The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Foolish Workshop

URL:  https://boards.fool.com/market-trend-indicators-intermediate-term-amp-34354672.aspx

Subject:  Re: Market Trend Indicators for 2019 Date:  11/29/2019  2:18 PM
Author:  MapG Number:  33753 of 33770

Market Trend Indicators (Intermediate-Term & Equal-Weighted)

      29-Nov-2019        |    PO's        PO's     |  MAC(10m)    MAC(10m)   |  DBE(99d,26w)  DBE(99d,26w)  |  Other_MAC  Other_MAC   |   Buy&Hold
===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Status Summary | Status Last_Chg | Status Last_Chg | Status Last_Chg | Last_MAC Last_Chg | TTM_Status
SP600 (IJR) Daily | Bullish 2019-10-22 | Bullish 2019-09-13 | Bullish 2019-11-04 | Bullish 2019-09-13 | GAIN
SP400 (MDY) Daily | Bullish 2019-10-25 | Bullish 2019-02-22 | Bullish 2019-04-05 | Bullish 2019-09-12 | GAIN
SP500EW (RSP) Daily | Bullish 2019-09-20 | Bullish 2019-02-19 | Bullish 2019-04-01 | Bullish 2019-09-11 | GAIN
SP3200 (ITOT) Daily | Bullish 2019-03-18 | Bullish 2019-02-22 | Bullish 2016-05-31 | Bullish 2019-09-11 | GAIN
SP500 (.SPx) Daily | Bullish 2019-02-27 | Bullish 2019-02-20 | Bullish 2016-04-20 | Bullish 2019-09-11 | GAIN
Cash Alloc. (Eq-Wt) = | 0 0% | 0 0% | 0 0% | 0 0% | 0
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Derivatives | PO(Inter) PO(Slo) | TP(H,L,C) SMA(10m) | (5d/99d) 99d High | Last_MAC First_MAC | Last_Price
SP600 (IJR) Daily | 2.4% 3.3% | 81.93 78.04 | 0.00% 82.52 | (TP,50d) (50d,200d) | 81.81
SP400 (MDY) Daily | 3.3% 3.2% | 367.67 350.26 | 0.00% 370.54 | (TP,50d) (TP,43w) | 366.64
SP500EW (RSP) Daily | 3.3% 3.4% | 113.20 106.58 | 0.00% 113.64 | (TP,50d) (TP,43w) | 113.13
SP3200 (ITOT) Daily | 3.6% 3.6% | 71.18 66.20 | 0.00% 71.45 | (TP,50d) (TP,21w) | 71.11
SP500 (.SPx) Daily | 79.37 68.80 | 3143.54 2917.62 | 0.00% 3154.26 | (TP,50d) (TP,21w) | 3140.98
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) | MaxDD AvgDD | MaxDD AvgDD | MaxDD AvgDD | MaxDD AvgDD | AvgDD
SP600 (IJR) Daily | -14% -4.9% | -16% -5.3% | -16% -4.4% | -24% -5.8% | -6.0%
SP400 (MDY) Daily | -13% -4.7% | -15% -5.0% | -18% -5.3% | -19% -5.6% | -4.7%
SP500EW (RSP) Daily | -12% -4.0% | -14% -4.0% | -15% -3.6% | -19% -5.5% | -4.1%
SP3200 (ITOT) Daily | -13% -5.1% | -15% -6.1% | -13% -2.7% | -17% -5.7% | -3.4%
SP500 (.SPx) Daily | -16% -5.7% | -15% -5.8% | -12% -2.3% | -11% -5.3% | -3.3%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr CAGR (Ex. Div.) | Bullish BEARish | Bullish BEARish | Bullish BEARish | Bullish BEARish | Buy&Hold
SP600 (IJR) Daily | 8.1% 3.7% | 9.4% 2.5% | 11.6% 0.5% | 8.0% 4.0% | 12.2%
SP400 (MDY) Daily | 6.6% 4.3% | 10.2% 0.9% | 9.9% 1.2% | 8.8% 2.4% | 11.3%
SP500EW (RSP) Daily | 8.1% 3.1% | 10.4% 1.0% | 10.5% 0.8% | 9.0% 2.4% | 11.5%
SP3200 (ITOT) Daily | 7.2% 3.6% | 7.2% 3.6% | 10.4% 0.6% | 7.4% 3.4% | 11.1%
SP500 (.SPx) Daily | 8.5% 2.4% | 7.4% 3.5% | 10.7% 0.4% | 7.5% 3.3% | 11.1%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr $ROI (Ex. Div.) | Bullish BEARish | Bullish BEARish | Bullish BEARish | Bullish BEARish | Buy&Hold
SP600 (IJR) Daily | 11,893 4,422 | 14,625 2,822 | 19,921 553 | 11,581 4,773 | 21,575
SP400 (MDY) Daily | 9,021 5,295 | 16,472 989 | 15,707 1,317 | 13,221 2,625 | 19,091
SP500EW (RSP) Daily | 11,853 3,538 | 16,875 1,008 | 17,259 853 | 13,576 2,626 | 19,584
SP3200 (ITOT) Daily | 10,060 4,277 | 10,116 4,237 | 16,898 647 | 10,509 3,977 | 18,639
SP500 (.SPx) Daily | 12,664 2,697 | 10,453 4,070 | 17,663 403 | 10,566 3,835 | 18,777
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Avg Signals (10yr) | AvgMktD /Year | AvgMktD /Year | AvgMktD /Year | AvgMktD /Year | /Year
SP600 (IJR) Daily | 52 4.9 | 210 1.2 | 630 0.4 | 142 1.8 | 1.4
SP400 (MDY) Daily | 79 3.2 | 420 0.6 | 420 0.6 | 187 1.3 | 1.6
SP500EW (RSP) Daily | 140 1.8 | 420 0.6 | 420 0.6 | 194 1.3 | 1.6
SP3200 (ITOT) Daily | 252 1.0 | 210 1.2 | 630 0.4 | 180 1.4 | 1.2
SP500 (.SPx) Daily | 252 1.0 | 210 1.2 | 630 0.4 | 168 1.5 | 1.3
----- ----- ----- ----- ----- ----- ----- ----- ----- -----

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