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URL:  https://boards.fool.com/other-mac-fatp-intermediate-term-quotmoving-34123775.aspx

Subject:  Re: Other_MAC for 2019 Date:  1/31/2019  4:22 PM
Author:  MapG Number:  33671 of 33771

Other MAC: FATP Intermediate-Term "Moving Average Crossover" (MAC) Indicators

Other_MAC:    |   2019-01-31      MAC*        TMAC*        MAC*        MAC*       DMAC*     Cash   |  2019-01-31     MAC*        TMAC*       MAC*       MAC*       DMAC*     |
Time_Horizon | 6w - 9m (TP,50d) (4w,9w,18w) (TP,21w) (TP,43w) (50d,200d) Alloc | Ratio (TP,50d) (4w,9w,18w) (TP,21w) (TP,43w) (50d,200d) |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#5_(IJR) | Status(IJR) Bullish BEARish BEARish BEARish BEARish | Ratio(IJR) 3.6% -0.9% -3.1% -6.0% -6.2% |
SP600 | Last chg 2019-01-24 2018-10-26 2018-10-29 2018-11-06 2018-11-20 | PosD(20) 10 0 0 0 0 |
Daily | Weight 20% 0% 0% 0% 0% 80% | HTD 20 5 5 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#4_(MDY) | Status(MDY) Bullish BEARish BEARish BEARish BEARish | Ratio(MDY) 3.8% 0.2% -1.4% -4.1% -4.2% |
SP400 | Last chg 2019-01-24 2018-10-31 2018-10-31 2018-11-06 2018-11-13 | PosD(20) 10 1 0 0 0 |
Daily | Weight 20% 0% 0% 0% 0% 80% | HTD 20 5 5 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#3_(RSP) | Status(RSP) Bullish BEARish BEARish BEARish BEARish | Ratio(RSP) 4.0% 1.1% -0.1% -1.4% -1.5% |
SP500EW | Last chg 2019-01-24 2018-11-06 2018-11-06 2018-11-06 2019-01-03 | PosD(20) 10 2 0 0 0 |
Daily | Weight 20% 0% 0% 0% 0% 80% | HTD 20 5 5 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#2_(ITOT) | Status(ITOT) Bullish BEARish BEARish BEARish BEARish | Ratio(ITOT) 3.5% 0.2% -1.0% -2.0% -2.2% |
SP3200 | Last chg 2019-01-24 2018-11-06 2018-11-06 2019-01-03 2019-01-03 | PosD(20) 10 1 0 0 0 |
Daily | Weight 20% 0% 0% 0% 0% 80% | HTD 20 5 5 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#1_(SPY) | Status(SPY) Bullish BEARish BEARish BEARish BEARish | Ratio(SPY) 2.8% 0.4% -0.9% -2.2% -2.4% |
SP500 | Last chg 2019-01-18 2018-11-02 2018-11-02 2018-12-07 2018-12-07 | PosW(4) 3 1 0 0 0 |
Weekly | Weight 20% 0% 0% 0% 0% 80% | HTD 4 0 1 1 1 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Signals/Yr | (10yr) 2.5 1.6 1.6 0.9 0.8 | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Allocation | Weight 20% 0% 0% 0% 0% 80% | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
IF(Bullish) | Weight 20% 20% 20% 20% 20% | |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
#0_(.SPX) | Status(.SPX) Bullish BEARish BEARish BEARish BEARish | Ratio(.SPX) 3.4% 0.2% -0.9% -1.4% -1.6% |
SP500_Idx | Last chg 2019-01-24 2018-11-06 2018-11-06 2019-01-03 2019-01-03 | PosD(20) 10 1 0 0 0 |
Daily | Weight 20% 0% 0% 0% 0% 80% | HTD 20 5 5 5 5 |
===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) ===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d)

2019-01-31   Average    MAC*        TMAC*       MAC*       MAC*       DMAC*            |  2019-01-31   Average    MAC*        TMAC*       MAC*       MAC*       DMAC*     |
10y Return Return (TP,50d) (4w,9w,18w) (TP,21w) (TP,43w) (50d,200d) CAGR | 10y DD (TTM<0) (TP,50d) (4w,9w,18w) (TP,21w) (TP,43w) (50d,200d) |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(IJR) $38,635 14.5% | B&H(IJR) -14% |
BEARish $14,917 $13,277 $17,045 $15,456 $13,585 $15,222 4.1% | MAC_AvgDD -5% -4% -6% -6% -5% -5% |
Bullish $26,116 $29,099 $22,666 $24,997 $28,439 $25,381 10.1% | MAC_MaxDD -19% -12% -19% -18% -15% -15% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $35,930 13.6% | B&H(MDY) -13% |
BEARish $13,840 $14,757 $16,146 $12,679 $12,170 $13,451 3.3% | MAC_AvgDD -6% -6% -6% -6% -5% -6% |
Bullish $26,235 $24,348 $22,253 $28,339 $29,524 $26,712 10.1% | MAC_MaxDD -21% -21% -16% -16% -15% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $38,149 14.3% | B&H(RSP) -13% |
BEARish $13,744 $11,893 $15,149 $12,655 $13,094 $15,928 3.2% | MAC_AvgDD -6% -5% -6% -6% -5% -7% |
Bullish $28,098 $32,076 $25,182 $30,146 $29,135 $23,951 10.9% | MAC_MaxDD -19% -16% -19% -15% -14% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $32,520 12.5% | B&H(ITOT) -15% |
BEARish $13,905 $12,833 $13,398 $13,377 $15,315 $14,601 3.4% | MAC_AvgDD -6% -6% -8% -7% -5% -5% |
Bullish $23,486 $25,340 $24,272 $24,311 $21,235 $22,272 8.9% | MAC_MaxDD -18% -12% -18% -14% -15% -15% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(SPY) $32,588 12.5% | B&H(SPY) -14% |
BEARish $14,922 $13,051 $16,095 $15,655 $14,414 $15,397 4.1% | MAC_AvgDD -7% -6% -8% -9% -5% -5% |
Bullish $21,962 $24,969 $20,247 $20,816 $22,609 $21,166 8.2% | MAC_MaxDD -20% -20% -20% -20% -10% -13% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $35,565 13.5% | B&H(AvgDD) -14% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $14,266 $13,162 $15,567 $13,964 $13,715 $14,920 3.6% | AvgDD(25) -6% -6% -7% -7% -5% -5% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $25,179 $27,166 $22,924 $25,722 $26,188 $23,896 9.7% | MaxDD(25) -21% -21% -20% -20% -15% -19% |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
B&H(.SPX) $31,974 12.3% | B&H(.SPX) -15% |
BEARish $14,165 $12,295 $14,740 $13,608 $15,265 $14,918 3.5% | MAC_AvgDD -6% -4% -7% -7% -6% -4% |
Bullish $23,141 $26,006 $23,823 $23,496 $20,946 $21,433 8.8% | MAC_MaxDD -16% -11% -16% -16% -15% -15% |
IF(Bullish) ===== *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) ===== IF(Bullish) ===== *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d)

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