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Market Trend Indicator (MTI) Composite Model Feedback

Paul Gire

This composite model tracks 28 breadth, momentum & sentiment for timing S&P 500.

Rank: 51
Followers: 10
Votes: 5
Years Member: 8
Last Update: 1 April 2020, 8:25
Categories:
Market Timing
Market Breadth Analysis

These charts represent the 21 indicators that make up the Market Trend Indicator (MTI). The purpose of this indicator is to provide actionable buy and sell signals for investors using the S&P 500. The primary objective is to avoid the periodic bear market declines that can be devastating to ones wealth. Though a number of the indicators are themselves short-term, the model is optimized to reduce the number of trades, though of course, trendless and fast moving markets environments will tend to increase the number of trades.

Market commentary is provided in the first chart and a summary of recent MTI signals can be found in the second chart. The charts that follow are for each of the individual indicators that make up the Composite.

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1.01 - MTI Composite Signals

History of Composite signals

42% - 2% + 3.5% + 8% - 1.1% + 5.8% + 34% +3.1% = 119%

1.38 - $SUPUDP - Daily

Breadth Indicator:

1.40 - $SUPUDP - Weekly

3.08 - !GT20SPX - Daily

Breadth Indicator: Measures the percentage of stocks above their 20-day mov avg

12/15/2016 -- Ever since the bottom in February each rally in stocks has witnessed the % of stocks above the 20-day mov avg climb above 65 -- a bullish configuration. This indicates strong breadth and, according to how I use this indicator, a sell signal is not possible until there's a negative divergence such that this indicator peaks below 65.

3.10 - $SPXA50R - Daily

Breadth Indicator: Measures the percentage of stocks above their 50 day mov avg.

12/14/2016 -- The indicator has crossed above 80% (green horizontal line). The indicates a very strong rally and suggests any correction will likely be minor and eventually lead to higher prices.

3.20 - !NAAIM - Weekly

Sentiment Indicator: This index tracks the National Association of Active Investment Manager (NAAIM) percentage allocation to equities.

3.22 - !NAAIM - Monthly

Sentiment Indicator: This index tracks the National Association of Active Investment Manager (NAAIM) percentage allocation to equities.

3.38 - !GT20SPX - Weekly

Breadth Indicator:

3.40 - $SPXA50R - Weekly

Breadth Indicator:

3.42 - $NYA200R - Weekly

Breadth Indicator:

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