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No. of Recommendations: 7
This week 9 of 35 indicators are "BEARish" (Same as last week).

All of five PO's are "Bullish".

Two of five MAC(10M) are "BEARish" and at least 3.1% Below SMA210.

All of Five DBE(99d,26w) are "Bullish" and at least 7% Below their 99 Intraday High price.
(No new signals and about 93 market days since last high).

      2-Jul-2020       |    PO's        PO's     |  MAC(10m)   MAC(10m)   |  DBE(99d,26w)  DBE(99d,26w)   |  Other_MAC  Other_MAC   |   Buy&Hold
===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Status Summary | Status LastD_Chg | Status LastD_Chg | Status LastD_Chg | Last_MAC LastD_Chg | TTM_Status
SP600 (IJR) Daily | Bullish 2020-05-05 | BEARish 2020-03-23 | Bullish 2019-11-04 | Bullish 2020-06-09 | LOSS
SP400 (MDY) Daily | Bullish 2020-05-27 | BEARish 2020-03-24 | Bullish 2019-04-05 | Bullish 2020-06-02 | LOSS
SP500EW (RSP) Daily | Bullish 2020-06-19 | Bullish 2020-06-09 | Bullish 2019-04-01 | Bullish 2020-06-09 | LOSS
SP3200 (ITOT) Daily | Bullish 2020-06-26 | Bullish 2020-06-02 | Bullish 2016-05-31 | Bullish 2020-06-02 | GAIN
SP500 (.SPx) Daily | Bullish 2020-06-15 | Bullish 2020-06-01 | Bullish 2016-04-20 | Bullish 2020-06-01 | GAIN
Cash Alloc. (Eq-Wt) = | 0 0% | 2 40% | 0 0% | 7 35% | 3
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Derivatives | PO(Inter) PO(Slo) | (TP,SMA) SMA(210d) | %Off_Hi(99d) LastD_Hi(99d) | Last_MAC First_MAC | Last_Price
SP600 (IJR) Daily | 2.8% 8.9% | -6.9% 73.22 | -18% 115 | (TP,21w) (TP,43w) | 67.69
SP400 (MDY) Daily | 9.2% 7.0% | -3.1% 336.31 | -14% 92 | (TP,21w) (TP,43w) | 323.92
SP500EW (RSP) Daily | 2.6% -0.4% | -2.2% 104.95 | -13% 92 | (TP,43w) (50d,200d) | 102.23
SP3200 (ITOT) Daily | 0.9% 0.3% | 3.9% 67.86 | -7% 93 | (TP,43w) (50d,200d) | 70.45
SP500 (.SPx) Daily | 58.07 49.41 | 3.9% 3021.14 | -7% 93 | (TP,21w) (50d,200d) | 3130.01
----- ----- ----- ----- ----- ----- ----- ----- ----- -----

More detail: Market Trend Indicators (Intermediate-Term & Equal-Weighted)
https://boards.fool.com/market-trend-indicators-for-2020-343...
https://boards.fool.com/market-trend-indicators-for-2019-341...
https://boards.fool.com/othermac-for-2019-34105727.aspx?sort...
http://boards.fool.com/othermac-for-2018-33027557.aspx?sort=...
http://boards.fool.com/market-trend-indicators-for-2018-3294...
http://boards.fool.com/market-trend-indicators-for-2017-3254...
http://boards.fool.com/market-trend-indicators-for-2016-3206...
http://boards.fool.com/market-trend-indicators-for-2015-3156...
http://boards.fool.com/market-trend-indicators-for-mi-screen...

GD_
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No. of Recommendations: 3
This week 8 of 35 indicators are "BEARish" (One less than last week).

All of five PO's are "Bullish".

Two of five MAC(10M) are "BEARish" and at least 4.3% Below SMA210.

All of Five DBE(99d,26w) are "Bullish" and at least 6% Below their 99 Intraday High price.
(No new signals and about 98 market days since last high). Expect SP600 (IJR) Daily to trigger in 6 MktD.

