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URL:  https://boards.fool.com/last-jan-this-change-was-made-a-change-this-34169017.aspx

Subject:  Re: Other_MAC for 2019 Date:  3/29/2019  11:51 AM
Author:  MapG Number:  33690 of 33771

Last Jan this change was made
A change this week(year) by replacement of DMAC(21w,50w) with TMAC(4w,9w,18w).

Now after some observation decided that both of those MAC above are best removed from the Array.

 Other_MAC:  |  FATP Intermediate-Term "Moving Average Crossover" (MAC) Indicators
Criteria: | Equal-Weighted Allocation with minimum "Whipsaw" (Best 4o6, 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)
(TP,50d): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
Allocation: | Rev Mar-2019: (50d)=25%, (4w,9w,18w)=0%, (21w)=25%, (43w)=25%, (50d,200d)=25%, (21w,50w)=0%


Other_MAC:    |   2019-03-29      MAC*        MAC*        MAC*       DMAC*     Cash   |  2019-03-29     MAC*       MAC*       MAC*       DMAC*     |
Time_Horizon | 6w - 9m (TP,50d) (TP,21w) (TP,43w) (50d,200d) Alloc | Ratio (TP,50d) (TP,21w) (TP,43w) (50d,200d) |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#5_(IJR) | Status(IJR) Bullish Bullish BEARish BEARish | Ratio(IJR) -0.5% 1.4% -4.6% -3.9% |
SP600 | Last chg 2019-01-24 2019-02-19 2018-11-06 2018-11-20 | PosD(20) 14 17 0 0 |
Daily | Weight 25% 25% 0% 0% 50% | HTD 15 20 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#4_(MDY) | Status(MDY) Bullish Bullish Bullish BEARish | Ratio(MDY) 1.3% 4.1% -0.3% -1.4% |
SP400 | Last chg 2019-01-24 2019-02-11 2019-02-22 2018-11-13 | PosD(20) 19 20 2 2 |
Daily | Weight 25% 25% 25% 0% 25% | HTD 20 20 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#3_(RSP) | Status(RSP) Bullish Bullish Bullish Bullish | Ratio(RSP) 2.0% 4.8% 2.3% 0.3% |
SP500EW | Last chg 2019-01-24 2019-02-07 2019-02-19 2019-03-27 | PosD(20) 20 20 19 19 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#2_(ITOT) | Status(ITOT) Bullish Bullish Bullish BEARish | Ratio(ITOT) 2.2% 4.8% 1.9% -0.3% |
SP3000 | Last chg 2019-01-24 2019-02-15 2019-02-22 2019-01-03 | PosD(20) 20 20 18 18 |
Daily | Weight 25% 25% 25% 0% 25% | HTD 20 20 20 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#1_(SPY) | Status(SPY) Bullish Bullish Bullish Bullish | Ratio(SPY) 1.7% 4.5% 2.1% 0.4% |
SP500 | Last chg 2019-01-18 2019-02-08 2019-02-15 2019-03-29 | PosW(4) 4 4 4 4 |
Weekly | Weight 25% 25% 25% 25% 0% | HTD 4 4 4 4 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Signals/Yr | (10yr) 2.4 1.7 1.0 0.8 | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Allocation | Weight 25% 25% 20% 10% 20% | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
IF(Bullish) | Weight 25% 25% 25% 25% | |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
#0_(.SPX) | Status(.SPX) Bullish Bullish Bullish BEARish | Ratio(.SPX) 2.6% 5.0% 2.6% 0.0% |
SP500_Idx | Last chg 2019-01-24 2019-02-15 2019-02-20 2019-01-03 | PosD(20) 20 20 19 19 |
Daily | Weight 25% 25% 25% 0% 25% | HTD 20 20 20 5 |
===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) ===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d)

2019-03-29   Average    MAC*       MAC*       MAC*       DMAC*            |   2019-03-29   Average    MAC*       MAC*       MAC*       DMAC*
10y Return Return (TP,50d) (TP,21w) (TP,43w) (50d,200d) CAGR
| 10y DD (TTM<0) (TP,50d) (TP,21w) (TP,43w) (50d,200d)
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(IJR) $41,861 15.4% | B&H(IJR) -12%
BEARish $15,750 $14,296 $17,493 $14,719 $16,493 4.6% | MAC_AvgDD -4.9% -4% -6% -5% -5%
Bullish $26,758 $29,281 $23,930 $28,439 $25,381 10.3% | MAC_MaxDD -17.7% -12% -18% -15% -15%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $38,657 14.5% | B&H(MDY) -11%
BEARish $13,574 $13,066 $13,406 $13,352 $14,472 3.1% | MAC_AvgDD -5.4% -6% -5% -5% -6%
Bullish $28,521 $29,586 $28,835 $28,953 $26,712 11.0% | MAC_MaxDD -18.8% -16% -16% -15% -19%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $41,115 15.2% | B&H(RSP) -10%
BEARish $14,142 $12,334 $13,172 $14,072 $16,991 3.5% | MAC_AvgDD -5.6% -5% -6% -4% -7%
Bullish $29,492 $33,335 $31,214 $29,219 $24,199 11.4% | MAC_MaxDD -18.7% -16% -15% -14% -19%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $35,330 13.5% | B&H(ITOT) -12%
BEARish $15,023 $13,346 $14,347 $16,537 $15,863 4.2% | MAC_AvgDD -5.8% -6% -7% -6% -5%
Bullish $23,684 $26,472 $24,625 $21,364 $22,272 9.0% | MAC_MaxDD -15.2% -12% -14% -15% -15%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(SPY) $34,573 13.2% | B&H(SPY) -11%
BEARish $15,299 $13,910 $15,921 $15,032 $16,334 4.3% | MAC_AvgDD -6.0% -6% -9% -5% -5%
Bullish $22,684 $24,855 $21,715 $22,999 $21,166 8.5% | MAC_MaxDD -19.8% -20% -20% -10% -13%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $38,307 14.4% | B&H(AvgDD) -11%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $14,758 $13,390 $14,868 $14,742 $16,031 4.0% | AvgDD(25) -5.6% -5% -6% -5% -6%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $26,228 $28,706 $26,064 $26,195 $23,946 10.1% | MaxDD(25) -15.5% -20% -20% -15% -19%
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
B&H(.SPX) $34,756 13.3% | B&H(.SPX) -12%
BEARish $14,960 $12,776 $14,514 $16,335 $16,216 4.1% | MAC_AvgDD -5.6% -4% -7% -6% -5%
Bullish $23,465 $27,204 $23,946 $21,278 $21,433 8.9% | MAC_MaxDD -15.8% -11% -16% -15% -15%
IF(Bullish) ===== *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) ===== IF(Bullish) ===== *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d)

Min/Max Average (TP,50d) (TP,21w) (TP,43w) (50d,200d) DrawDown Average (TP,50d) (TP,21w) (TP,43w) (50d,200d)
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
BEARish = $13,574 $12,334 $13,172 $13,352 $14,472 AvgDD(Min) = -6.0% -6.0% -8.6% -5.9% -7.0%
Index = SP400 SP500EW SP500EW SP400 SP400 Index = SP500
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Bullish = $29,492 $33,335 $31,214 $29,219 $26,712 MaxDD(Min) = -19.8% -19.8% -19.8% -15.2% -18.8%
Index = SP500EW SP500EW SP500EW SP500EW SP400 Index = SP500
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
BEST MAC = (TP,50d) - - -

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