiling (4700) and we may find ourselves oscillating between these two numbers for a while until there is some catalyst one way or the other to break through these ranges…”

Elan
“Guessing it could go either way.”

Nothing personal, but this is so profound that anyone could say it at any time, and they’d be right.

Rayvt
Sideways doesn’t matter.
What matters is going down.
Going down, not just normal volatility.

It is known that you don’t want to be on a hair trigger to get out.

As to historic periods when S&P was stuck in a “Trading range” was not the concern. This is about the correlation of your screen ETF or Stock with a momentum ranking.

“Sideways does matter” for MI screens because that can be a problem depending on your trading frequency. Why do we choose Daily, Weekly, Monthly or Longer periods between updates for different MI screens? Because whipsaw is bad.

GD_

3 Likes