Post #3785 by mapg on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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No. of Recommendations: 7

No new signals.
Modern Family: 8o9 above MAC(50) but "not yet confirmed", 4o9 above MAC(200) and 9o9 below DMAC(50,200).
Market Trends: CountIF(Bullish) 10 of 15 = "Risk_On".
My ROE_GMI Rankings: 15 "Buy" and 7 "Sell" (same as Buy allocation).

Modern Family(IT)   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    23    Not Yet   - major player U.S. index fund of 500 market cap-weighted companies
Russell 1000EW ETF   EQAL    Bullish    16    Not Yet   - gauge the health of 1000 equal-weighted companies within the U.S.
Russell 1000 ETF      IWB    Bullish    23    Not Yet   - gauge the health of 1000 Giant(45%), Large(32%) & Medium(20%) companies within the U.S.
Russell 2000 ETF      IWM    Bullish    16    Not Yet   - gauge the health of 2000 Small(55%) & Micro(43%) companies within the U.S.
Transportation ETF    IYT    Bullish    16    Not Yet   - measure Industry & Manufacture strength - supply and demand
Retail ETF            XRT    Bullish    22    Not Yet   - measure strength of economy and consumer confidence
Regional Banks ETF    KRE    Bullish    22    Not Yet   - measure the health of financial system in the U.S.
BioTech ETF           IBB    BEARish    77      Yes     - highly speculated: assesses where money is flowing
SemiConductor ETF     SMH    Bullish    22    Not Yet   - innovation: a major player technology trends
   As of (LastD) =          30-May-25                   More Details: Posted end of month by mapg on the Mechanical Investing board (shrewdm.com)

      Market Trends         TPPO(120)  Status   Longer     Inter   Shorter   MAC(210)   Status    Status   DBE(105)   Status   Status      CountIF     Risk
Intermediate & Long-Term    IT-Signal  (ChgD)  PPO(2:1)  PPO(4:1)  PPO(8:1)  LT-Signal  (ChgD)  (TPw,210)    Signal   (ChgD)  Hi(99MD)    (Bullish)    Gauges
SP600 (IJR) Daily            Bullish     18     -2.61%    -3.24%    -2.32%    BEARish     91      -6.94%    BEARish     32      128           1      Risk_Off
SP400 (MDY) Daily            Bullish     22     -1.30%    -1.18%    -0.01%    BEARish     84      -2.43%    BEARish     32      128           1      Risk_Off
SP500EW (RSP) Daily          Bullish     22     -0.42%    -0.05%     1.01%    Bullish     17      -0.04%    BEARish     29      126           2      Risk_Off
SP1500 (ITOT) Daily          Bullish     24     -0.29%     0.35%     1.91%    Bullish     18      1.76%     Bullish     849      69           3       Risk_On
SP500 (.SPX) Daily           Bullish     24     -0.17%     0.51%     2.03%    Bullish     18      2.11%     Bullish     849      69           3       Risk_On
         As of (LastD) =    30-May-25    ---     ---       ---       ---     30-May-25    ---      ---     30-May-25    ---     ---          ---     30-May-25
      CountIF(Bullish) =        5                                                3                             2                              10      Risk_On

        My Rankings           30-May-25                     1      2      3      4      5      6      7     8     9     10    Buy  HTD    Sell
1- MAA: Long-Term (BRKB)      1-RS: ROC() & TMAC()        BRK/B  FSPSX  FSMAX  FXAIX  FXNAX  FFNOX  -     -     -      -      --   BRKB    --
2- MAA: Multi-Asset ETF's     2-RS: ROC() & TMAC()        AOA    AOR    RLY    AOM    IYLD   AOK    -     -     -      -       2     2     2
3- QAA: Market ETF's          3-RS: ROC() & TMAC()        IEFA   XLG    PRF    CMDY   USRT   PRFZ   TLT   SDS   -      -       3     1     4
4- QAA: Enhanced ETF's        4-RS: ROC() & TMAC()        MTUM   EFAV   USMV   LRGF   SIZE   VLUE   QUAL  COMT  -      -       3     1     4
6- QEW: Equal-Wght'd ETF's    6-RS: ROC() & TMAC()        EQWL   EDOW   EUSA   QQQE   RSP    EQAL   -     -     -      -       2     2     2
5- ROE_GMI (1 thru 10 of 25)  5-RS: ROC() & TMAC()        RL     EHC    PPC    FIX    FTNT   ABT    FLEX  META  EME    IDXX   15     3     7
5- ROE_GMI (11 thru 20)       5-Alloc: BuyIF Top 15       ACM    RMD    GWW    MOH    NVDA   JNJ    KLAC  MSFT  GOOGL  COKE   --    --     --
5- ROE_GMI (21 thru 25)       5-Alloc: SellIF Bottom 5    LLY    UTHR   ZTS    IT     GEHC   -      -     -     -      -      --    --     --

GD_

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No. of Recommendations: 2

Hello
"My ROE_GMI Rankings: 15 "Buy" and 7 "Sell" (same as Buy allocation)". Can you explain this and how to know which 15 to buy and 7 to sell?

