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URL:  https://boards.fool.com/othermac-array-of-intermediate-term-quotmoving-34375590.aspx

Subject:  Re: Other_MAC for 2019 Date:  12/31/2019  4:35 PM
Author:  MapG Number:  33760 of 33770

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

Other_MAC:    |   2019-12-31       MAC         MAC         MAC        DMAC     Cash   |  2019-12-31     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) 2.7% 5.9% 6.8% 4.0%
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) 2.6% 5.5% 6.4% 3.5%
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) 2.7% 5.7% 7.2% 4.2%
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) 3.0% 6.1% 8.2% 4.8%
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) 3.4% 6.6% 9.0% 5.1%
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)
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====

2019-12-31   Average    MAC       MAC       MAC        DMAC            |  2019-12-31  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) $30,092 - - - - 11.6% | B&H(IJR) -6.0% - - - - |
BEARish $14,767 $14,606 $16,935 $12,822 $14,706 4.0% | AvgDD -5.5% -4.8% -6.9% -5.1% -5.3% |
Bullish $20,575 $20,602 $17,769 $23,469 $20,461 7.5% | MaxDD -24.0% -16% -24% -16% -17% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(MDY) $27,972 - - - - 10.8% | B&H(MDY) -4.7% - - - - |
BEARish $12,625 $13,648 $13,547 $10,989 $12,315 2.4% | AvgDD -5.4% -5.2% -5.4% -4.7% -6.1% |
Bullish $22,327 $20,495 $20,648 $25,453 $22,713 8.4% | MaxDD -18.8% -16% -16% -15% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(RSP) $28,894 - - - - 11.2% | B&H(RSP) -4.1% - - - - |
BEARish $12,626 $12,891 $13,256 $11,008 $13,349 2.4% | AvgDD -5.1% -4.8% -4.8% -3.8% -7.2% |
Bullish $23,026 $22,414 $21,798 $26,248 $21,644 8.7% | MaxDD -18.7% -16% -15% -14% -19% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(ITOT) $28,697 - - - - 11.1% | B&H(ITOT) -3.4% - - - - |
BEARish $13,977 $13,682 $13,456 $14,237 $14,534 3.4% | AvgDD -5.7% -5.2% -5.6% -6.2% -5.9% |
Bullish $20,551 $20,974 $21,327 $20,157 $19,745 7.5% | MaxDD -17.0% -12% -14% -15% -17% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H(.SPX) $28,687 - - - - 11.1% | B&H(.SPX) -3.3% - - - - |
BEARish $13,835 $13,068 $13,652 $14,070 $14,551 3.3% | AvgDD -5.5% -4.4% -6.5% -5.8% -5.4% |
Bullish $20,762 $21,947 $21,008 $20,384 $19,710 7.6% | MaxDD -15.8% -11% -16% -15% -16% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
B&H_Avg $28,868 - - - - 11.2% | B&H(AvgDD) -4.3% - - - - |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
BEARish_Avg $13,566 $13,579 $14,169 $12,625 $13,891 3.1% | AvgDD_Avg -5.4% -4.9% -5.8% -5.1% -6.0% |
----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Bullish_Avg $21,448 $21,286 $20,510 $23,142 $20,855 7.9% | 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 $14,767 $14,606 $16,935 $14,237 $14,706 | AvgDD -5.7% -5.2% -6.9% -6.2% -7.2% |
Index = SP600 SP600 SP600 SP3200 SP600 | Index = SP3200 SP400 SP600 SP3200 SP500EW |
===== ===== ===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Bullish $23,026 $22,414 $21,798 $26,248 $22,713 | 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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