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SPY 200D trend M20S

M_SPY_TREND_200D | market regime | context | market | computed

LogicSPY[t] > sma(SPY, 200)[t] and slope(sma(SPY, 200), 20)[t] > 0
Edge-
Samples0

Definition

SPY is above a rising 200-day moving average.

Logic Triples

PredicateLeftOpRightFormula
SPY 200D trendSPY is above a rising 200-day moving average. SPY 200D trend == true SPY[t] > sma(SPY, 200)[t] and slope(sma(SPY, 200), 20)[t] > 0

Strategies Using Atom

StrategyFamilyEdgeSignals
Add leader continuation in confirmed bull add_leader_continuation - -
Add leader continuation in confirmed bull, 63d add_leader_continuation - -
Add leader continuation in confirmed bull, no 5d chase add_leader_continuation - -
Add 3M momentum / RS leader in bull market add_momentum_continuation - -
SPY above 200d SMA / flat highs (res_slope >= -0.002) / vol_ratio <= 0.80 triangle_breakout - -
SPY above 200d SMA / flat highs (res_slope >= -0.002) / vol_slope_pct <= 0 (declining volume) triangle_breakout - -
SPY above 200d SMA / declining highs + rising lows (res_slope < -0.002, sup_slope > 0) / vol_ratio <= 0.80 triangle_breakout - -
SPY above 200d SMA / declining highs + rising lows (res_slope < -0.002, sup_slope > 0) / vol_slope_pct <= 0 (declining volume) triangle_breakout - -
SPY above 200d SMA / rising lows only (sup_slope > 0, any resistance) / vol_ratio <= 0.80 triangle_breakout - -
SPY above 200d SMA / rising lows only (sup_slope > 0, any resistance) / vol_slope_pct <= 0 (declining volume) triangle_breakout - -
SPY + sector both above 200d / flat highs (res_slope >= -0.002) / vol_ratio <= 0.80 triangle_breakout - -
SPY + sector both above 200d / flat highs (res_slope >= -0.002) / vol_slope_pct <= 0 (declining volume) triangle_breakout - -
SPY + sector both above 200d / declining highs + rising lows (res_slope < -0.002, sup_slope > 0) / vol_ratio <= 0.80 triangle_breakout - -
SPY + sector both above 200d / declining highs + rising lows (res_slope < -0.002, sup_slope > 0) / vol_slope_pct <= 0 (declining volume) triangle_breakout - -
SPY + sector both above 200d / rising lows only (sup_slope > 0, any resistance) / vol_ratio <= 0.80 triangle_breakout - -
SPY + sector both above 200d / rising lows only (sup_slope > 0, any resistance) / vol_slope_pct <= 0 (declining volume) triangle_breakout - -
Modified Donchian Turtle (Equities) trend_following_breakout - -
baseline, E5A10, bear200 triangle_anticipatory - -
baseline, E8A10, bear200 triangle_anticipatory - -
baseline, H10, bear200 triangle_anticipatory - -
ROIC, E5A10, bear200 triangle_anticipatory - -
ROIC, E8A10, bear200 triangle_anticipatory - -
ROIC, H10, bear200 triangle_anticipatory - -
ROIC+lowTrend, E5A10, bear200 triangle_anticipatory - -
ROIC+lowTrend, E8A10, bear200 triangle_anticipatory - -
ROIC+lowTrend, H10, bear200 triangle_anticipatory - -
ROIC+lowDebt, E5A10, bear200 triangle_anticipatory - -
ROIC+lowDebt, E8A10, bear200 triangle_anticipatory - -
ROIC+lowDebt, H10, bear200 triangle_anticipatory - -
ROIC+lowTrend+ema21, E5A10, bear200 triangle_anticipatory - -
ROIC+lowTrend+ema21, E8A10, bear200 triangle_anticipatory - -
ROIC+lowTrend+ema21, H10, bear200 triangle_anticipatory - -
risk=0.25%, EMA5 after 10d BO, bear200 triangle_anticipatory - -
risk=0.25%, EMA5 after 5d BO, bear200 triangle_anticipatory - -
risk=0.25%, EMA8 after 10d BO, bear200 triangle_anticipatory - -
risk=0.25%, EMA8 after 5d BO, bear200 triangle_anticipatory - -
risk=0.25%, fixed 10d post-BO, bear200 triangle_anticipatory - -
risk=0.25%, fixed 5d post-BO, bear200 triangle_anticipatory - -
risk=0.50%, EMA5 after 10d BO, bear200 triangle_anticipatory - -
risk=0.50%, EMA5 after 5d BO, bear200 triangle_anticipatory - -
risk=0.50%, EMA8 after 10d BO, bear200 triangle_anticipatory - -
risk=0.50%, EMA8 after 5d BO, bear200 triangle_anticipatory - -
risk=0.50%, fixed 10d post-BO, bear200 triangle_anticipatory - -
risk=0.50%, fixed 5d post-BO, bear200 triangle_anticipatory - -
risk=1.00%, EMA5 after 10d BO, bear200 triangle_anticipatory - -
risk=1.00%, EMA5 after 5d BO, bear200 triangle_anticipatory - -
risk=1.00%, EMA8 after 10d BO, bear200 triangle_anticipatory - -
risk=1.00%, EMA8 after 5d BO, bear200 triangle_anticipatory - -
risk=1.00%, fixed 10d post-BO, bear200 triangle_anticipatory - -
risk=1.00%, fixed 5d post-BO, bear200 triangle_anticipatory - -