Market Trend Indicators

**As of**             **Friday, September 9, 2022**
 
**Status of the three(x5) used for Allocation:      80%**  of fifteen indicators are "BEARish".
  Count of new signals in the last 30 days =   **1        (Zero new signals since last week)**

**PO's:                                             3**  of five indicators are "Bullish".
                               New signal is   **possible** next week.
 
**MAC(10m):                                         0**  of five indicators are "Bullish".
                               New signal is  **not likely** next week.
 
**DBE(99d,5m):                                      0**  of five indicators are "Bullish".
            Next possible 99 day new high is   **-8.1%**  %Off_Hi(99)
 
**Other_MAC: (FYI only)                             67%**  of fifteen indicators are "BEARish".
---                                               ---                      ---
 **9-Sep-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    **|**   Bullish   2022-07-27  **|** BEARish    2022-01-31  **|**   BEARish      2022-04-11  **|**  Bullish   2022-07-26  **|**    2022-04-06
SP400 (MDY) Daily    **|**   Bullish   2022-08-04  **|** BEARish    2022-02-01  **|**   BEARish      2022-04-11  **|**  Bullish   2022-07-26  **|**    2022-04-12
SP500EW (RSP) Daily  **|**   Bullish   2022-08-26  **|** BEARish    2022-05-05  **|**   BEARish      2022-06-07  **|**  Bullish   2022-08-02  **|**    2022-05-11
SP1500 (ITOT) Daily  **|**   BEARish   2022-02-24  **|** BEARish    2022-02-25  **|**   BEARish      2022-06-06  **|**  Bullish   2022-07-26  **|**    2022-04-28
SP500 (.SPx) Daily   **|**   BEARish   2022-04-29  **|** BEARish    2022-04-25  **|**   BEARish      2022-06-06  **|**  Bullish   2022-07-26  **|**    2022-05-11
**Cash_Alloc(Eq-Wt) =  |**     2        **40%     |**     5      **100%     |**      5        **100%      |**     10      **66.7%     |** 
       -----            -----       -----        -----      -----         -----         -----        -----      -----          -----
 **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    **|**      -1.5%        1.0%  **|**    -6.4%       104.41  **|**       -9.7%           211  **|**  (TP,50d)       -0.8%  **|**         98.01
SP400 (MDY) Daily    **|**       2.2%        2.9%  **|**    -3.4%       471.37  **|**       -8.1%           211  **|**  (TP,50d)        2.1%  **|**        456.67
SP500EW (RSP) Daily  **|**       0.0%       -0.9%  **|**    -3.4%       150.59  **|**       -9.0%           171  **|**  (TP,50d)        2.0%  **|**        145.74
SP1500 (ITOT) Daily  **|**      -2.9%       -4.9%  **|**    -5.7%        95.85  **|**       -9.6%           171  **|**  (TP,50d)        1.1%  **|**         90.63
SP500 (.SPx) Daily   **|**      -2.8%       -2.7%  **|**    -5.6%      4294.20  **|**       -9.7%           171  **|**  (TP,50d)        0.7%  **|**       4067.36
       -----            -----       -----        -----      -----         -----         -----        -----      -----          -----

More detail: TMF Foolish Workshop
https://discussion.fool.com/Message.aspx?mid=35013503
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_

7 Likes
**Modern Family:**   **Symbol:    Status:    Roles (leading indicators that act as a guide for the stock market macro picture)**
S&P 500 Index           .SPx     **BEARish**   - major U.S. market index
Russell 1000EW          EQAL     **Warning**   - gauge the health of many Large-Mid companies within the U.S.
Russell 2000            IWM      **BEARish**   - gauge the health of many Small-Micro companies within the U.S.
Transportation          IYT      **Warning**   - measure Industry & Manufacture strength - supply and demand
Retail                  XRT      **BEARish**   - measure strength economy and consumer confidence
Regional Bank           KRE      **Warning**   - measure the health of financial system in the U.S.
BioTech                 IBB      **BEARish**   - highly speculated: assesses where money is flowing
SemiConductor           SMH      **BEARish**   - innovation: a major player technology trends
      ---               ---        ---                                             ---
**9-Sep-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)*          |    BEARish     |    Warning     |    BEARish         Warning       BEARish         Warning        BEARish        BEARish__
LastD_Change         |   2022-09-06   |   2022-08-02   |   2022-09-08     2022-07-25     2022-09-07     2022-07-25      2022-09-01     2022-09-01
Since_Change         |        3       |       38       |        1             46              2             46              8              8
Signals(3)/Yr        |       10       |       10       |        6             8               6             9               6              9
%Bullish/Yr          |      36%       |      33%       |      23%             28%           10%             34%             6%            34%
Status MAC(50)       |   Resistance   |    Support     |   Resistance       Support      Resistance       Support       Resistance     Resistance
Status MAC(200)      |   Resistance   |   Resistance   |   Resistance     Resistance     Resistance     Resistance      Resistance     Resistance
 
