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URL:  https://boards.fool.com/array-of-intermediate-term-quotmoving-average-34262667.aspx

Subject:  Re: Other_MAC for 2019 Date:  7/31/2019  4:15 PM
Author:  MapG Number:  33723 of 33770

Array of Intermediate-Term "Moving Average Crossover" (MAC) Trend Indicators

Other_MAC:    |   2019-07-31      MAC*        MAC*        MAC*       DMAC*     Cash   |  2019-07-31     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 Bullish BEARish | Ratio(IJR) 3.3% 2.2% 2.7% -0.2% |
SP600 | Last chg 2019-07-05 2019-07-05 2019-07-29 2018-11-20 | PosD(20) 20 12 11 20 |
Daily | Weight 25% 25% 25% 0% 25% | HTD 20 20 20 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#4_(MDY) | Status(MDY) Bullish Bullish Bullish Bullish | Ratio(MDY) 2.7% 2.6% 5.1% 2.6% |
SP400 | Last chg 2019-06-24 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) 1.8% 2.5% 5.9% 4.2% |
SP500EW | Last chg 2019-06-13 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) 2.1% 3.1% 6.6% 4.6% |
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) 1.6% 2.8% 7.0% 5.2% |
SP500 | Last chg 2019-06-14 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) 2.5 1.6 0.9 0.7 | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Allocation | Weight 25% 25% 25% 20% 5% | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
IF(Bullish) | Weight 25% 25% 25% 25% | |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
#0_(.SPX) | Status(.SPX) Bullish Bullish Bullish Bullish | Ratio(.SPX) 2.1% 3.3% 6.9% 4.9% |
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)

2019-07-31   Average    MAC*       MAC*       MAC*       DMAC*            |  2019-07-31   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) $32,888 - - - - 12.6% | B&H(IJR) -6.8% - - - - |
BEARish $14,112 $13,909 $15,951 $12,077 $14,512 3.5% | AvgDD -5.2% -4.4% -6.5% -4.8% -5.0% |
Bullish $23,539 $23,645 $20,618 $27,231 $22,662 8.9% | MaxDD -17.8% -12% -18% -15% -15% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $31,539 - - - - 12.2% | B&H(MDY) -5.8% - - - - |
BEARish $12,325 $13,046 $12,950 $10,989 $12,315 2.1% | AvgDD -5.4% -5.4% -5.3% -4.7% -6.1% |
Bullish $25,710 $24,175 $24,355 $28,700 $25,610 9.9% | MaxDD -18.8% -16% -16% -15% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $32,499 - - - - 12.5% | B&H(RSP) -5.5% - - - - |
BEARish $12,363 $12,371 $12,726 $11,008 $13,349 2.1% | AvgDD -5.7% -5.4% -5.7% -4.2% -7.4% |
Bullish $26,419 $26,271 $25,539 $29,523 $24,345 10.2% | MaxDD -18.7% -16% -15% -14% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $30,658 - - - - 11.9% | B&H(ITOT) -5.9% - - - - |
BEARish $13,885 $13,312 $13,456 $14,237 $14,534 3.3% | AvgDD -6.1% -5.7% -6.7% -6.1% -6.0% |
Bullish $22,110 $23,030 $22,784 $21,534 $21,094 8.3% | MaxDD -15.2% -12% -14% -15% -15% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(SPY) $30,098 - - - - 11.6% | B&H(SPY) -5.2% - - - - |
BEARish $14,017 $13,988 $15,142 $12,903 $14,037 3.4% | AvgDD -6.0% -6.0% -8.6% -4.5% -4.6% |
Bullish $21,541 $21,517 $19,878 $23,327 $21,442 8.0% | MaxDD -19.8% -20% -20% -10% -13% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $31,536 - - - - 12.2% | B&H(AvgDD) -5.9% - - - - |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $13,341 $13,325 $14,045 $12,243 $13,749 2.9% | AvgDD_Avg -5.7% -5.4% -6.6% -4.9% -5.8% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $23,864 $23,728 $22,634 $26,063 $23,031 9.1% | MaxDD_Avg -15.5% -20% -20% -15% -19% |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
B&H(.SPX) $30,344 - - - - 11.7% | B&H(.SPX) -5.9% - - - - |
BEARish $13,754 $12,744 $13,652 $14,070 $14,551 3.2% | AvgDD -5.8% -4.4% -7.4% -5.9% -5.3% |
Bullish $22,114 $23,811 $22,227 $21,567 $20,853 8.3% | 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)

TR (Max) Average (TP,50d) (TP,21w) (TP,43w) (50d,200d) | DD (Min) Average (TP,50d) (TP,21w) (TP,43w) (50d,200d) |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
BEARish $14,112 $13,988 $15,951 $14,237 $14,551 | AvgDD -6.1% -6.0% -8.6% -6.1% -7.4% |
Index = SP600 SP500 SP600 SP3200 SP500_Idx | Index = SP3200 SP500 SP500 SP3200 SP500EW |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Bullish $26,419 $26,271 $25,539 $29,523 $25,610 | MaxDD -19.8% -19.8% -19.8% -15.2% -18.8% |
Index = SP500EW SP500EW SP500EW SP500EW SP400 | Index = SP500 SP500 SP500 SP3200 SP400 |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

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