The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Foolish Workshop

URL:  https://boards.fool.com/market-trend-indicators-intermediate-time-34157739.aspx

Subject:  Re: Market Trend Indicators for 2019 Date:  3/15/2019  8:42 AM
Author:  MapG Number:  33685 of 33770

Market Trend Indicators - (Intermediate Time Horizon)
Price Data: | Non-adjusted: When a company issues a dividend its price usually drops. (Ex. Splits Adjusted)

Revised DBE(99d) to DBE(126d)
DBE: | "Dying Bullish Euphoria"
Criteria: | Rev Mar-2019: Intraday High prices for 26 Weeks ( High/Low Channel - HC26w uptick )
Criteria: | SELLlF: No New High prices for 126 days
Allocation: | Rev Jan-2019 IJR=20%, MDY=20%, RSP=20%, ITOT=20%, SPY=20%, .SPX=0%

This change from the boards standard DBE(99d) has some Pro and cons.
Better performance(CAGR & DrawDowns) during a more recent(1989) lookback than the longer(1925).
Fewer signals(0.7/yr) which make stats less reliable.

      2019-03-14         |    PO's      PO's     |  MAC(10m)    MAC(10m)   |  DBE(126d)  DBE(126d)  |  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 137 | Bullish BEARish | 2019-03-13
SP400 (MDY) Daily | Bullish 2019-02-01 | Bullish 2019-02-22 | Bullish 125 | Bullish Bullish | 2019-03-12
SP500EW (RSP) Daily | Bullish 2019-02-22 | Bullish 2019-02-19 | Bullish 120 | Bullish Bullish | 2019-02-12
SP3000 (ITOT) Daily | BEARish 2018-11-20 | Bullish 2019-02-22 | Bullish 120 | Bullish Bullish | 2019-02-12
SP500 (SPY) Weekly | Bullish 2019-03-01 | Bullish 2019-02-15 | Bullish 120 | Bullish Bullish | 2019-03-14
Cash Allocation = | 20% | 20% | 20% | 8% | 40%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Derivatives | PO(m) PO(s) | TP(H,L,C) SMA(10m) | 5d High 126d High | Last_MAC First_MAC | LastPrice
SP600 (IJR) Daily | 2.1% 4.7% | 78.06 81.34 | 78.71 89.58 | (TP,21w) (TP,43w) | 77.95
SP400 (MDY) Daily | 5.2% 4.8% | 345.12 347.47 | 347.16 374.10 | (TP,43w) (TP,50d) | 345.32
SP500EW (RSP) Daily | 3.0% 1.6% | 104.08 101.91 | 104.55 108.89 | (TP,43w) (TP,50d) | 104.03
SP3000 (ITOT) Daily | -0.3% -0.9% | 64.16 62.97 | 64.42 67.60 | (TP,43w) (TP,50d) | 64.16
SP500 (SPY) Weekly | 1.15 -1.28 | 279.59 274.67 | 282.38 293.94 | (TP,43w) (TP,50d) | 281.16
SP500 (.SPX) Daily | 4.21 -20.32 | 2808.98 2750.93 | 2821.24 2940.91 | (TP,43w) (TP,50d) | 2808.48
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) | AvgMktD AvgDD | AvgMktD AvgDD | AvgMktD AvgDD | AvgMktD AvgDD | AvgDD
SP600 (IJR) Daily | 29 -5% | 54 -5% | 35 -4% | 49 -5% | -12%
SP400 (MDY) Daily | 42 -4% | 41 -5% | 49 -7% | 40 -5% | -12%
SP500EW (RSP) Daily | 43 -4% | 43 -4% | 43 -6% | 46 -5% | -11%
SP3000 (ITOT) Daily | 58 -5% | 52 -6% | 41 -4% | 51 -6% | -13%
SP500 (SPY) Weekly | 57 -5% | 54 -5% | 31 -3% | 56 -7% | -12%
