29-Apr-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 2022-04-12 | BEARish 2022-01-31 | BEARish 2022-04-11 | Bullish 2022-03-23 | 2022-04-06
SP400 (MDY) Daily | BEARish 2022-04-12 | BEARish 2022-02-01 | BEARish 2022-04-11 | Bullish 2022-03-23 | 2022-04-12
SP500EW (RSP) Daily | BEARish 2022-02-23 | Bullish 2022-03-23 | Bullish 2020-09-02 | BEARish 2022-03-25 | 2020-10-06
SP1500 (ITOT) Daily | BEARish 2022-02-24 | BEARish 2022-02-25 | Bullish 2019-03-15 | Bullish 2022-03-24 | 2022-04-28
SP500 (.SPx) Daily | BEARish 2022-04-29 | BEARish 2022-04-25 | Bullish 2019-03-13 | BEARish 2022-04-25 | 2020-05-22
Cash_Alloc(Eq-Wt) = | 5 100% | 4 80% | 2 40% | 9 60.0% |
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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 | -2.5% -2.5% | -8.8% 110.13 | -11.7% 119 | (TP,50d) -5.4% | 99.42
SP400 (MDY) Daily | -1.5% -2.3% | -6.7% 493.90 | -9.6% 119 | (TP,50d) -4.1% | 455.83
SP500EW (RSP) Daily | -0.8% -0.5% | -4.3% 155.59 | -7.2% 79 | (50d,200d) -0.9% | 147.45
SP1500 (ITOT) Daily | -3.2% -3.5% | -8.4% 101.40 | -11.5% 79 | (TP,50d) -5.0% | 91.83
SP500 (.SPx) Daily | -0.2% 0.3% | -6.9% 4485.68 | -10.6% 79 | (TP,210d) -6.9% | 4131.93
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) | MaxDD AvgDD | MaxDD AvgDD | MaxDD AvgDD | MaxDD AvgDD | AvgDD
SP600 (IJR) Daily | -19% -5.7% | -26% -8.5% | -40% -9.2% | -31% -8.9% | -8.3%
SP400 (MDY) Daily | -17% -5.5% | -18% -6.7% | -38% -6.1% | -25% -7.3% | -6.5%
SP500EW (RSP) Daily | -25% -7.4% | -22% -7.6% | -32% -5.0% | -21% -6.8% | -5.7%
SP1500 (ITOT) Daily | -26% -9.2% | -22% -8.6% | -22% -3.6% | -20% -6.8% | -4.4%
SP500 (.SPx) Daily | -16% -5.8% | -19% -8.2% | -20% -3.4% | -16% -7.1% | -4.0%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr CAGR (Ex. Div.) | Bullish BEARish | Bullish BEARish | Bullish BEARish | Bullish BEARish | Buy&Hold
SP600 (IJR) Daily | 8.5% 1.8% | 6.5% 3.7% | 8.6% 1.6% | 6.2% 4.0% | 10.4%
SP400 (MDY) Daily | 6.1% 3.6% | 6.9% 2.8% | 8.8% 1.1% | 6.1% 3.7% | 9.9%
SP500EW (RSP) Daily | 7.0% 4.0% | 7.7% 3.3% | 9.9% 1.3% | 8.3% 2.8% | 11.3%
SP1500 (ITOT) Daily | 6.5% 4.5% | 7.7% 3.4% | 10.8% 0.5% | 7.5% 3.6% | 11.4%
SP500 (.SPx) Daily | 7.4% 3.9% | 7.4% 3.9% | 10.7% 0.8% | 7.1% 4.3% | 11.6%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr $ROI (Ex. Div.) | Bullish BEARish | Bullish BEARish | Bullish BEARish | Bullish BEARish | Buy&Hold
SP600 (IJR) Daily | 12,567 1,910 | 8,727 4,352 | 12,847 1,764 | 8,192 4,868 | 16,877
SP400 (MDY) Daily | 8,132 4,204 | 9,465 3,231 | 13,190 1,106 | 8,060 4,399 | 15,755
SP500EW (RSP) Daily | 9,686 4,848 | 11,038 3,893 | 15,768 1,343 | 12,271 3,180 | 19,229
SP1500 (ITOT) Daily | 8,845 5,604 | 11,044 3,973 | 17,994 504 | 10,616 4,309 | 19,405
SP500 (.SPx) Daily | 10,599 4,638 | 10,637 4,611 | 17,843 829 | 9,893 5,179 | 20,153
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Avg Signals (10yr) | /Year %Bearish/Yr | /Year %Bearish/Yr | /Year %Bearish/Yr | /Year %Bearish/Yr | Chg(TTM)/Yr
SP600 (IJR) Daily | 5.0 27% | 1.7 22% | 0.7 15% | 2.6 22% | 2.0
SP400 (MDY) Daily | 3.5 23% | 1.3 17% | 0.9 7% | 2.4 18% | 2.4
SP500EW (RSP) Daily | 1.7 18% | 1.0 12% | 0.8 8% | 1.8 15% | 1.5
SP1500 (ITOT) Daily | 0.9 13% | 0.9 11% | 0.6 6% | 1.8 14% | 1.8
SP500 (.SPx) Daily | 1.1 10% | 1.1 10% | 0.6 6% | 1.9 13% | 1.1
----- ----- ----- ----- ----- ----- ----- ----- ----- -----