Slope(50)            |       7%       |       9%       |      11%             12%           12%             11%             3%             7%
Slope(200)           |      -19%      |      -14%      |      -22%           -22%           -42%           -21%           -21%           -39%
Last_Price           |    4067.36     |      42.79     |     187.39         235.43          66.01         64.05           128.40         216.86
50-DMA               |    4030.39     |      41.78     |     184.49         229.86          64.70         62.71           125.36         223.56
200-DMA              |    4275.49     |      43.90     |     195.39         246.35          74.01         66.85           128.45         253.02
DMAC(50,200)         |      -5.7%     |      -4.8%     |      -5.6%         -6.7%          -12.6%         -6.2%           -2.4%          -11.6%
 
52wL                 |    3666.77     |      38.38     |     163.90         207.48          58.16         56.83           105.82         195.99
52wH                 |    4796.56     |      48.05     |     242.56         279.97         104.16         78.78           173.92         316.56
%Off_52wH            |      -15%      |      -11%      |      -23%           -16%           -37%           -19%           -26%           -31%
LastD_52wH           |   2022-01-03   |   2021-11-15   |   2021-11-08     2022-01-04     2021-11-16     2022-01-14      2021-09-23     2021-12-27
Since_52wH           |      249       |      298       |      305             248           297             238            351            256
                     |                |                |
      ---                   ---              ---              ---             ---           ---             ---            ---            ---

The Economic Modern Family (MarketGauge.com) is a combination of one market index and 5 varying sectors & groups for “Market Analysis”.
Trend indicators that give you an overall weekly gauge of how aggressive or not to be on the long or short side.
*My Modern Family signals(3) are not strictly identical to the MarketGauge.com “Phases Tutorial”(6).
63% - “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.
38% - “Cautionary Warning” phase is when the price(5d) is below the 200-Day moving averages for at least 5 days.
0% - “Cautionary Watch” phase is when the price(5d) is below the 50-Day moving averages for at least 5 days.
0% - “Bullish” phase is when the price(5d) is above the 50-Day and 200-Day moving averages for at least 5 days.
19% - “Support” is the level at which demand is strong enough to stop the stock from falling any further. (MAC positive 5d)
81% - “Resistance” is the level at which supply is strong enough to stop the stock from moving higher. (MAC negative 5d)

GD_


3 Likes

Fred Data for YTD

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity (T10Y2Y) | FRED | St. Louis Fed (stlouisfed.org)

