Market Barometers *

S&P 500 Market Barometers

The first barometer below is calculated with end of day data and the other two
barometers are calculated with end of week data.
The barometers will be updated as soon as possible after a change.
The performance statistics for each barometer will fluctuate over time and will be
updated periodically.
Only the first barometer is a short term signal that could be used for trading.
The other barometers are best suited to intermediate to long term investing
approaches.
Follow the signal that’s compatible with your time horizon.

Disclaimer
The barometer signals illustrate an approach to evaluating market
climate and risk. The signals should not be construed as investing or trading
advice either intended or implied.
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Short Holding Period

Signal DN (09/18/18)
85% of Up Signals are Profitable
9% Annual Average Return
-2.3% Largest Signal to Signal Loss
-14% Maximum Draw Down from Entry on
EOD Basis
2.6 to 1 Average Gain to Average Loss Ratio
49 Day Average Up Signal Duration
55% of Time in the Market
14 Year Data Base

Intermediate Holding Period

Signal DN (10/19/18)
84% of Up Signals are Profitable
10% Annual Average Return
-11.5% Largest Signal to Signal Loss
-16% Maximum Draw Down from Entry on
EOW Basis
2.85 to 1 Average Gain to Average Loss Ratio
20 Week Average Up Signal Duration
55% of Time in the Market
32 Year Data Base

Long Holding Period

Signal UP (05/13/16)
68% of Up Signals are Profitable
10% Annual Average Return
-6% Largest Signal to Signal Loss
-7% Maximum Draw Down from Entry on
EOW Basis
12.9 to 1 Average Gain to Average Loss Ratio
75 Week Average Up Signal Duration
74% of Time in the Market
38 Year Data Base

Notes
The above results for the short holding period are based on executions at the
closing price on the day following a signal.
Thus, a signal on Tuesday would be executed at or near the close on Wednesday
or the next day the market is open.
The above results for intermediate and long holding periods are based on execu-
tions at the opening price on the day following a signal.
Thus, a signal on Friday would be executed at or near the open on Monday.

Except for the effect of holidays Long and Intermediate signals will always
occur on Friday and be executed on Monday.