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URL:  https://boards.fool.com/array-of-intermediate-term-quotmoving-average-34304652.aspx

Subject:  Re: Other_MAC for 2019 Date:  9/27/2019  6:09 PM
Author:  MapG Number:  33737 of 33770

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

Other_MAC:    |   2019-09-27      MAC*        MAC*        MAC*       DMAC*     Cash   |  2019-09-27     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 Bullish | Ratio(IJR) 0.9% 1.0% 1.5% 0.6% |
SP600 | Last chg 2019-09-13 2019-09-13 2019-09-13 2019-09-11 | PosD(20) 15 15 15 17 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#4_(MDY) | Status(MDY) Bullish Bullish Bullish Bullish | Ratio(MDY) 0.5% 0.6% 2.5% 1.8% |
SP400 | Last chg 2019-09-12 2019-09-12 2019-02-22 2019-04-12 | PosD(20) 16 16 19 19 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#3_(RSP) | Status(RSP) Bullish Bullish Bullish Bullish | Ratio(RSP) 0.7% 1.1% 3.8% 2.8% |
SP500EW | Last chg 2019-09-11 2019-09-11 2019-02-19 2019-03-27 | PosD(20) 17 17 20 20 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#2_(ITOT) | Status(ITOT) Bullish Bullish Bullish Bullish | Ratio(ITOT) 0.1% 0.8% 4.1% 3.8% |
SP3200 | Last chg 2019-09-11 2019-02-15 2019-02-22 2019-04-02 | PosD(20) 17 19 20 20 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#1_(SPY) | Status(SPY) Bullish Bullish Bullish Bullish | Ratio(SPY) 0.6% 1.4% 4.9% 3.5% |
SP500 | Last chg 2019-09-06 2019-09-06 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) 2.7 1.8 1.0 0.8 | |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Allocation | Weight 25% 25% 25% 25% 0% | IF(BEARish) *HTD(5d) *HTD(5d) *HTD(5d) *HTD(5d) |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
IF(Bullish) | Weight 25% 25% 25% 25% | IF(Bullish) *HTD(20d) *HTD(20d) *HTD(20d) *HTD(20d) |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
#0_(.SPX) | Status(.SPX) Bullish Bullish Bullish Bullish | Ratio(.SPX) 0.5% 1.4% 4.9% 4.1% |
SP500_Idx | Last chg 2019-09-11 2019-02-15 2019-02-20 2019-04-01 | PosD(20) 17 19 20 20 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

2019-09-27   Average    MAC*      MAC*      MAC*      DMAC*            |  2019-09-27  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) $29,261 - - - - 11.3% | B&H(IJR) -6.0% - - - -
BEARish $14,767 $14,606 $16,935 $12,822 $14,706 4.0% | AvgDD -5.5% -4.8% -7.0% -5.1% -5.3%
Bullish $20,007 $20,033 $17,278 $22,821 $19,897 7.2% | MaxDD -24.0% -16% -24% -16% -16%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $27,738 - - - - 10.7% | B&H(MDY) -4.7% - - - -
BEARish $12,625 $13,648 $13,547 $10,989 $12,315 2.4% | AvgDD -5.4% -5.3% -5.4% -4.8% -6.3%
Bullish $22,141 $20,324 $20,476 $25,241 $22,523 8.3% | MaxDD -18.8% -16% -16% -15% -19%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $28,662 - - - - 11.1% | B&H(RSP) -4.1% - - - -
BEARish $12,626 $12,891 $13,256 $11,008 $13,349 2.4% | AvgDD -5.5% -5.0% -5.3% -4.0% -7.7%
Bullish $22,841 $22,235 $21,623 $26,037 $21,471 8.6% | MaxDD -18.7% -16% -15% -14% -19%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $27,900 - - - - 10.8% | B&H(ITOT) -3.6% - - - -
BEARish $13,977 $13,682 $13,456 $14,237 $14,534 3.4% | AvgDD -6.2% -5.6% -6.3% -6.3% -6.4%
Bullish $19,980 $20,391 $20,734 $19,597 $19,197 7.2% | MaxDD -16.7% -12% -14% -15% -17%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(SPY) $28,281 - - - - 11.0% | B&H(SPY) -3.2% - - - -
BEARish $14,157 $14,256 $15,432 $12,903 $14,037 3.5% | AvgDD -5.7% -5.5% -8.5% -4.4% -4.6%
Bullish $20,058 $19,839 $18,327 $21,919 $20,148 7.2% | MaxDD -19.8% -20% -20% -10% -13%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $28,369 - - - - 11.0% | B&H(AvgDD) -4.3% - - - -
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $13,630 $13,817 $14,525 $12,392 $13,788 3.1% | AvgDD_Avg -5.7% -5.2% -6.5% -4.9% -6.0%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $21,006 $20,564 $19,688 $23,123 $20,647 7.7% | MaxDD_Avg -16.2% -20% -24% -16% -19%
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
B&H(.SPX) $27,919 - - - - 10.8% | B&H(.SPX) -3.5% - - - -
BEARish $13,835 $13,068 $13,652 $14,070 $14,551 3.3% | AvgDD -5.8% -4.2% -7.2% -6.0% -5.7%
Bullish $20,211 $21,364 $20,450 $19,843 $19,186 7.3% | MaxDD -15.8% -11% -16% -15% -15%
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

TR (Max) Average (TP,50d) (TP,21w) (TP,43w) (50d,200d) | DD (Min) Average (TP,50d) (TP,21w) (TP,43w) (50d,200d)
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
BEARish $14,767 $14,606 $16,935 $14,237 $14,706 | AvgDD -6.2% -5.6% -8.5% -6.3% -7.7%
Index = SP600 SP600 SP600 SP3200 SP600 | Index = SP3200 SP3200 SP500 SP3200 SP500EW
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Bullish $22,841 $22,235 $21,623 $26,037 $22,523 | 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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