Thanks
Paul

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No. of Recommendations: 5

"My ROE_GMI Rankings: 15 "Buy" and 7 "Sell" (same as Buy allocation)". Can you explain this and how to know which 15 to buy and 7 to sell?

The "Buy" and "Sell" for this screen is just the top 15 ranked by momentum for the purpose of what's working lately.
The actual screen criteria is not shown and trading is determined by those results. Trade monthly/quarterly hold 3 baskets.
Its likely more complex than it needs to be.

GD_

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No. of Recommendations: 7

Here is the ranking for what it is worth.

Criteria: Execute 1 of 3 "Baskets" (28D cycle); SELLIF (RANK > 20 OR TMAC ="SELL"), BUYIF (RANK <= 15 AND TMAC = "BUY"), HTD; where TMAC(): SELLIF (18w-SMA > 9w-SMA AND 9w-SMA > 4w-SMA), BUYIF (18w-SMA < 9w-SMA OR 9w-SMA < 4w-SMA)

Quality          Asset           LT-12m  IT-6m   IT-3m   ST-1m    5-RRS()     TMAC      IT-18w         IT-9w         ST-4w     Criteria
Symbol           Sector          ROC252  ROC126  ROC63   ROC21     %Rank    Status:     90-DMA        45-DMA        20-DMA     Status:
EHC      Health Care              31.1%   24.5%   31.9%    4.2%    84.6%      BUY          104.87        110.90        118.99    BUY
RL       Consumer Discretionary   58.2%    3.9%   28.0%   20.9%    83.7%      BUY          243.84        236.20        267.39    BUY
PPC      Consumer Staples         53.1%   23.8%    6.6%    8.1%    80.4%      BUY           47.61         50.00         48.14    BUY
FTNT     Information Technology   87.6%    5.0%    7.2%   -2.3%    72.5%      BUY          101.64         99.93        103.46    BUY
FIX      Industrials              32.4%  -15.6%   60.0%   12.9%    72.5%      BUY          393.90        401.41        461.36    BUY
ABT      Health Care              31.6%   17.9%    1.8%    0.1%    70.4%      BUY          130.87        130.77        132.77    BUY
FLEX     Information Technology   29.0%   -9.6%   29.2%   15.4%    69.6%      BUY           37.39         35.95         40.80    BUY
EME      Industrials              15.6%  -16.5%   30.6%    9.7%    60.0%      BUY          418.04        417.36        459.71    BUY
META     Communication Services   28.6%   -6.5%    5.7%    9.0%    58.7%      BUY          619.24        580.81        630.50    BUY
IDXX     Health Care             -11.1%   13.4%   30.1%    8.3%    55.4%      BUY          446.75        455.37        504.70    BUY
RMD      Health Care              11.1%   -3.0%   14.7%    1.2%    55.4%      BUY          232.57        231.87        245.95    BUY
ACM      Industrials              13.4%  -11.2%   19.3%    7.5%    53.7%      BUY           99.94        100.03        106.93    BUY
GWW      Industrials              11.5%  -10.4%   14.0%    4.1%    49.6%      BUY        1,025.47      1,028.44      1,073.88    BUY
NVDA     Information Technology   -0.6%  -17.9%   20.8%   23.1%    47.0%      BUY          120.25        116.54        129.27    BUY
KLAC     Information Technology  -14.2%    9.6%   13.9%   12.6%    46.2%      BUY          715.32        704.62        758.70    BUY
JNJ      Health Care               0.7%    6.3%   -8.7%   -0.9%    45.0%      SELL         156.83        154.24        153.03    SELL
MOH      Health Care              -2.5%   11.6%   -2.8%   -6.2%    44.1%      BUY          313.33        323.02        315.42    HTD
MSFT     Information Technology   -6.1%   -4.1%   24.6%    6.6%    44.1%      BUY          408.35        412.58        450.43    HTD
GOOGL    Communication Services   -3.2%  -20.2%    0.9%   10.7%    32.9%      BUY          169.21        159.49        164.86    HTD
ZTS      Health Care             -15.2%  -10.0%   -2.1%    8.2%    23.7%      BUY          161.87        157.09        161.69    HTD
UTHR     Health Care              -3.5%  -24.3%   -0.9%    7.1%    22.5%      BUY          319.33        300.27        308.36    SELL
COKE     Consumer Staples          7.0%  -22.1%  -44.1%  -79.0%    21.2%      SELL       1,252.41      1,150.22        898.00    SELL
LLY      Health Care             -14.2%   -3.7%  -15.0%  -10.2%    21.2%      SELL         813.53        775.44        742.70    SELL
IT       Information Technology   -5.2%  -22.1%   -2.1%    5.8%    20.8%      BUY          458.68        423.71        444.56    SELL
GEHC     Industrials             -10.7%  -21.5%  -19.8%    1.3%    14.1%      BUY           77.83         68.92         71.04    SELL
                       AveDev =    20%     12%     16%     10%   (4,3,2,1)              Longer         Inter       Shorter     Totals =

GD_

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