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URL:  https://boards.fool.com/array-of-intermediate-term-quotmoving-average-34354669.aspx

Subject:  Re: Other_MAC for 2019 Date:  11/29/2019  2:16 PM
Author:  MapG Number:  33752 of 33772

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

Other_MAC:    |   2019-11-29       MAC         MAC         MAC        DMAC     Cash   |  2019-11-29     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) 3.5% 4.8% 5.0% 1.4% |
SP600 | Last chg 2019-09-13 2019-09-13 2019-09-13 2019-09-11 | PosD(20) 20 20 20 20 |
Daily | Weight 25% 25% 25% 25% 0% | HTD 20 20 20 20 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#4_(MDY) | Status(MDY) Bullish Bullish Bullish Bullish | Ratio(MDY) 3.2% 4.2% 5.0% 1.5% |
SP400 | Last chg 2019-09-12 2019-09-12 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) 3.5% 4.6% 6.2% 2.4% |
SP500EW | Last chg 2019-09-11 2019-09-11 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) 4.1% 5.2% 7.5% 3.0% |
SP3200 | Last chg 2019-09-11 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 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
#0_(.SPX) | Status(.SPX) Bullish Bullish Bullish Bullish | Ratio(.SPX) 3.8% 5.1% 7.7% 3.5% |
SP500_Idx | Last chg 2019-09-11 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 |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Signals/Yr | (10yr) 2.6 1.6 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) |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

2019-11-29   Average    MAC       MAC       MAC        DMAC            |  2019-11-29  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) $31,575 - - - - 12.2% | B&H(IJR) -6.0% - - - - |
BEARish $14,773 $14,629 $16,935 $12,822 $14,706 4.0% | AvgDD -5.8% -4.9% -7.5% -5.3% -5.5% |
Bullish $21,581 $21,584 $18,645 $24,625 $21,470 8.0% | MaxDD -24.0% -16% -24% -16% -17% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $29,091 - - - - 11.3% | 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 $23,221 $21,316 $21,475 $26,472 $23,622 8.8% | MaxDD -18.8% -16% -16% -15% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $29,584 - - - - 11.5% | 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% -7.6% |
Bullish $23,576 $22,950 $22,318 $26,875 $22,161 9.0% | MaxDD -18.7% -16% -15% -14% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $28,639 - - - - 11.1% | B&H(ITOT) -3.4% - - - - |
BEARish $13,977 $13,682 $13,456 $14,237 $14,534 3.4% | AvgDD -5.7% -5.4% -5.4% -6.1% -5.8% |
Bullish $20,509 $20,931 $21,283 $20,116 $19,705 7.4% | MaxDD -17.0% -12% -14% -15% -17% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(.SPX) $28,777 - - - - 11.1% | B&H(.SPX) -3.3% - - - - |
BEARish $13,835 $13,068 $13,652 $14,070 $14,551 3.3% | AvgDD -5.3% -4.2% -6.3% -5.7% -5.2% |
Bullish $20,566 $21,739 $20,809 $20,191 $19,523 7.5% | MaxDD -15.8% -11% -16% -15% -16% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $29,533 - - - - 11.4% | B&H(AvgDD) -4.3% - - - - |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $13,567 $13,584 $14,169 $12,625 $13,891 3.1% | AvgDD_Avg -5.6% -5.0% -6.0% -5.2% -6.1% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $21,891 $21,704 $20,906 $23,656 $21,296 8.1% | MaxDD_Avg -16.0% -16% -24% -16% -19% |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

TR (Max) Average (TP,50d) (TP,21w) (TP,43w) (50d,200d) | DD (Min) Average (TP,50d) (TP,21w) (TP,43w) (50d,200d) |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
BEARish $14,773 $14,629 $16,935 $14,237 $14,706 | AvgDD -5.8% -5.4% -7.5% -6.1% -7.6% |
Index = SP600 SP600 SP600 SP3200 SP600 | Index = SP600 SP400 SP600 SP3200 SP500EW |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Bullish $23,576 $22,950 $22,318 $26,875 $23,622 | MaxDD -24.0% -16.4% -24.0% -16.1% -18.8% |
Index = SP500EW SP500EW SP500EW SP500EW SP400 | Index = SP600 SP400 SP600 SP600 SP400 |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

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