The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Foolish Workshop

URL:  https://boards.fool.com/array-of-intermediate-term-quotmoving-average-34332288.aspx

Subject:  Re: Other_MAC for 2019 Date:  10/31/2019  4:31 PM
Author:  MapG Number:  33745 of 33770

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

Other_MAC:    |   2019-10-31       MAC         MAC         MAC        DMAC     Cash   |  2019-10-31     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 Bullish | Ratio(IJR) 2.3% 2.7% 2.7% 0.1%
SP600 | Last chg 2019-09-13 2019-09-13 2019-09-13 2019-09-11 | PosD(20) 14 14 14 13
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#4_(MDY) | Status(MDY) Bullish Bullish Bullish Bullish | Ratio(MDY) 1.9% 1.8% 2.9% 0.6%
SP400 | Last chg 2019-09-12 2019-09-12 2019-02-22 2019-04-12 | PosD(20) 15 14 18 17
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#3_(RSP) | Status(RSP) Bullish Bullish Bullish Bullish | Ratio(RSP) 1.9% 2.0% 4.0% 1.6%
SP500EW | Last chg 2019-09-11 2019-09-11 2019-02-19 2019-03-27 | PosD(20) 15 15 20 19
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#2_(ITOT) | Status(ITOT) Bullish Bullish Bullish Bullish | Ratio(ITOT) 2.1% 2.5% 5.1% 2.4%
SP3200 | Last chg 2019-09-11 2019-02-15 2019-02-22 2019-04-02 | PosD(20) 15 16 20 20
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#1_(SPY) | Status(SPY) Bullish Bullish Bullish Bullish | Ratio(SPY) 1.8% 2.5% 5.4% 2.9%
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) 2.3% 2.8% 5.8% 2.8%
SP500_Idx | Last chg 2019-09-11 2019-02-15 2019-02-20 2019-04-01 | PosD(20) 16 18 20 20
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

2019-10-31   Average    MAC       MAC       MAC        DMAC            |  2019-10-31  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) $30,867 - - - - 11.9% | B&H(IJR) -6.0% - - - -
BEARish $14,767 $14,606 $16,935 $12,822 $14,706 4.0% | AvgDD -5.8% -5.0% -7.4% -5.4% -5.5%
Bullish $21,105 $21,132 $18,227 $24,073 $20,989 7.8% | MaxDD -24.0% -16% -24% -16% -17%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $28,583 - - - - 11.1% | B&H(MDY) -4.7% - - - -
BEARish $12,625 $13,648 $13,547 $10,989 $12,315 2.4% | AvgDD -5.6% -5.4% -5.6% -5.0% -6.4%
Bullish $22,815 $20,943 $21,099 $26,010 $23,209 8.6% | MaxDD -18.8% -16% -16% -15% -19%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $29,443 - - - - 11.4% | B&H(RSP) -4.1% - - - -
BEARish $12,626 $12,891 $13,256 $11,008 $13,349 2.4% | AvgDD -5.6% -5.1% -5.4% -4.0% -7.8%
Bullish $23,463 $22,840 $22,212 $26,746 $22,056 8.9% | MaxDD -18.7% -16% -15% -14% -19%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $28,678 - - - - 11.1% | B&H(ITOT) -3.4% - - - -
BEARish $13,977 $13,682 $13,456 $14,237 $14,534 3.4% | AvgDD -6.3% -5.6% -6.3% -6.5% -6.7%
Bullish $20,537 $20,960 $21,312 $20,143 $19,732 7.5% | MaxDD -17.0% -12% -14% -15% -17%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(SPY) $29,290 - - - - 11.3% | B&H(SPY) -3.2% - - - -
BEARish $14,157 $14,256 $15,432 $12,903 $14,037 3.5% | AvgDD -5.8% -5.5% -8.6% -4.4% -4.8%
Bullish $20,774 $20,546 $18,981 $22,701 $20,867 7.6% | MaxDD -19.8% -20% -20% -10% -13%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $29,372 - - - - 11.4% | B&H(AvgDD) -4.3% - - - -
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $13,630 $13,817 $14,525 $12,392 $13,788 3.1% | AvgDD_Avg -5.8% -5.3% -6.7% -5.0% -6.2%
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $21,739 $21,284 $20,366 $23,935 $21,370 8.1% | MaxDD_Avg -16.3% -20% -24% -16% -19%
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
B&H(.SPX) $28,492 - - - - 11.0% | B&H(.SPX) -3.3% - - - -
BEARish $13,835 $13,068 $13,652 $14,070 $14,551 3.3% | AvgDD -5.9% -4.3% -7.2% -6.1% -5.9%
Bullish $20,678 $21,858 $20,923 $20,302 $19,630 7.5% | MaxDD -15.8% -11% -16% -15% -16%
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

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 -6.3% -5.6% -8.6% -6.5% -7.8%
Index = SP600 SP600 SP600 SP3200 SP600 | Index = SP3200 SP3200 SP500 SP3200 SP500EW
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Bullish $23,463 $22,840 $22,212 $26,746 $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
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

Copyright 1996-2020 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us