     10-Jul-2020       |    PO's        PO's     |  MAC(10m)   MAC(10m)   |  DBE(99d,26w)  DBE(99d,26w)   |  Other_MAC   Other_MAC   |   Buy&Hold
===== ===== ===== ===== ===== ===== ===== ===== ===== =====
Status Summary | Status LastD_Chg | Status LastD_Chg | Status LastD_Chg | Last_MAC LastD_Chg | TTM_Status
SP600 (IJR) Daily | Bullish 2020-05-05 | BEARish 2020-03-23 | Bullish 2019-11-04 | Bullish 2020-06-09 | LOSS
SP400 (MDY) Daily | Bullish 2020-05-27 | BEARish 2020-03-24 | Bullish 2019-04-05 | Bullish 2020-06-02 | LOSS
SP500EW (RSP) Daily | Bullish 2020-06-19 | Bullish 2020-06-09 | Bullish 2019-04-01 | Bullish 2020-06-09 | LOSS
SP3200 (ITOT) Daily | Bullish 2020-06-26 | Bullish 2020-06-02 | Bullish 2016-05-31 | Bullish 2020-06-02 | GAIN
SP500 (.SPx) Daily | Bullish 2020-06-15 | Bullish 2020-06-01 | Bullish 2016-04-20 | Bullish 2020-07-09 | GAIN
Cash Alloc. (Eq-Wt) = | 0 0% | 2 40% | 0 0% | 6 30% | 3
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Derivatives | PO(Inter) PO(Slo) | (TP,SMA) SMA(210d) | %Off_Hi(99d) LastD_Hi(99d) | Last_MAC First_MAC | Last_Price
SP600 (IJR) Daily | 1.9% 6.4% | -8.7% 72.98 | -18% 121 | (TP,21w) (TP,43w) | 67.15
SP400 (MDY) Daily | 6.5% 6.5% | -4.3% 335.67 | -14% 97 | (TP,21w) (TP,43w) | 323.01
SP500EW (RSP) Daily | 2.8% 0.4% | -3.2% 104.81 | -12% 97 | (TP,43w) (50d,200d) | 102.07
SP3200 (ITOT) Daily | 2.0% 1.4% | 4.6% 67.95 | -7% 98 | (TP,43w) (50d,200d) | 71.42
SP500 (.SPx) Daily | 77.64 65.55 | 4.7% 3025.81 | -6% 98 | (50d,200d) (TP,50d) | 3185.04
----- ----- ----- ----- ----- ----- ----- ----- ----- -----


More detail: Market Trend Indicators (Intermediate-Term & Equal-Weighted)
https://boards.fool.com/market-trend-indicators-for-2020-343...
https://boards.fool.com/market-trend-indicators-for-2019-341...
https://boards.fool.com/othermac-for-2019-34105727.aspx?sort...
http://boards.fool.com/othermac-for-2018-33027557.aspx?sort=...
http://boards.fool.com/market-trend-indicators-for-2018-3294...
http://boards.fool.com/market-trend-indicators-for-2017-3254...
http://boards.fool.com/market-trend-indicators-for-2016-3206...
http://boards.fool.com/market-trend-indicators-for-2015-3156...
http://boards.fool.com/market-trend-indicators-for-mi-screen...

GD_
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No. of Recommendations: 2
Hi GD_
Thanks for your gracious long-time sharing of your indicators with us.

You've obviously had a long experience with DBE's with different indexes. I was wondering if you might have gotten any personal thoughts or ideas about them over time. I don't request any statistical support...just your subjective impressions, but if you feel comfortable could you share any observations or ideas you might have had?
Thanks again for your contributions.
:-)Shawn
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No. of Recommendations: 1
DBE's with different indexes.
I was wondering if you might have gotten any personal thoughts or ideas about them over time.


