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Investment Strategies / Mechanical Investing
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Author: mapg   😊 😞
Number: of 3958 
Subject: Re: Trends and Ranks 09-May-25
Date: 05/09/2025 5:11 PM
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Revised PPO

Price Oscillators (PO) May-2025 Rev Criteria: ( SELLlF: Faster < Inter & Inter < Slower, BUYIF: NOT SELL )
TPPO's (Faster), (Inter), (Slower)  Faster = Shorter & Slower = Longer  WEEKS  MktD     PPO     Shorter  Inter   Longer
SP600 (IJR) Daily PO(15,120), PO(30,120), PO(60,120) 24 120 APO1,EMA1 15,120 30,120 60,120
SP400 (MDY) Daily PO(15,120), PO(30,120), PO(60,120) 24 120 APO2,EMA2 15,120 30,120 60,120
SP500EW (RSP) Daily PO(15,120), PO(30,120), PO(60,120) 24 120 APO3,EMA3 15,120 30,120 60,120
SP1500 (ITOT) Daily PO(15,120), PO(30,120), PO(60,120) 24 120 APO4,EMA4 15,120 30,120 60,120
SP500 (.SPX) Daily PO(15,120), PO(30,120), PO(60,120) 24 120 APO5,EMA5 15,120 30,120 60,120


9-May-2025                 Long       Long       TTM       TTM             TTM              TTM           B&H
Div excluded CAGR (10Yr) CAGR /GSD Avg TTM MDD (TTM) Avg SDDD (<-1SD) Avg DD (<0) CAGR (10Yr)
SP600 (IJR) Daily 4.6% 0.31 6.2% -22% -11.6% -8.6% 5.9%
SP400 (MDY) Daily 5.9% 0.45 7.4% -26% -9.1% -5.4% 6.9%
SP500EW (RSP) Daily 7.1% 0.60 8.1% -18% -6.9% -4.5% 7.7%
SP1500 (ITOT) Daily 10.7% 0.94 11.3% -17% -7.4% -4.7% 9.8%
SP500 (.SPX) Daily 10.3% 0.94 10.8% -21% -7.1% -5.9% 10.4%




GD_
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