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URL:  https://boards.fool.com/other-mac-fatp-intermediate-term-quotmoving-34146115.aspx

Subject:  Re: Other_MAC for 2019 Date:  2/28/2019  4:17 PM
Author:  MapG Number:  33679 of 33770

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

Other_MAC:    |   2019-02-28      MAC*        TMAC*        MAC*        MAC*       DMAC*     Cash   |  2019-02-28     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 Bullish Bullish BEARish BEARish | Ratio(IJR) 7.1% 5.2% 3.8% -1.6% -1.8% |
SP600 | Last chg 2019-01-24 2019-02-08 2019-02-19 2018-11-06 2018-11-20 | PosD(20) 20 18 12 0 0 |
Daily | Weight 20% 20% 20% 0% 0% 40% | HTD 20 20 20 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#4_(MDY) | Status(MDY) Bullish Bullish Bullish Bullish Bullish | Ratio(MDY) 7.0% 5.7% 4.6% 0.3% 0.3% |
SP400 | Last chg 2019-01-24 2019-02-06 2019-02-11 2019-02-22 2019-02-22 | PosD(20) 20 20 17 9 9 |
Daily | Weight 20% 20% 20% 20% 20% 0% | HTD 20 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#3_(RSP) | Status(RSP) Bullish Bullish Bullish Bullish Bullish | Ratio(RSP) 6.6% 5.6% 4.8% 2.3% 2.2% |
SP500EW | Last chg 2019-01-24 2019-02-05 2019-02-07 2019-02-19 2019-02-19 | PosD(20) 20 20 19 12 12 |
Daily | Weight 20% 20% 20% 20% 20% 0% | HTD 20 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#2_(ITOT) | Status(ITOT) Bullish Bullish Bullish Bullish Bullish | Ratio(ITOT) 6.3% 5.0% 3.9% 1.5% 1.3% |
SP3200 | Last chg 2019-01-24 2019-02-06 2019-02-15 2019-02-22 2019-02-22 | PosD(20) 20 20 15 10 10 |
Daily | Weight 20% 20% 20% 20% 20% 0% | HTD 20 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#1_(SPY) | Status(SPY) Bullish Bullish Bullish Bullish Bullish | Ratio(SPY) 4.7% 4.8% 4.5% 1.7% 1.7% |
SP500 | Last chg 2019-01-18 2019-02-01 2019-02-08 2019-02-15 2019-02-15 | PosW(4) 4 4 4 3 3 |
Weekly | Weight 20% 20% 20% 20% 20% 0% | HTD 4 4 4 4 4 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Signals/Yr | (10yr) 2.5 1.8 1.7 1.0 1.0 | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Allocation | Weight 20% 20% 20% 16% 16% 8% | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
IF(Bullish) | Weight 20% 20% 20% 20% 20% | |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
#0_(.SPX) | Status(.SPX) Bullish Bullish Bullish Bullish Bullish | Ratio(.SPX) 5.7% 4.4% 3.4% 1.5% 1.4% |
SP500_Idx | Last chg 2019-01-24 2019-02-06 2019-02-15 2019-02-20 2019-02-20 | PosD(20) 20 20 15 11 11 |
Daily | Weight 20% 20% 20% 20% 20% 0% | HTD 20 20 20 20 20 |
===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) ===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d)

2019-02-28   Average    MAC*        TMAC*       MAC*       MAC*       DMAC*            |  2019-02-28   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) $44,729 16.2% | B&H(IJR) -13% |
BEARish $16,614 $14,732 $17,802 $18,026 $15,728 $16,783 5.2% | MAC_AvgDD -5.0% -4% -6% -6% -5% -4% |
Bullish $27,078 $30,362 $25,126 $24,814 $28,439 $26,651 10.5% | MAC_MaxDD -18.7% -12% -19% -18% -15% -13% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $40,991 15.2% | B&H(MDY) -12% |
BEARish $14,907 $14,757 $17,334 $14,102 $14,045 $14,295 4.1% | MAC_AvgDD -5.5% -6% -7% -5% -5% -5% |
Bullish $28,044 $27,777 $25,513 $29,067 $29,186 $28,676 10.9% | MAC_MaxDD -19.1% -16% -19% -16% -15% -15% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $43,774 15.9% | B&H(RSP) -12% |
BEARish $14,749 $13,164 $15,183 $14,059 $15,019 $16,322 4.0% | MAC_AvgDD -5.5% -5% -6% -6% -4% -5% |
Bullish $29,837 $33,252 $28,830 $31,137 $29,146 $26,818 11.6% | MAC_MaxDD -19.8% -16% -20% -15% -14% -17% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $36,832 13.9% | B&H(ITOT) -14% |
BEARish $15,572 $14,040 $14,403 $15,093 $17,397 $16,924 4.5% | MAC_AvgDD -6.2% -6% -8% -7% -5% -5% |
Bullish $23,829 $26,234 $25,573 $24,403 $21,172 $21,763 9.1% | MAC_MaxDD -16.7% -12% -17% -14% -15% -15% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(SPY) $37,691 14.2% | B&H(SPY) -13% |
BEARish $16,713 $15,355 $16,888 $17,575 $16,594 $17,154 5.3% | MAC_AvgDD -6.7% -6% -8% -9% -5% -6% |
Bullish $22,599 $24,547 $22,318 $21,446 $22,714 $21,972 8.5% | MAC_MaxDD -19.8% -20% -20% -20% -10% -14% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $40,803 15.1% | B&H(AvgDD) -13% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $15,711 $14,410 $16,322 $15,771 $15,757 $16,296 4.6% | AvgDD(25) -5.8% -5% -7% -7% -5% -5% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $26,277 $28,434 $25,472 $26,173 $26,131 $25,176 10.1% | MaxDD(25) -15.9% -20% -20% -20% -15% -17% |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
B&H(.SPX) $36,015 13.7% | B&H(.SPX) -14% |
BEARish $15,515 $13,449 $14,472 $15,279 $17,195 $17,179 4.5% | MAC_AvgDD -6.1% -4% -7% -7% -6% -6% |
Bullish $23,360 $26,779 $24,540 $23,571 $20,945 $20,965 8.9% | MAC_MaxDD -15.8% -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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