Subject: Re: Intermediate -Term Market Trend Indicators (2024)
Wednesday, July 31, 2024 PO's(24w) PO's(24w) MAC(10m) MAC(10m) DBE(99d,5m) DBE(99d,5m) Other_MAC Other_MAC Buy&Hold
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Status Summary Status LastD_Chg Status LastD_Chg Status LastD_Chg Last_MAC LastD_Chg Status(TTM)
SP600 (IJR) Daily | Bullish 14-Dec-23 | Bullish 08-Dec-23 | Bullish 19-Jul-23 | Bullish 17-Jul-24 | Gain
SP400 (MDY) Daily | Bullish 11-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | Bullish 17-Jul-24 | Gain
SP500EW (RSP) Daily | Bullish 11-Dec-23 | Bullish 29-Nov-23 | Bullish 12-Jul-23 | Bullish 17-Jul-24 | Gain
S&P Core (ITOT) Daily | Bullish 16-Nov-23 | Bullish 08-Nov-23 | Bullish 01-Feb-23 | Bullish 10-May-24 | Gain
SP500 (.SPx) Daily | Bullish 14-Nov-23 | Bullish 07-Nov-23 | Bullish 01-Feb-23 | Bullish 10-May-24 | Gain
Cash_Alloc(Daily) = | 0 0% | 0 0% | 0 0% | 0 0.0% | 0
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Price Derivatives PPO(50,120) PPO(30,120) TPw(H,L,C) (210-DMA) %Off_Hi(99) SinceD_NH Last_MAC (TPd,X-DMA) Last_Price
SP600 (IJR) Daily | 2.3% 3.7% | 117.37 103.84 | NEW 0 | (TP,50d) 8.5% | 118.34
SP400 (MDY) Daily | 2.1% 2.8% | 561.04 509.67 | NEW 0 | (TP,50d) 4.5% | 566.09
SP500EW (RSP) Daily | 1.8% 2.3% | 169.97 157.50 | NEW 0 | (TP,50d) 3.5% | 171.60
S&P Core (ITOT) Daily | 3.2% 4.2% | 119.79 108.52 | 1.8% 10 | (TP,50d) 1.9% | 121.02
SP500 (.SPx) Daily | 3.4% 4.3% | 5463.38 4951.55 | 2.1% 10 | (TP,50d) 1.4% | 5522.30
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10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -19% -7.0% | -21% -7.8% | -40% -8.8% | -29% -9.7% | -9.3%
SP400 (MDY) Daily | -14% -5.3% | -15% -6.3% | -38% -6.1% | -27% -8.4% | -7.6%
SP500EW (RSP) Daily | -16% -4.5% | -19% -6.2% | -32% -4.8% | -24% -7.6% | -6.6%
S&P Core (ITOT) Daily | -11% -4.0% | -10% -3.6% | -22% -5.9% | -20% -6.3% | -8.4%
SP500 (.SPx) Daily | -13% -4.4% | -11% -4.1% | -20% -4.8% | -24% -6.7% | -7.4%
SP500 (SPY) Weekly 14Yr | -12% -4.5% | -13% -3.9% | -18% -7.0% | -18% -5.8% | -6.8%
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10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 5.2% 2.8% | 3.6% 4.4% | 5.4% 2.6% | 2.5% 5.7% | 8.2%
SP400 (MDY) Daily | 5.9% 2.3% | 4.7% 3.4% | 6.5% 1.6% | 3.7% 4.6% | 8.3%
SP500EW (RSP) Daily | 5.2% 3.0% | 5.4% 2.9% | 6.8% 1.5% | 4.8% 3.5% | 8.4%
S&P Core (ITOT) Daily | 7.6% 2.6% | 9.2% 1.0% | 9.9% 0.4% | 7.1% 3.1% | 10.4%
SP500 (.SPx) Daily | 8.1% 2.5% | 8.9% 1.7% | 10.0% 0.7% | 6.5% 4.1% | 10.8%
SP500 (SPY) Weekly 14Yr | 9.7% 2.1% | 10.0% 1.8% | 10.6% 1.5% | 8.1% 3.9% | 12.0%
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10Yr Average Signals /Year %Bearish /Year %Bearish /Year %Bearish /Year %Bearish TTM Chg/Yr
SP600 (IJR) Daily | 2.0 37% | 3.0 35% | 1.0 23% | 3.1 33% | 2.2
SP400 (MDY) Daily | 2.0 29% | 2.4 27% | 1.2 15% | 2.9 27% | 3.0
SP500EW (RSP) Daily | 1.8 26% | 2.2 23% | 1.2 14% | 2.5 24% | 2.0
S&P Core (ITOT) Daily | 1.6 23% | 1.8 20% | 0.8 13% | 2.1 21% | 1.2
SP500 (.SPx) Daily | 1.2 19% | 2.0 18% | 0.8 12% | 2.7 20% | 1.0
SP500 (SPY) Weekly 14Yr | 1.2 19% | 1.0 21% | 1.1 12% | 2.4 --- | 3.4
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