12/31/2021   0.79
1/3/2022     0.85
1/4/2022     0.89
1/5/2022     0.88
1/6/2022     0.85
1/7/2022     0.89
1/10/2022    0.86
1/11/2022    0.85
1/12/2022    0.82
1/13/2022    0.79
1/14/2022    0.79
1/17/2022   .
1/18/2022    0.81
1/19/2022    0.79
1/20/2022    0.75
1/21/2022    0.74
1/24/2022    0.76
1/25/2022    0.76
1/26/2022    0.72
1/27/2022    0.63
1/28/2022    0.63
1/31/2022    0.61
2/1/2022     0.63
2/2/2022     0.62
2/3/2022     0.63
2/4/2022     0.62
2/7/2022     0.62
2/8/2022     0.61
2/9/2022     0.58
2/10/2022    0.42
2/11/2022    0.42
2/14/2022    0.40
2/15/2022    0.47
2/16/2022    0.51
2/17/2022    0.48
2/18/2022    0.45
2/21/2022   .
2/22/2022    0.38
2/23/2022    0.41
2/24/2022    0.42
2/25/2022    0.42
2/28/2022    0.39
3/1/2022     0.41
3/2/2022     0.36
3/3/2022     0.33
3/4/2022     0.24
3/7/2022     0.23
3/8/2022     0.23
3/9/2022     0.26
3/10/2022    0.26
3/11/2022    0.25
3/14/2022    0.27
3/15/2022    0.30
3/16/2022    0.24
3/17/2022    0.26
3/18/2022    0.17
3/21/2022    0.18
3/22/2022    0.20
3/23/2022    0.19
3/24/2022    0.21
3/25/2022    0.18
3/28/2022    0.11
3/29/2022    0.06
3/30/2022    0.04
3/31/2022    0.04
**4/1/2022    -0.05**
**4/4/2022    -0.01**
4/5/2022     0.03
4/6/2022     0.11
4/7/2022     0.19
4/8/2022     0.19
4/11/2022    0.29
4/12/2022    0.33
4/13/2022    0.33
4/14/2022    0.36
4/15/2022   .
4/18/2022    0.39
4/19/2022    0.32
4/20/2022    0.25
4/21/2022    0.22
4/22/2022    0.18
4/25/2022    0.18
4/26/2022    0.23
4/27/2022    0.24
4/28/2022    0.22
4/29/2022    0.19
5/2/2022     0.26
5/3/2022     0.19
5/4/2022     0.27
5/5/2022     0.34
5/6/2022     0.40
5/9/2022     0.44
5/10/2022    0.37
5/11/2022    0.25
5/12/2022    0.28
5/13/2022    0.32
5/16/2022    0.30
5/17/2022    0.27
5/18/2022    0.21
5/19/2022    0.21
5/20/2022    0.18
5/23/2022    0.21
5/24/2022    0.26
5/25/2022    0.27
5/26/2022    0.29
5/27/2022    0.27
5/30/2022   .
5/31/2022    0.32
6/1/2022     0.28
6/2/2022     0.27
6/3/2022     0.30
6/6/2022     0.31
6/7/2022     0.23
6/8/2022     0.25
6/9/2022     0.21
6/10/2022    0.09
6/13/2022    0.03
6/14/2022    0.04
6/15/2022    0.13
6/16/2022    0.14
6/17/2022    0.08
6/20/2022   .
6/21/2022    0.10
6/22/2022    0.10
6/23/2022    0.08
6/24/2022    0.09
6/27/2022    0.12
6/28/2022    0.10
6/29/2022    0.04
6/30/2022    0.06
7/1/2022     0.04
7/4/2022    .
**7/5/2022     0.00**
**7/6/2022    -0.04**
**7/7/2022    -0.02**
**7/8/2022    -0.03**
**7/11/2022   -0.08**
**7/12/2022   -0.07**
**7/13/2022   -0.22**
**7/14/2022   -0.19**
**7/15/2022   -0.20**
**7/18/2022   -0.19**
**7/19/2022   -0.22**
**7/20/2022   -0.21**
**7/21/2022   -0.19**
**7/22/2022   -0.21**
**7/25/2022   -0.19**
**7/26/2022   -0.21**
**7/27/2022   -0.18**
**7/28/2022   -0.17**
**7/29/2022   -0.22**
**8/1/2022    -0.30**
**8/2/2022    -0.31**
**8/3/2022    -0.37**
**8/4/2022    -0.35**
**8/5/2022    -0.41**
**8/8/2022    -0.44**
**8/9/2022    -0.48**
**8/10/2022   -0.45**
**8/11/2022   -0.36**
**8/12/2022   -0.41**
**8/15/2022   -0.41**
**8/16/2022   -0.43**
**8/17/2022   -0.39**
**8/18/2022   -0.34**
**8/19/2022   -0.27**
**8/22/2022   -0.29**
**8/23/2022   -0.24**
**8/24/2022   -0.25**
**8/25/2022   -0.32**
**8/26/2022   -0.33**
**8/29/2022   -0.30**
**8/30/2022   -0.35**
**8/31/2022   -0.30**
**9/1/2022    -0.25**
**9/2/2022    -0.20**
**9/5/2022    .**
**9/6/2022    -0.17**
**9/7/2022    -0.18**
**9/8/2022    -0.19**
**9/9/2022    -0.23**

