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URL:  https://boards.fool.com/market-trend-indicators-for-2019-34123771.aspx

Subject:  Market Trend Indicators for 2019 Date:  1/31/2019  4:19 PM
Author:  MapG Number:  33670 of 33771

      2019-01-31         |    PO's      PO's     |  MAC(10m)    MAC(10m)   |  DBE(99d)  DBE(99d)  |  Other_MAC   Other_MAC   |    Buy&Hold
===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Status Summary | Status Last_Chg | Status Last_Chg | Status LastD_NH | Last_MAC First_MAC | TTM_Chg
SP600 (IJR) Daily | Bullish 2019-01-23 | BEARish 2018-11-06 | BEARish 110 | Bullish BEARish | 2018-12-11
SP400 (MDY) Daily | BEARish 2018-10-12 | BEARish 2018-11-06 | Bullish 97 | Bullish BEARish | 2018-11-27
SP500EW (RSP) Daily | BEARish 2018-10-31 | BEARish 2018-11-06 | Bullish 92 | Bullish BEARish | 2018-12-11
SP3200 (ITOT) Daily | BEARish 2018-11-20 | BEARish 2019-01-03 | Bullish 92 | Bullish BEARish | 2018-12-13
SP500 (SPY) Weekly | BEARish 2018-12-14 | BEARish 2018-12-07 | Bullish 92 | Bullish BEARish | 2018-12-07
Cash Allocation = | 80% | 100% | 20% | 80% | 100%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Derivatives | PO(m) PO(s) | TP(H,L,C) SMA(10m) | 5d High 99d High | Last_MAC First_MAC | LastPrice
SP600 (IJR) Daily | 2.2% -0.8% | 76.45 81.33 | 76.78 89.58 | (TP,50d) (4w,9w,18w) | 76.69
SP400 (MDY) Daily | -0.1% -4.2% | 333.20 347.42 | 334.52 374.10 | (TP,50d) (4w,9w,18w) | 333.79
SP500EW (RSP) Daily | -5.6% -6.9% | 100.11 101.49 | 100.47 108.89 | (TP,50d) (4w,9w,18w) | 100.37
SP3200 (ITOT) Daily | -7.1% -6.3% | 61.42 62.67 | 61.69 67.60 | (TP,50d) (4w,9w,18w) | 61.55
SP500 (SPY) Weekly | -4.06 -4.26 | 267.40 273.40 | 270.47 293.94 | (TP,50d) (4w,9w,18w) | 269.93
SP500 (.SPX) Daily | -48.33 -38.24 | 2697.23 2736.81 | 2708.95 2940.91 | (TP,50d) (4w,9w,18w) | 2704.10
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) | AvgMktD AvgDD | AvgMktD AvgDD | AvgMktD AvgDD | AvgMktD AvgDD | AvgDD
SP600 (IJR) Daily | 29 -5% | 54 -5% | 52 -4% | 51 -5% | -14%
SP400 (MDY) Daily | 39 -4% | 39 -5% | 47 -7% | 42 -6% | -13%
SP500EW (RSP) Daily | 41 -4% | 42 -5% | 55 -6% | 46 -6% | -13%
SP3200 (ITOT) Daily | 55 -5% | 49 -5% | 49 -4% | 49 -6% | -15%
SP500 (SPY) Weekly | 54 -6% | 51 -5% | 50 -6% | 55 -7% | -14%
SP500 (.SPX) Daily | 52 -6% | 50 -6% | 49 -5% | 50 -6% | -15%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr CAGR (Ex. Div.) | Bullish BEARish | Bullish BEARish | Bullish BEARish | Bullish BEARish | Buy&Hold
SP600 (IJR) Daily | 12.8% 1.5% | 11.0% 3.1% | 9.9% 4.1% | 10.1% 4.1% | 14.5%
SP400 (MDY) Daily | 10.0% 3.3% | 11.4% 2.0% | 11.0% 2.3% | 10.1% 3.3% | 13.6%
SP500EW (RSP) Daily | 10.8% 3.2% | 11.3% 2.7% | 10.4% 3.6% | 10.9% 3.2% | 14.3%
SP3200 (ITOT) Daily | 8.2% 4.0% | 7.8% 4.4% | 9.5% 2.8% | 8.9% 3.4% | 12.5%
SP500 (SPY) Weekly | 7.9% 3.8% | 8.4% 3.2% | 8.7% 2.9% | 8.2% 4.1% | 12.5%
SP500 (.SPX) Daily | 7.2% 4.7% | 7.7% 4.3% | 9.0% 3.0% | 8.8% 3.5% | 12.3%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr $ROI (Ex. Div.) | Bullish BEARish | Bullish BEARish | Bullish BEARish | Bullish BEARish | Buy&Hold
SP600 (IJR) Daily | 23,401 1,567 | 18,439 3,585 | 15,784 4,984 | 16,116 4,917 | 28,635
SP400 (MDY) Daily | 16,040 3,798 | 19,524 2,170 | 18,482 2,615 | 16,235 3,840 | 25,930
SP500EW (RSP) Daily | 17,949 3,650 | 19,135 3,094 | 16,894 4,185 | 18,098 3,744 | 28,149
SP3200 (ITOT) Daily | 11,933 4,827 | 11,235 5,315 | 14,731 3,149 | 13,486 3,905 | 22,520
SP500 (SPY) Weekly | 11,399 5,229 | 12,609 4,414 | 13,166 4,067 | 11,962 4,922 | 22,588
SP500 (.SPX) Daily | 10,127 5,886 | 10,946 5,265 | 13,724 3,477 | 13,141 4,165 | 21,974
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Time Horizon (10Yr) | MktD/Yr Today | MktD/Yr Today | MktD/Yr Today | MktD/Yr Today | MktD/TTM
Avg SignalD (MktD) = | 149 -47 | 302 -48 | 227 -226 | 175 -44 | 180
Avg SellD (MktD) = | 52 -46 | 35 -48 | 30 -2 | 37 -43 |
Avg BuyD (MktD) = | 200 -1 | 217 0 | 222 -217 | 213 -1 |
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Avg Signals (10yr) | AvgMktD /Year | AvgMktD /Year | AvgMktD /Year | AvgMktD /Year | /Year
SP600 (IJR) Daily | 56 4.5 | 252 1.0 | 194 1.3 | 160 1.6 | 1.0
SP400 (MDY) Daily | 97 2.6 | 420 0.6 | 252 1.0 | 191 1.3 | 1.2
SP500EW (RSP) Daily | 158 1.6 | 420 0.6 | 210 1.2 | 200 1.3 | 1.2
SP3200 (ITOT) Daily | 252 1.0 | 210 1.2 | 252 1.0 | 188 1.3 | 1.0
SP500 (SPY) Weekly | 180 1.4 | 210 1.2 | 229 1.1 | 134 1.9 | 2.6
SP500 (.SPX) Daily | 252 1.0 | 210 1.2 | 280 0.9 | 170 1.5 | 1.2
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Time Horizon /Yr (10yr) | BuyD SellD | BuyD SellD | BuyD SellD | BuyD SellD | MktD(TTM<0)
SP600 (IJR) Daily | 187 65 | 215 37 | 224 28 | 212 40 | 41
SP400 (MDY) Daily | 196 56 | 214 38 | 229 23 | 213 39 | 52
SP500EW (RSP) Daily | 198 54 | 215 37 | 220 32 | 215 37 | 51
SP3200 (ITOT) Daily | 207 45 | 221 32 | 221 31 | 217 35 | 41
SP500 (SPY) Weekly | 213 40 | 220 33 | 218 35 | 211 34 | 43
SP500 (.SPX) Daily | 214 38 | 223 29 | 220 32 | 217 35 | 40
----- ----- ----- ----- ----- ----- ----- ----- ----- -----

