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URL:  https://boards.fool.com/array-of-intermediate-term-quotmoving-average-34284962.aspx

Subject:  Re: Other_MAC for 2019 Date:  8/30/2019  6:51 PM
Author:  MapG Number:  33730 of 33772

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

Other_MAC:    |   2019-08-30      MAC*        MAC*        MAC*       DMAC*     Cash   |  2019-08-30     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 BEARish BEARish BEARish | Ratio(IJR) -1.6% -2.1% -1.5% 0.3% |
SP600 | Last chg 2019-07-05 2019-08-29 2019-08-29 2018-11-20 | PosD(20) 1 0 0 1 |
Daily | Weight 25% 0% 0% 0% 75% | HTD 5 5 5 5 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#4_(MDY) | Status(MDY) BEARish BEARish Bullish Bullish | Ratio(MDY) -1.8% -1.8% 0.6% 2.4% |
SP400 | Last chg 2019-08-29 2019-08-29 2019-02-22 2019-04-12 | PosD(20) 0 0 12 12 |
Daily | Weight 0% 0% 25% 25% 50% | HTD 5 5 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#3_(RSP) | Status(RSP) BEARish BEARish Bullish Bullish | Ratio(RSP) -1.5% -0.9% 2.3% 3.7% |
SP500EW | Last chg 2019-08-29 2019-08-30 2019-02-19 2019-03-27 | PosD(20) 0 0 19 19 |
Daily | Weight 0% 0% 25% 25% 50% | HTD 5 5 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#2_(ITOT) | Status(ITOT) BEARish Bullish Bullish Bullish | Ratio(ITOT) -0.7% 0.3% 4.0% 4.6% |
SP3200 | Last chg 2019-08-30 2019-02-15 2019-02-22 2019-04-02 | PosD(20) 0 8 20 20 |
Daily | Weight 0% 25% 25% 25% 25% | HTD 5 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#1_(SPY) | Status(SPY) BEARish BEARish Bullish Bullish | Ratio(SPY) -1.2% -0.1% 3.8% 4.8% |
SP500 | Last chg 2019-08-30 2019-08-30 2019-02-15 2019-03-29 | PosW(4) 0 0 4 4 |
Weekly | Weight 0% 0% 25% 25% 50% | HTD 1 1 4 4 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Signals/Yr | (10yr) 2.6 1.7 0.9 0.7 | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Allocation | Weight 5% 5% 20% 20% 50% | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
IF(Bullish) | Weight 25% 25% 25% 25% | |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
#0_(.SPX) | Status(.SPX) BEARish Bullish Bullish Bullish | Ratio(.SPX) -0.6% 0.6% 4.4% 5.0% |
SP500_Idx | Last chg 2019-08-30 2019-02-15 2019-02-20 2019-04-01 | PosD(20) 0 9 20 20 |
Daily | Weight 0% 25% 25% 25% 25% | HTD 5 20 20 20 |
===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) ===== IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d)

2019-08-30   Average    MAC*       MAC*       MAC*       DMAC*            |  2019-08-30   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) $29,639 - - - - 11.5% | B&H(IJR) -6.4% - - - - |
BEARish $13,932 $13,909 $15,920 $12,053 $13,847 3.4% | AvgDD -5.4% -4.6% -6.8% -4.9% -5.1% |
Bullish $21,481 $21,310 $18,618 $24,590 $21,405 7.9% | MaxDD -24.0% -16% -24% -16% -15% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $28,583 - - - - 11.1% | B&H(MDY) -5.2% - - - - |
BEARish $12,337 $13,071 $12,974 $10,989 $12,315 2.1% | AvgDD -5.5% -5.3% -5.4% -4.8% -6.3% |
Bullish $23,279 $21,868 $22,031 $26,010 $23,209 8.8% | MaxDD -18.8% -16% -16% -15% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $29,350 - - - - 11.4% | B&H(RSP) -4.6% - - - - |
BEARish $12,365 $12,375 $12,726 $11,008 $13,349 2.1% | AvgDD -5.6% -5.2% -5.6% -4.1% -7.6% |
Bullish $23,857 $23,716 $23,064 $26,662 $21,986 9.1% | MaxDD -18.7% -16% -15% -14% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $28,576 - - - - 11.1% | B&H(ITOT) -4.5% - - - - |
BEARish $13,885 $13,312 $13,456 $14,237 $14,534 3.3% | AvgDD -6.2% -5.7% -6.5% -6.3% -6.2% |
Bullish $20,609 $21,466 $21,236 $20,072 $19,662 7.5% | MaxDD -16.7% -12% -14% -15% -17% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(SPY) $28,289 - - - - 11.0% | B&H(SPY) -4.1% - - - - |
BEARish $14,017 $13,988 $15,142 $12,903 $14,037 3.4% | AvgDD -5.8% -5.8% -8.5% -4.4% -4.6% |
Bullish $20,246 $20,224 $18,683 $21,925 $20,153 7.3% | MaxDD -19.8% -20% -20% -10% -13% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $28,887 - - - - 11.2% | B&H(AvgDD) -5.0% - - - - |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $13,307 $13,331 $14,043 $12,238 $13,616 2.9% | AvgDD_Avg -5.7% -5.3% -6.5% -4.9% -6.0% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $21,894 $21,717 $20,726 $23,852 $21,283 8.2% | MaxDD_Avg -16.2% -20% -24% -16% -19% |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
B&H(.SPX) $28,464 - - - - 11.0% | B&H(.SPX) -4.5% - - - - |
BEARish $13,754 $12,744 $13,652 $14,070 $14,551 3.2% | AvgDD -5.8% -4.4% -7.3% -6.0% -5.5% |
Bullish $20,744 $22,336 $20,850 $20,231 $19,561 7.6% | 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 $14,017 $13,988 $15,920 $14,237 $14,551 | AvgDD -6.2% -5.8% -8.5% -6.3% -7.6% |
Index = SP500 SP500 SP600 SP3200 SP500_Idx | Index = SP3200 SP500 SP500 SP3200 SP500EW |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Bullish $23,857 $23,716 $23,064 $26,662 $23,209 | MaxDD -24.0% -19.8% -24.0% -16.1% -18.8% |
Index = SP500EW SP500EW SP500EW SP500EW SP400 | Index = SP600 SP500 SP600 SP600 SP400 |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

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