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Investment Strategies / Mechanical Investing
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Author: mapg   😊 😞
Number: of 3957 
Subject: Re: Intermediate -Term Market Trend Indicators (2024)
Date: 05/31/2024 4:39 PM
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No. of Recommendations: 8
       31-May-24             PO's(24w)    PO's(24w)       MAC(10m)   MAC(10m)      DBE(99d,5m)  DBE(99d,5m)     Other_MAC   Other_MAC        Buy&Hold
===== ===== ===== ===== ===== ===== ===== ===== ===== =====
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 09-May-24 | Gain
SP400 (MDY) Daily | Bullish 11-Dec-23 | Bullish 30-Nov-23 | Bullish 12-Jul-23 | Bullish 09-May-24 | Gain
SP500EW (RSP) Daily | Bullish 11-Dec-23 | Bullish 29-Nov-23 | Bullish 12-Jul-23 | Bullish 13-May-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
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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 | 1.9% 2.4% | 108.37 101.95 | 1.7% 11 | (TP,50d) 1.7% | 109.66
SP400 (MDY) Daily | 2.8% 3.5% | 540.59 497.00 | 2.1% 44 | (TP,50d) 0.6% | 546.05
SP500EW (RSP) Daily | 2.2% 2.6% | 164.45 154.12 | 2.1% 44 | (TP,50d) 0.1% | 165.76
S&P Core (ITOT) Daily | 3.0% 3.8% | 115.46 104.40 | 0.4% 6 | (TP,50d) 1.2% | 115.59
SP500 (.SPx) Daily | 3.1% 3.9% | 5271.79 4752.62 | 0.5% 6 | (TP,50d) 1.3% | 5277.51
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr Draw Downs (TTM<0) MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD MaxDD AvgDD AvgDD
SP600 (IJR) Daily | -19% -7.1% | -21% -7.8% | -40% -8.9% | -29% -9.6% | -9.3%
SP400 (MDY) Daily | -14% -5.2% | -15% -6.3% | -38% -6.1% | -27% -8.5% | -7.6%
SP500EW (RSP) Daily | -16% -4.7% | -19% -6.5% | -32% -4.9% | -24% -8.0% | -6.6%
S&P Core (ITOT) Daily | -11% -4.2% | -10% -3.7% | -22% -6.1% | -20% -6.7% | -8.4%
SP500 (.SPx) Daily | -13% -4.5% | -11% -4.2% | -20% -5.0% | -24% -7.2% | -7.4%
SP500 (SPY) Weekly 14Yr | -12% -4.6% | -13% -3.9% | -18% -6.9% | -18% -5.7% | -6.8%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
10Yr CAGR (Ex. Div.) Bullish BEARish Bullish BEARish Bullish BEARish Bullish BEARish Buy&Hold
SP600 (IJR) Daily | 4.4% 2.8% | 2.8% 4.4% | 4.6% 2.6% | 2.1% 5.4% | 7.3%
SP400 (MDY) Daily | 5.6% 2.3% | 4.5% 3.4% | 6.3% 1.6% | 3.7% 4.4% | 8.1%
SP500EW (RSP) Daily | 5.1% 3.0% | 5.3% 2.9% | 6.7% 1.5% | 4.9% 3.4% | 8.3%
S&P Core (ITOT) Daily | 7.4% 2.6% | 9.0% 1.0% | 9.7% 0.4% | 6.9% 3.1% | 10.1%
SP500 (.SPx) Daily | 7.9% 2.5% | 8.7% 1.7% | 9.8% 0.7% | 6.3% 4.1% | 10.6%
SP500 (SPY) Weekly 14Yr | 9.4% 2.4% | 10.0% 1.8% | 10.1% 1.5% | 7.9% 4.2% | 12.0%
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
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% | 3.0 32% | 2.2
SP400 (MDY) Daily | 2.0 29% | 2.4 27% | 1.2 15% | 2.8 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 | 1.3 20% | 0.9 22% | 1.1 12% | 2.4 --- | 3.4
----- ----- ----- ----- ----- ----- ----- ----- ----- -----


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