As Jim just discussed the QQQ may not Test well but the signals are few. The other indices have the same problem with less history than .SPX (startD 1973). There is(IMO) some support for DBE on closely related (correlated) indices. At least that was my thinking. To date all five have performed better than MACs and the blend added a longer term outlook.

GD_
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No. of Recommendations: 2
I don't request any statistical support...just your subjective impressions, but if you feel comfortable could you share any observations or ideas you might have had?

How can I not resist some example of statistical support...?

DBE's with different indexes. Closely related? Maybe BETA would be an acceptable Measure.

Long Term Performance & Risk               SPY              ITOT             RSP              MDY              IJR


Market Price $317.59 $71.42 $102.07 $323.01 $67.15
7/10/2020 20:00 7/10/2020 20:00 7/10/2020 20:00 7/10/2020 20:00 7/10/2020 20:00
Market Total Return (1 Yr) 8.49% 7.30% -3.96% -7.32% -12.45%
7/9/2020 7/9/2020 7/9/2020 7/9/2020 7/9/2020
Market Total Return (3 Yr) 11.56% 10.87% 5.41% 2.05% 0.22%
7/9/2020 7/9/2020 7/9/2020 7/9/2020 7/9/2020
Market Total Return (5 Yr) 11.08% 10.59% 6.81% 4.83% 4.10%
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Market Total Return (10 Yr) 13.65% 13.45% 11.75% 10.54% 10.66%
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Premium/Discount (1 Year Average) 0.06% 0.08% 0.07% 0.08% 0.05%
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Beta (Month-End 3 Yr) 0.98 0.99 1.02 1.08 1.08
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Standard Deviation (Month-End 3 Yr) 21.99 22.33 23.69 25.89 27.03
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Sharpe Ratio (Month-End 3 Yr) 0.4 0.37 0.15 0.02 -0.04
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Alpha (Month-End 3 Yr) 0.05 -0.17 -5 -7.95 -9.02
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
R2 (Month-End 3 Yr) 99.72 99.29 94.76 88.67 80.09
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020


GD_
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No. of Recommendations: 1
DBE's with different indexes. Closely related? Maybe BETA would be an acceptable Measure.

BETA as a usable measure indicates "Developed Markets" and "Emerging markets" would probably be rejected.
R2000 Small/Micro US and Nasdaq N100 Global indices are in range.
All assuming the original(.SPX) long term(1925) test results are accepted as useful benchmark for timing.

Long Term Performance & Risk         SPY              EFA              EEM              QQQ              IWM



Market Price $317.59 $62.33 $43.24 $263.97 $141.31
7/10/2020 20:00 7/10/2020 20:00 7/10/2020 20:00 7/10/2020 16:00 7/10/2020 20:00
Market Total Return (1 Yr) 8.49% -2.77% 2.91% 38.07% -7.90%
7/9/2020 7/9/2020 7/9/2020 7/9/2020 7/9/2020
Market Total Return (3 Yr) 11.56% 1.53% 3.58% 24.94% 1.64%
7/9/2020 7/9/2020 7/9/2020 7/9/2020 7/9/2020
Market Total Return (5 Yr) 11.08% 2.26% 4.53% 20.74% 4.04%

Market Total Return (10 Yr) 13.65% 5.29% 2.83% 20.67% 9.99%
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Premium/Discount (1 Year Average) 0.06% 0.02% -0.13% 0.04% 0.03%
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Beta (Month-End 3 Yr) 0.98 0.81 0.9 1.03 1.06
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Standard Deviation (Month-End 3 Yr) 21.99 19.85 24.11 24.66 26.02
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Sharpe Ratio (Month-End 3 Yr) 0.4 -0.05 -0.03 0.85 0.01
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Alpha (Month-End 3 Yr) 0.05 -7.4 -6.37 10.89 -7.8
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
R2 (Month-End 3 Yr) 99.72 83.77 70.25 88.72 83.83
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020


GD_
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