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URL:  https://boards.fool.com/market-trend-indicators-for-2017-32543430.aspx

Subject:  Market Trend Indicators for 2017 Date:  1/6/2017  4:33 PM
Author:  MapG Number:  33427 of 33742

        6-Jan-17          |     PO's       Last  |   MAC(10m)  Last(2,3w)  |      DBE   Last New  |   Other_MAC
Summary
| Status: PO's | Status: MAC(10m) | Status: 99d High | Cash_Alloc
SP600 (IJR) Daily | Bullish 15-Nov-16 | Bullish 26-Apr-16 | Bullish 9-Dec-16 | -5%
SP400 (MDY) Daily | Bullish 21-Nov-16 | Bullish 11-Apr-16 | Bullish 8-Dec-16 | -5%
SP500EW (RSP) Daily | Bullish 23-Mar-16 | Bullish 30-Mar-16 | Bullish 13-Dec-16 | -5%
SP3500 (ITOT) Daily | Bullish 11-Apr-16 | Bullish 11-Apr-16 | Bullish 13-Dec-16 | -5%
SP500 (SPY) Weekly | Bullish 6-May-16 | Bullish 25-Mar-16 | Bullish 16-Dec-16 | -5%
Cash_Allocation = | -5% | -5% | -5% | -5%
Average_Signals /yr = | 2.1 | 1.1 | 1.2 | 1.9
Last_Chg (MarketDays) = | 34 | 178 | 151 16 | 32
First_Chg (MarketDays) = | 202 | 200 | 184 21 | 200
----- ----- ----- ----- ----- ----- ----- -----
Avg_Signals/yr (10yr) | PO's Bearish | MAC(10m) Bearish | DBE Bearish | Other_MAC
SP600 (IJR) Daily | 4.4 29% | 1.2 27% | 1.4 16% | 2.2
SP400 (MDY) Daily | 2.6 28% | 1.0 24% | 1.4 20% | 1.8
SP500EW (RSP) Daily | 1.6 31% | 1.0 26% | 1.2 19% | 1.6
SP3500 (ITOT) Daily | 1.0 27% | 1.0 27% | 1.0 17% | 1.7
SP500 (SPY) Weekly | 0.8 28% | 1.2 26% | 0.8 22% | 2.3
SP500 (.SPX) Daily | 0.8 28% | 1.0 27% | 0.8 21% | 1.8
----- ----- ----- ----- ----- ----- ----- -----
Non-adjusted Prices | PO(i) PO(s) | TP(H,L,C) SMA(10m) | 5d High 99d High | Last_Price
SP600 (IJR) Daily | 4.8% 7.6% | 138.20 121.18 | 140.75 141.35 | 137.80
SP400 (MDY) Daily | 5.3% 6.0% | 305.81 278.29 | 308.44 309.59 | 305.45
SP500EW (RSP) Daily | 3.9% 4.5% | 88.10 82.14 | 88.40 88.63 | 88.18
SP3500 (ITOT) Daily | 4.5% 4.7% | 52.14 48.72 | 52.31 52.38 | 52.21
SP500 (SPY) Weekly | 3.86 3.09 | 226.28 213.90 | 227.75 228.34 | 227.21
SP500 (.SPX) Daily | 38.70 29.52 | 2274.38 2135.51 | 2282.10 2282.10 | 2276.98
----- ----- ----- ----- ----- ----- ----- -----

Other MAC:                |    MAC*       MAC*       MAC*        DMAC       DMAC     |   LastD   FirstD   Cash
Time Horizon 6w - 9m
| (TP,50d) (TP,21w) (TP,42w) (50d,200d) (21w,50w) | (MktD) (MktD) Alloc
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
SP500 (SPY) Status | Bullish Bullish Bullish Bullish Bullish | Bullish Bullish
Weekly Data Last chg | 18-Nov-16 18-Nov-16 25-Mar-16 22-Apr-16 17-Jun-16 | 35 200
Allocation Weight
| 5% 10% 40% 40% 10% | -5%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
SP3500 (ITOT) Status | Bullish Bullish Bullish Bullish Bullish | Bullish Bullish
Daily Data Last chg | 23-Nov-16 22-Nov-16 11-Apr-16 27-Apr-16 1-Jul-16 | 32 189
Allocation Weight
| 5% 10% 40% 40% 10% | -5%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
SP500EW (RSP) Status | Bullish Bullish Bullish Bullish Bullish | Bullish Bullish
Daily Data Last chg | 23-Nov-16 22-Nov-16 30-Mar-16 25-Apr-16 24-Jun-16 | 32 197
Allocation Weight
| 5% 10% 40% 40% 10% | -5%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
SP400 (MDY) Status | Bullish Bullish Bullish Bullish Bullish | Bullish Bullish
Daily Data Last chg | 23-Nov-16 23-Nov-16 11-Apr-16 27-Apr-16 29-Jun-16 | 32 189
Allocation Weight
| 5% 10% 40% 40% 10% | -5%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
SP600 (IJR) Status | Bullish Bullish Bullish Bullish Bullish | Bullish Bullish
Daily Data Last chg | 23-Nov-16 22-Nov-16 26-Apr-16 29-Apr-16 6-Jul-16 | 32 178
Allocation Weight
| 5% 10% 40% 40% 10% | -5%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Avg_Signals/Yr (10yr) | 4.0 2.4 1.2 1.2 0.7 | Bullish Bullish
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Avg_Allocation Weight | 5% 10% 40% 40% 10% | 32 200 -5%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----

 More detail:  Market Trend Indicators - alternate timing strategy's vs 100% "on-off"
Non-adjusted: When a company issues a dividend its price usually drops. (Ex. Splits)
----- -----
PO's: The difference between two SMA's of a security's price and is expressed as an 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)"
SPY: Weekly "MACD(12,26,9) Signal Line"
.SPX: Daily "MACD(60,130,45) Signal Line"
Criteria: PO's: SELLIF: PO(slow) & PO(inter) < 0, BuyIF: PO(inter) & PO(fast) > 0
Criteria: MACD: SELLIF: EMA9 < 0, BuyIF: EMA9 > 0 where EMA9 = MACD Signal Line
Allocation: Rev 25-Jun-16: ( IJR=5%, MDY=10%, RSP=20%, ITOT=30%, SPY=40%, .SPX=0% )
----- -----
MAC(10m): MAC(TP,10m) where Typical Price(TP) is Average (high,low,close) and SMA(210d or 42w)
Criteria: Rev 15-Oct-16: SELLlF: Negative 3 weeks(15d), BuyIF: Positive 2 week(10d)
Allocation: IJR=5%, MDY=10%, RSP=20%, ITOT=30%, SPY=40%, .SPX=0%
----- -----
DBE: "Dying Bullish Euphoria"
Criteria: SELLlF: No New High prices for 99 days ( High/Low Channel - HC99 uptick )
Allocation: IJR=5%, MDY=10%, RSP=20%, ITOT=30%, SPY=40%, .SPX=0%
----- -----
Other MAC: Intermediate-Term (6w to 9m) "Moving Average Crossovers" with Pre-Set time horizons by others
Criteria: *Rev 21-Aug-16: SELLlF: Negative 2 week(10d), BuyIF: Positive 2 week(10d)
Allocation: MAC(50d)=5%, MAC(21w)=10%, MAC(42w)=40%, DMAC(50d,200d)=40%, DMAC(21w,50w)=10%

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