Post New

One new signal on Market Trends TPPO, SP600 (IJR) Daily is "BEARish" after a sell off today.
Modern Family: IWM "BEARish" and confirmed(no change), EQAL, IYT, XRT and IBB are "Bullish" but "Not yet confirmed".
ROE_GMI: 10 Bullish and 11 BEARish

  Modern Family     Symbol      Status   ChgD  Confirmed    Roles: (leading indicators that act as a guide for the stock market macro picture)
S&P 500 ETF Trust     SPY      Bullish   443      Yes       - major player U.S. index fund of 500 market cap-weighted companies
Russell 1000EW ETF   EQAL      Bullish   443    Not Yet     - gauge the health of 1000 equal-weighted companies within the U.S.
Russell 1000 ETF      IWB      Bullish   443      Yes       - gauge the health of 1000 Giant(45%), Large(32%) & Medium(20%) companies within the U.S.
Russell 2000 ETF      IWM      BEARish     7      Yes       - gauge the health of 2000 Small(55%) & Micro(43%) companies within the U.S.
Transportation ETF    IYT      Bullish     8    Not Yet     - measure Industry & Manufacture strength - supply and demand
Retail ETF            XRT      Bullish   155    Not Yet     - measure strength of economy and consumer confidence
Regional Banks ETF    KRE      Bullish   290      Yes       - measure the health of financial system in the U.S.
BioTech ETF           IBB      Bullish    23    Not Yet     - highly speculated: assesses where money is flowing
SemiConductor ETF     SMH      Bullish     7      Yes       - innovation: a major player technology trends
   As of (LastD) =            21-Feb-25                     More Details: Posted end of month by mapg on the Mechanical Investing board (shrewdm.com)

   Market Trends         TPPO      ChgD   PPO(2:1)  PPO(-5d)  PPO(-10d)  MAC(10m)    ChgD      MAC      DBE(5m)    ChgD    %Off     CountIF    Risk
 Intermediate-Term       Status   Status  (longer)  (Inter)   (shorter)    Status   Status  (TPw,210)    Status   Status  Hi(99)    Bullish    Gauges
SP600 (IJR) Daily       BEARish     1       0.76%     0.74%     0.71%     Bullish     441     2.0%      Bullish     583    8.8%        3      Risk_On
SP400 (MDY) Daily       Bullish     444     0.98%     1.01%     1.03%     Bullish     449     3.3%      Bullish     590    5.9%        3      Risk_On
SP500EW (RSP) Daily     Bullish     28      0.78%     0.83%     0.87%     Bullish     450     4.6%      Bullish     590    2.8%        3      Risk_On
SP1500 (ITOT) Daily     Bullish     462     1.44%     1.58%     1.71%     Bullish     471     8.0%      Bullish     751     NEW        3      Risk_On
SP500 (.SPX) Daily      Bullish     463     1.43%     1.57%     1.70%     Bullish     472     7.9%      Bullish     751     NEW        3      Risk_On
    As of (LastD) =    21-Feb-25    ---     ---       ---        ---     21-Feb-25    ---      ---     21-Feb-25    ---     ---       ---    21-Feb-25
 CountIF(Bullish) =        4                                                 5                             5                          15      Risk_On

        My Rankings                   21-Feb-25             1      2      3      4      5      6      7      8      9    10    Buy  HTD    Sell
1- MAA: Long-Term (BRKB)      1-RS: ROC() & TMAC()        FXAIX  BRK.B  FSMAX  FBIIX  FFNOX  FSPSX  FXNAX  FUAMX  -     -      --   BRKB    --
2- MAA: Multi-Asset ETF's     2-RS: ROC() & TMAC()        AOA    AOR    AOM    AOK    IYLD   RLY    -      -      -     -       2     2     2
3- QAA: Market ETF's          3-RS: ROC() & TMAC()        XLG    CMDY   PRFZ   PRF    IEFA   USRT   TLT    SDS    -     -       3     1     4
4- QAA: Enhanced ETF's        4-RS: ROC() & TMAC()        MTUM   LRGF   QUAL   COMT   USMV   SIZE   EFAV   VLUE   -     -       3     1     4
6- QEW: Equal-Wght'd ETF's    6-RS: ROC() & TMAC()        EDOW   EQWL   QQQE   EUSA   EQAL   RSP    -      -      -     -       2     2     2
5- ROE_GMI (1 thru 10 of 25)  5-RS: ROC() & TMAC()        FTNT   RL     PODD   META   PPC    NVDA   GOOGL  FIX    UTHR  KR     10     4     11
5- ROE_GMI (11 thru 20)       5-Alloc: BuyIF Top 15       DKS    DECK   EME    LII    RMD    KLAC   ACM    IT     THC   CTAS   --    --     --
5- ROE_GMI (21 thru 25)       5-Alloc: SellIF Bottom 5    AMGN   NTAP   GWW    OMC    ADBE   -      -      -      -     -      --    --     --

GD_

The Fidelity Stock Screener has the following data elements available and updated daily. S&P GMI metrics are similar to data Value line published.