GD_

1 Like

Fred Data for YTD

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity (T10Y2Y) | FRED | St. Louis Fed (stlouisfed.org)

12/31/2021   0.79
1/3/2022     0.85
1/4/2022     0.89
1/5/2022     0.88
...
That's a big table to digest : )

This is much easier to keep an eye on
https://stockcharts.com/h-sc/ui?s=%24UST10Y-%24UST3M&p=D…

That graph uses 10y-3m per the original research that has held up very well…
“and the inversion importantly needs to last for a quarter”, adds the original researcher.
I watch it more frequently than that, just considering a shorter duration inversion as an early warning just with less certainty.
https://discussion.fool.com/ot-yield-curve-inversion-35149525.as…
As may be obvious there has been no inversion yet, by the classic definition that has held up out of sample since '86.

Jim

10 Likes

Hot US Aug CPI seen cementing aggressive FOMC
REUTERS 8:03 AM ET 9/13/2022

MARKET REACTION:

STOCKS: S&P 500 futures turned sharply lower, and were down 1.8%, pointing to a weak opening on Wall Street

BONDS: The yield on 10-year Treasury notes rose and was up 5.2 basis points to 3.414%; The two-year U.S. Treasury yield, surged and was up 13.3 basis points at 3.704%.

FOREX: The dollar index turned 0.73% higher

GD_

Fixed Income & Bond Yields
AS OF 9:58 AM ET 09/13/2022

Does anyone else find the 3mo vs 10y bond yields out of sync from the 2y vs 10y?
This does not seem as it should be. Probably just my paranoia but given the current events and controls it seems anything is possible.

                     **3mo** 6mo    9mo    1yr    2yr    3yr    5yr    10yr   20yr   30yr+
**CDs (New Issues)**  2.85%  3.20%  3.25%  3.40%  3.50%  3.50%  3.65%  4.00%  --     --
**BONDS** 
**U.S. Treasury**  3.16%  3.53%  3.64%  3.76%  3.75%  3.75%  3.60%  3.44%  3.82%  3.58%
**U.S. Treasury Zeros** --      --     3.40%  3.60%  3.59%  3.57%  3.60%  3.57%  3.91%  3.45%
**Agency/GSE**  3.13%  --     3.70%  3.83%  3.77%  3.92%  3.77%  4.14%  4.11%  4.48%
**Corporate (Aaa/AAA)**  2.45%  3.27%  3.29%  3.29%  3.58%  3.76%  3.67%  --     4.45%  4.52%
**Corporate (Aa/AA)**  2.83%  3.16%  3.57%  3.58%  3.78%  3.91%  4.02%  4.28%  4.95%  4.90%
**Corporate (A/A)**  3.04%  3.29%  3.64%  3.84%  4.05%  4.20%  4.40%  4.67%  5.05%  4.97%
**Corporate (Baa/BBB)**  3.09%  3.61%  3.92%  4.16%  4.45%  4.58%  4.86%  5.37%  5.58%  5.45%
**Municipal (Aaa/AAA)** --      2.24%  2.28%  2.25%  2.34%  2.40%  2.47%  2.88%  4.01%  --
**Municipal (Aa/AA)** -4.14%  2.02%  2.32%  2.26%  2.32%  2.34%  2.49%  2.98%  4.07%  4.15%
**Municipal (A/A)**  0.73%  1.89%  2.38%  2.34%  2.36%  2.47%  2.61%  3.14%  4.18%  --
__Taxable Municipal*__  2.10%  1.93%  2.55%  2.75%  3.33%  3.70%  4.14%  4.54%  4.68%  4.76%

GD_

4 Likes

Does anyone else find the 3mo vs 10y bond yields out of sync from the 2y vs 10y?
This does not seem as it should be. Probably just my paranoia but given the current events and controls it seems anything is possible.

Nothing out of the ordinary. No conspiracy theory required. The market is indicating that it expects inflation to be an issue, and interest rates to be high, for the next year or two, but not so much for the longer term.

Elan

7 Likes