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URL:  https://boards.fool.com/market-trend-indicators-intermediate-term-amp-34375599.aspx

Subject:  Re: Market Trend Indicators for 2019 Date:  12/31/2019  4:45 PM
Author:  MapG Number:  33761 of 33770

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

The final post for 2019 where DBE(99d,26w) had the best 10Yr performance, both DrawDowns and Return with fewer Signals.

      31-Dec-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 2019-03-06 | 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 | 2.7% 3.9% | 83.77 78.41 | -0.16% 84.39 | (TP,50d) (50d,200d) | 83.85
SP400 (MDY) Daily | 3.6% 4.2% | 375.37 352.85 | 0.00% 377.02 | (TP,50d) (TP,43w) | 375.38
SP500EW (RSP) Daily | 4.4% 4.6% | 115.49 107.70 | 0.00% 116.13 | (TP,50d) (TP,43w) | 115.72
SP3200 (ITOT) Daily | 5.4% 5.6% | 72.57 67.07 | 0.00% 73.12 | (TP,50d) (TP,21w) | 72.69
SP500 (.SPx) Daily | 165.43 157.79 | 3224.84 2959.39 | 0.00% 3247.93 | (TP,50d) (TP,21w) | 3230.78
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) | MaxDD AvgDD | MaxDD AvgDD | MaxDD AvgDD | MaxDD AvgDD | AvgDD
SP600 (IJR) Daily | -14% -4.5% | -16% -5.1% | -16% -4.2% | -24% -5.5% | -6.0%
SP400 (MDY) Daily | -13% -4.4% | -15% -4.7% | -18% -5.1% | -19% -5.4% | -4.7%
SP500EW (RSP) Daily | -12% -3.9% | -14% -3.8% | -15% -3.5% | -19% -5.1% | -4.1%
SP3200 (ITOT) Daily | -13% -5.3% | -15% -6.2% | -13% -2.9% | -17% -5.7% | -3.4%
SP500 (.SPx) Daily | -13% -4.2% | -15% -5.8% | -12% -2.6% | -11% -5.5% | -3.3%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr CAGR (Ex. Div.) | Bullish BEARish | Bullish BEARish | Bullish BEARish | Bullish BEARish | Buy&Hold
SP600 (IJR) Daily | 7.8% 3.6% | 8.9% 2.5% | 11.0% 0.5% | 7.5% 4.0% | 11.6%
SP400 (MDY) Daily | 6.2% 4.3% | 9.8% 0.9% | 9.5% 1.2% | 8.4% 2.4% | 10.8%
SP500EW (RSP) Daily | 7.9% 3.1% | 10.1% 1.0% | 10.3% 0.8% | 8.7% 2.4% | 11.2%
SP3200 (ITOT) Daily | 7.2% 3.6% | 7.3% 3.6% | 10.4% 0.6% | 7.5% 3.4% | 11.1%
SP500 (.SPx) Daily | 8.3% 2.6% | 7.4% 3.5% | 10.7% 0.4% | 7.6% 3.3% | 11.1%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr $ROI (Ex. Div.) | Bullish BEARish | Bullish BEARish | Bullish BEARish | Bullish BEARish | Buy&Hold
SP600 (IJR) Daily | 11,142 4,233 | 13,469 2,822 | 18,515 553 | 10,575 4,767 | 20,092
SP400 (MDY) Daily | 8,288 5,295 | 15,453 989 | 14,717 1,317 | 12,327 2,625 | 17,972
SP500EW (RSP) Daily | 11,343 3,538 | 16,248 1,008 | 16,623 853 | 13,026 2,626 | 18,894
SP3200 (ITOT) Daily | 10,101 4,277 | 10,157 4,237 | 16,952 647 | 10,551 3,977 | 18,697
SP500 (.SPx) Daily | 12,213 2,915 | 10,389 4,070 | 17,577 403 | 10,762 3,835 | 18,687
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Avg Signals (10yr) | AvgMktD /Year | AvgMktD /Year | AvgMktD /Year | AvgMktD /Year | /Year
SP600 (IJR) Daily | 53 4.8 | 210 1.2 | 630 0.4 | 144 1.7 | 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
----- ----- ----- ----- ----- ----- ----- ----- ----- -----

  More detail:  |  Market Trend Indicators (Intermediate-Term & Equal-Weighted)
Price Data: | Non-adjusted(Ex. Splits): When a company issues a dividend its price usually drops.
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PO's: | Difference between two SMA's or EMA's of a security's price expressed as a percentage.
IJR: | Daily "PO's(5/25, 10/50, 15/75)"
MDY: | Daily "PO's(10/50,15/75,20/100)"
RSP: | Daily "PO's(20/100,25/125,30/150)"
ITOT: | Daily "PO's(30/150,35/175,40/200)"
Criteria(PO): | PO's: SELLIF: PO(slow) & PO(inter) < 0, BuyIF: PO(inter) & PO(fast) > 0
.SPx: | Rev Sept-2019 Daily "MACD(40,200,8) Signal Line"
Criteria(SPx): | MACD SELLIF: (EMA40d-EMA200d) < 0, BuyIF: (EMA8d) > 0
Allocation: | Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
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MAC(10m): | MAC(TP,10m) where Typical Price(TP) is Average (high,low,close) and SMA(210d or 43w)
Criteria: | Rev Dec-2018: SELLlF: Negative 4 weeks(20d), BuyIF: Positive 1 week(5d)
Allocation: | Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, SPx=20% )
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Other MAC: | Array of Intermediate-Term "Moving Average Crossover" (MAC) Trend Indicators
Criteria: | Equal-Weighted Allocation with minimum "Whipsaw" (4 of 6 Pre-Set time horizons by FATP)
(TP,SMA): | Typical Price (TP) and Simple Moving Average (SMA) Crossovers
(50d,200d): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(TP,43w): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(TP,21w): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
(TP,50d): | Rev Dec-2018: SELLlF: Negative 4 week(20d), BuyIF: Positive 1 week(5d)
Allocation: | Rev Mar-2019: (50d)=25%, (4w,9w,18w)=0%, (21w)=25%, (43w)=25%, (50d,200d)=25%, (21w,50w)=0%
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DBE: | "Dying Bullish Euphoria" DBE(99d,26w)
Criteria(99d): | Rev Sept-2019: Intraday High prices for 99d (21w)
Criteria(26w): | Rev Sept-2019 SELLlF: No New High prices for 26w ( High/Low Channel - HC99d uptick )
Allocation: | Rev Nov-2019 IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20%
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