The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Foolish Workshop

URL:  https://boards.fool.com/summary-status-po39s-status-mac10m--32562198.aspx

Subject:  Re: Market Trend Indicators for 2017 Date:  1/20/2017  6:07 PM
Author:  MapG Number:  33431 of 33754

        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) = | 44 | 188 | 161 25 | 42
First_Chg (MarketDays) = | 211 | 209 | 194 31 | 209
----- ----- ----- ----- ----- ----- ----- -----
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 | 1.0% 5.3% | 67.95 61.17 | 69.28 70.68 | 67.96
SP400 (MDY) Daily | 4.4% 5.2% | 304.50 280.34 | 307.84 309.59 | 304.58
SP500EW (RSP) Daily | 3.8% 4.6% | 87.93 82.58 | 88.21 88.63 | 87.97
SP3500 (ITOT) Daily | 4.8% 5.1% | 52.04 48.97 | 52.27 52.38 | 52.05
SP500 (SPY) Weekly | 4.06 3.43 | 226.49 214.94 | 227.31 228.34 | 226.74
SP500 (.SPX) Daily | 41.17 33.11 | 2271.09 2145.83 | 2278.68 2282.10 | 2271.31
----- ----- ----- ----- ----- ----- ----- -----

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 | 45 209
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 | 42 199
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 | 42 206
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 | 42 199
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 | 42 188
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% | 42 209 -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%

Copyright 1996-2019 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us