More detail:  |  Market Trend Indicators - (Intermediate Time Horizon)
Price Data: | Non-adjusted: When a company issues a dividend its price usually drops. (Ex. Splits Adjusted)
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PO's: | Difference between two SMA's of a security's price expressed as an percentage. (Rev 4/19/2014)
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 & (EMA12-EMA26) < 0, BuyIF: (EMA12-EMA26) > 0
Allocation: | Rev Nov-2017: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, SPY=20%, .SPX=0% )
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MAC(10m): | MAC(TP,10m) where Typical Price(TP) is Average (high,low,close) and SMA(210d or 43w)
Criteria: | Rev Dec-2018: SELLlF: Negative 4 weeks(20d), BuyIF: Positive 1 week(5d)
Allocation: | Rev Nov-2017: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, SPY=20%, .SPX=0% )
----- -----
Other MAC: | FATP Intermediate-Term "Moving Average Crossover" (MAC) Indicators
Criteria: | Incremental Allocation with minimum "Whipsaw" (5x5 Equal-Weighted Pre-Set time horizons by FATP)
(TP,SMA): | Typical Price(TP) is Average (high,low,close) and SMA is Moving Average (xxxd or xxw)
(50d,200d): | Rev Jan-2019: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(TP,43w): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(TP,21w): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(4w,9w,18w) | Rev Jan-2019: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(TP,50d): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
Allocation: | Rev Jul-2018: (50d)=20%, (4w,9w,18w)=20%, (21w)=20%, (43w)=20%, (50d,200d)=20%
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DBE: | "Dying Bullish Euphoria"
Criteria: | SELLlF: No New High prices for 99 days ( High/Low Channel - HC99 uptick )
Allocation: | Rev Jan-2019 IJR=20%, MDY=20%, RSP=20%, ITOT=20%, SPY=20%, .SPX=0%

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