Four Key GMI Metrics - S&P Capital IQ Fundamental Analysis Key fundamental data elements

 Valuation - The valuation metric combines fundamental data to determine if a company is overvalued or undervalued in relation to its peers.

 Quality – The quality metric uses fundamental data to assess a company’s overall earnings quality in relation to its peers. This metric uses information across all financial statements of the firm.

 Growth Stability – Growth Stability is an assessment of how stable the growth of earnings and cash flow has been over time. Companies with greater growth stability in comparison to their peers are more highly rated by this measure.

 Financial Health – Financial Health uses fundamental data to view the company’s debt and interest obligations (among other factors) to its financial health in comparison to its peers

My screens Ranking - of Four Key GMI Metrics and RoE

Metrics Above average approach with improvements (are-in-progress) after some trial and error. Several crap filters not shown here.

Return on Equity (TTM) = 50% WtAvg

 Financial Health(>=40) = 20% WtAvg

 Quality(>=40) = 15% WtAvg

 Growth Stability(>=40) = 10% WtAvg

 Valuation(>=40) = 5% WtAvg

%off 52wH < 25

GD_

mapg - Is there a guide to your Trends page? I feel that there is good information here that I am missing. Also some of the acronyms are inscrutable (to me at least.

Thanks for your contributions over the years!

Regards,

Quickbuck

mapg - Is there a guide to your Trends page?

"Market Trend Indicators" are applied to investment Allocation. Or that was the plan which I didn't always follow.

More detail: Intermediate-Term Market Trend Indicators (2025)

          -----    -----
           TPO:    Price Oscillator (APO is Difference between two EMA's of a security's price) and PPO is APO/EMA x100
  Criteria: IJR    Rev JAN-2025: SELLIF: (APO(50,120) < APO(55,120) AND APO(55,120) < APO(60,120)), BuyIF: not SELL)
  Criteria: MDY    Rev JAN-2025: SELLIF: (APO(45,110) < APO(50,110) AND APO(50,110) < APO(55,110)), BuyIF: not SELL)
  Criteria: RSP    Rev JAN-2025: SELLIF: (APO(40,100) < APO(45,100) AND APO(45,100) < APO(50,100)), BuyIF: not SELL)
 Criteria: ITOT    Rev JAN-2025: SELLIF: (APO(35,90) < APO(40,90) AND APO(40,90) < APO(45,90)), BuyIF: not SELL)
 Criteria: .SPX    Rev JAN-2025: SELLIF: (APO(35,90) < APO(40,90) AND APO(40,90) < APO(45,90)), BuyIF: not SELL)
    Allocation:    Rev Nov-2019: ( IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20% )
  Criteria: SPY    Rev Aug-2020 Weekly "MACD(9,27,3) Signal Line" (Tuned with 15yr history)
          -----    -----
  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,
          -----    -----
       DBE(5m):    "Dying Bullish Euphoria" DBE(99d,5m)
 Criteria(99d):    Rev Sept-2019: Intraday High prices for 99d
  Criteria(5m):    Rev Jan-2021 SELLIF: No New High prices for 5m ( High/Low Channel - HC99d uptick )
    Allocation:    Rev Nov-2019 IJR=20%, MDY=20%, RSP=20%, ITOT=20%, .SPx=20%
          -----    -----
     Other MAC:    "Moving Average Crossover" (MAC) Trend Indicators
      Criteria:    Equal-Weighted Allocation with minimum "Whipsaw" (3 of 5 Pre-Set time horizons by FATP)
   MAC(TP,SMA):    Typical Price (TP) and Simple Moving Average SMA(TP,XXd) Crossovers
DMAC(50d,200d):    Rev Jul-2023: SELLIF:  Negative 1 Day, BuyIF: Positive 1 Day
  MAC(TP,200d):    Rev Mar-2023: SELLIF:  Negative 1 week(5d), BuyIF: Positive 1 week(5d)
   MAC(TP,50d):    Rev Aug-2020: SELLIF:  Negative 2 week(10d), BuyIF: Positive 1 week(5d)
    Allocation:    Rev Jun-2021: (50d)=33%, (4w,9w,18w)=0%, (200d)=33%, (50d,200d)=33%, (21w,50w)=0%
          -----    -----

GD_

Thanks so much! I printed this to keep on my desk as I review your data each week.

Regards,

QuickBuck

Post New

Mechanical Investing FAQ

---

Contact Shrewd'm
Contact the developer of these message boards.