The STA Intermediate Buy/Sell Signal
Lance Roberts of Streettalk Live posted an interesting article on his website earlier today, Another Domino Falls For The Market. The graphic he featured is the STA (Streettalk Advisors) Intermediate Indicator. The indicator, Lance explained to me, is a 21-34 week Exponential Moving Average crossover in the S&P 500.
What's interesting about this timing strategy is that it didn't give any whipsaws last summer (just barely). The 10- and 12-month simple moving averages did (see charts).
Visualizing Monthly Moving Averages: Percent Above and Below the Signal
Speaking of the 10- and 12-month SMAs, yesterday a long-time reader, asked about a pair of charts I occasionally featured in connection with the monthly market timing signals I report on at the end of each month. They show the percent above and below the signal for the 10- and 12-month simple moving averages in the S&P 500. So, with a hat-tip to Lyle for the suggestion, here they are again.
Note: I created the two charts above from the historical data available at Yahoo Finance, which splices a few years of S&P 90 data to the S&P 500, which began in March 1957, to give us that round-number 1950 start date.
No comments:
Post a Comment