SP500 (.SPX) Daily | 55 -6% | 53 -6% | 35 -4% | 52 -6% | -13%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr CAGR (Ex. Div.) | Bullish BEARish | Bullish BEARish | Bullish BEARish | Bullish BEARish | Buy&Hold
SP600 (IJR) Daily | 13.0% 3.7% | 11.0% 5.5% | 15.9% 1.1% | 10.3% 6.3% | 17.2%
SP400 (MDY) Daily | 10.4% 5.0% | 11.2% 4.2% | 13.9% 1.8% | 10.9% 4.5% | 15.9%
SP500EW (RSP) Daily | 10.8% 5.4% | 11.3% 4.9% | 15.1% 1.5% | 11.5% 4.8% | 16.8%
SP3000 (ITOT) Daily | 8.2% 6.2% | 7.9% 6.5% | 13.3% 1.3% | 9.1% 5.3% | 14.8%
SP500 (SPY) Weekly | 7.9% 5.5% | 8.6% 4.8% | 13.1% 0.6% | 8.6% 5.0% | 13.9%
SP500 (.SPX) Daily | 7.3% 6.8% | 7.8% 6.3% | 13.2% 1.2% | 8.9% 4.9% | 14.6%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr $ROI (Ex. Div.) | Bullish BEARish | Bullish BEARish | Bullish BEARish | Bullish BEARish | Buy&Hold
SP600 (IJR) Daily | 23,950 4,377 | 18,439 7,163 | 33,923 1,113 | 16,663 8,423 | 38,810
SP400 (MDY) Daily | 16,854 6,331 | 18,943 5,153 | 26,727 1,941 | 18,216 5,590 | 33,856
SP500EW (RSP) Daily | 17,815 6,977 | 19,140 6,205 | 30,683 1,607 | 19,831 5,914 | 37,222
SP3000 (ITOT) Daily | 11,933 8,203 | 11,318 8,729 | 25,019 1,401 | 13,993 6,763 | 29,925
SP500 (SPY) Weekly | 11,456 7,222 | 12,918 6,123 | 24,756 631 | 12,803 6,239 | 26,951
SP500 (.SPX) Daily | 10,176 9,343 | 11,125 8,475 | 24,626 1,272 | 13,561 6,182 | 29,028
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Avg Signals (10yr) | AvgMktD /Year | AvgMktD /Year | AvgMktD /Year | AvgMktD /Year | /Year
SP600 (IJR) Daily | 56 4.5 | 252 1.0 | 360 0.7 | 152 1.7 | 1.2
SP400 (MDY) Daily | 93 2.7 | 360 0.7 | 420 0.6 | 180 1.4 | 1.4
SP500EW (RSP) Daily | 148 1.7 | 360 0.7 | 315 0.8 | 188 1.3 | 1.3
SP3000 (ITOT) Daily | 252 1.0 | 194 1.3 | 420 0.6 | 168 1.5 | 1.1
SP500 (SPY) Weekly | 168 1.5 | 194 1.3 | 420 0.6 | 122 2.1 | 2.9
SP500 (.SPX) Daily | 229 1.1 | 194 1.3 | 315 0.8 | 156 1.6 | 1.3
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Time Horizon /Yr (10yr) | BuyD SellD | BuyD SellD | BuyD SellD | BuyD SellD | MktD(TTM<0)
SP600 (IJR) Daily | 190 62 | 215 37 | 238 14 | 217 35 | 39
SP400 (MDY) Daily | 199 53 | 215 37 | 237 15 | 216 36 | 50
SP500EW (RSP) Daily | 199 53 | 217 35 | 234 18 | 219 33 | 49
SP3000 (ITOT) Daily | 207 45 | 222 30 | 234 18 | 222 30 | 39
SP500 (SPY) Weekly | 215 38 | 222 31 | 233 20 | 218 32 | 41
SP500 (.SPX) Daily | 215 37 | 225 27 | 232 20 | 223 29 | 37
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Time Horizon (10Yr) | MktD/Yr Today | MktD/Yr Today | MktD/Yr Today | MktD/Yr Today | MktD/TTM
Avg SignalD (MktD) = | 144 -35 | 272 -32 | 387 -242 | 162 -30 | 159
Avg SellD (MktD) = | 50 -16 | 34 -18 | 17 -3 | 33 -7 |
Avg BuyD (MktD) = | 202 -19 | 218 -14 | 235 -232 | 218 -23 |
----- ----- ----- ----- ----- ----- ----- ----- ----- -----


GD_
Copyright 1996-2020 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us