Subject: Re: Intermediate -Term Market Trend Indicators (2024)
The latest Revision which improved Returns and Drawdown.
MAC(TPw,10m): Rev Oct-2023 MAC(TPw,SMA) where TPw is 5-Day(high,low,close) and SMA is (TPw,210-DMA)
Criteria: IJR Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 5o6 Days
Criteria: MDY Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 5o6 Days
Criteria: RSP Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 5o6 Days
Criteria: ITOT Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 3o6 Days
Criteria: .SPX Rev Mar-2024: SELLIF: Negative 6o6 Days, BuyIF: Positive 3o6 Days
Allocation: Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
Criteria: SPY Rev Dec-2023 Weekly SELLIF: Negative 2 of 2 Weeks, BuyIF: Positive 4 of 4 Weeks,
MAC(10m) MAC(10m)
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Status LastD_Chg
Bullish 08-Dec-23
Bullish 30-Nov-23
Bullish 29-Nov-23
Bullish 08-Nov-23
Bullish 07-Nov-23
0 0%
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TPw(H,L,C) (210-DMA)
108.16 100.59
547.11 485.71
167.04 151.33
114.22 101.45
5206.89 4614.61
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MaxDD AvgDD
-21% -7.6%
-15% -6.1%
-19% -6.3%
-10% -3.6%
-11% -4.1%
-13% -4.8%
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Bullish BEARish
2.3% 4.4%
4.5% 3.4%
5.5% 2.9%
9.1% 1.0%
8.8% 1.7%
9.0% 1.8%
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/Year %Bearish
3.0 35%
2.4 27%
2.2 23%
1.8 20%
2.0 18%
1.0 22%
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GD_