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URL:  https://boards.fool.com/othermac-fatp-intermediate-term-quotmoving-34195776.aspx

Subject:  Re: Other_MAC for 2019 Date:  4/30/2019  4:11 PM
Author:  MapG Number:  33699 of 33771

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

Other_MAC:    |   2019-04-30      MAC*        MAC*        MAC*       DMAC*     Cash   |  2019-04-30     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) 1.5% 4.7% -0.6% -1.8% |
SP600 | Last chg 2019-01-24 2019-02-19 2018-11-06 2018-11-20 | PosD(20) 19 20 0 1 |
Daily | Weight 25% 25% 0% 0% 50% | HTD 20 20 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#4_(MDY) | Status(MDY) Bullish Bullish Bullish Bullish | Ratio(MDY) 2.4% 6.6% 3.4% 1.2% |
SP400 | Last chg 2019-01-24 2019-02-11 2019-02-22 2019-04-12 | PosD(20) 20 20 20 20 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#3_(RSP) | Status(RSP) Bullish Bullish Bullish Bullish | Ratio(RSP) 2.6% 6.9% 5.4% 2.7% |
SP500EW | Last chg 2019-01-24 2019-02-07 2019-02-19 2019-03-27 | PosD(20) 20 20 20 20 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#2_(ITOT) | Status(ITOT) Bullish Bullish Bullish Bullish | Ratio(ITOT) 3.1% 7.5% 5.5% 2.3% |
SP3200 | Last chg 2019-01-24 2019-02-15 2019-02-22 2019-04-02 | PosD(20) 20 20 20 20 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#1_(SPY) | Status(SPY) Bullish Bullish Bullish Bullish | Ratio(SPY) 2.8% 7.3% 5.6% 2.7% |
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 1.6 1.0 0.8 | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Allocation | Weight 25% 25% 20% 20% 10% | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
IF(Bullish) | Weight 25% 25% 25% 25% | |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
#0_(.SPX) | Status(.SPX) Bullish Bullish Bullish Bullish | Ratio(.SPX) 3.4% 7.7% 6.1% 2.6% |
SP500_Idx | Last chg 2019-01-24 2019-02-15 2019-02-20 2019-04-01 | PosD(20) 20 20 20 20 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) ===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d)

2019-04-30   Average    MAC*       MAC*       MAC*       DMAC*            |   2019-04-30   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) $38,194 - - - - 14.3% | B&H(IJR) -10% - - - -
BEARish $14,389 $13,467 $15,609 $13,430 $15,048 3.7% | MAC_AvgDD -4.9% -4% -6% -5% -5%
Bullish $26,662 $28,360 $24,469 $28,439 $25,381 10.3% | MAC_MaxDD -17.7% -12% -18% -15% -15%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $35,994 - - - - 13.7% | B&H(MDY) -10% - - - -
BEARish $12,806 $12,881 $12,950 $11,960 $13,433 2.5% | MAC_AvgDD -5.3% -6% -5% -5% -6%
Bullish $28,157 $27,942 $27,795 $30,095 $26,796 10.9% | MAC_MaxDD -18.8% -16% -16% -15% -19%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $37,294 - - - - 14.1% | B&H(RSP) -9% - - - -
BEARish $13,025 $12,209 $12,726 $12,306 $14,859 2.7% | MAC_AvgDD -5.6% -5% -6% -4% -7%
Bullish $28,814 $30,546 $29,306 $30,306 $25,099 11.2% | MAC_MaxDD -18.7% -16% -15% -14% -19%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $34,440 - - - - 13.2% | B&H(ITOT) -10% - - - -
BEARish $14,331 $13,312 $13,456 $15,494 $15,061 3.7% | MAC_AvgDD -5.9% -6% -7% -6% -5%
Bullish $24,140 $25,871 $25,595 $22,228 $22,867 9.2% | MAC_MaxDD -15.2% -12% -14% -15% -15%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(SPY) $33,858 - - - - 13.0% | B&H(SPY) -10% - - - -
BEARish $14,652 $13,910 $15,142 $14,156 $15,401 3.9% | MAC_AvgDD -6.0% -6% -9% -5% -5%
Bullish $23,151 $24,341 $22,361 $23,917 $21,985 8.8% | MAC_MaxDD -19.8% -20% -20% -10% -13%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $35,956 - - - - 13.7% | B&H(AvgDD) -9.8% - - - -
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $13,840 $13,156 $13,976 $13,469 $14,760 3.3% | AvgDD(20) -5.5% -5% -6% -5% -5%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $26,185 $27,412 $25,905 $26,997 $24,425 10.1% | MaxDD(20) -15.5% -20% -20% -15% -19%
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
B&H(.SPX) $34,007 - - - - 13.0% | B&H(.SPX) -10% - - - -
BEARish $14,297 $12,744 $13,652 $15,347 $15,443 3.6% | MAC_AvgDD -5.6% -4% -7% -6% -5%
Bullish $23,944 $26,685 $24,910 $22,158 $22,021 9.1% | 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 = $12,806 $12,209 $12,726 $11,960 $13,433 AvgDD(Min) = -6.0% -6.0% -8.6% -5.8% -7.0%
Index = SP400 SP500EW SP500EW SP400 SP400 Index = SP500
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Bullish = $28,814 $30,546 $29,306 $30,306 $26,796 MaxDD(Min) = -19.8% -19.8% -19.8% -15.2% -18.8%
Index = SP500EW SP500EW SP500EW SP500EW SP400 Index = SP500
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

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