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S&P 600 - Small-cap Index
Mid-term Indicant Performance Tables Since
1995
Scroll down to see performance
and bull/bear signals and accessibility to historical charts.
This was updated on Jan 1, 2014 and will again be
updated at the conclusion of the next presidential cycle in 2017.
Click this sentence to see current performance tables.
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Two
significant bear signals occurred since 1995 that contribute to
disappointing results for this index. Bear signal #09 on
Sep 21, 2001and bear signal #07 on
Oct 3, 2008 were sharp drops. Attempting algorithmic modifications to
prevent those disappointments would increase the number of signals and
worsen performance levels of other indices. Research for perfections
continue, as the mild model adjustment in 2012 did offer improvements with
this particular index. Although smaller cap indices outperform the larger
caps, they endure a bit more of an emotional component than the larger
caps. The Indicant clearly demonstrates a troubled market, but the rules
for signaling bear are strict. So, qualitatively, one would have already
sold, for the most part, as the short-term model was already signaling
bear for this index before those large drops in 2001 and 2008. |
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S&P600 Bull/Bear Cycles |
Click Chart Years |
Bull
Sig # |
Bull Sig Date |
Bull Sig Price |
Bear
Sig # |
Bear Sig Date |
Bear Sig Price |
Weeks Held |
% Gain or Loss |
Indicant Value |
Buy/Hold Value |
Indicant Performance Advantage |
|
0 |
Start |
N/A |
08/25/95 |
118.17 |
N/A |
08/25/95 |
118.17 |
N/A |
0.0% |
$10,000 |
$10,000 |
0.0% |
|
1 |
1993-1997 |
#01 |
09/15/95 |
121.89 |
#02 |
10/13/95 |
116.92 |
4 |
-4.1% |
$9,592 |
$9,894 |
-3.1% |
|
2 |
1993-1997 |
#03 |
12/08/95 |
119.56 |
#04 |
01/12/96 |
119.49 |
5 |
-0.1% |
$9,587 |
$10,112 |
-5.2% |
|
3 |
1993-1997 |
#05 |
02/02/96 |
119.86 |
#06 |
04/18/97 |
136.22 |
63 |
13.6% |
$10,895 |
$11,527 |
-5.5% |
|
4 |
1997-2001 |
#07 |
05/09/97 |
143.42 |
#01 |
08/07/98 |
176.79 |
65 |
23.3% |
$13,430 |
$14,961 |
-10.2% |
|
5 |
1997-2001 |
#02 |
11/13/98 |
166.98 |
#03 |
02/19/99 |
162.82 |
14 |
-2.5% |
$13,096 |
$13,778 |
-5.0% |
|
6 |
1997-2001 |
#04 |
05/28/99 |
179.85 |
#05 |
08/13/99 |
177.25 |
11 |
-1.4% |
$12,906 |
$15,000 |
-14.0% |
|
7 |
1997-2001 |
#06 |
11/26/99 |
186.33 |
#07 |
04/13/01 |
197.5 |
72 |
6.0% |
$13,680 |
$16,713 |
-18.1% |
|
8 |
1997-2001 |
#08 |
04/20/01 |
206.88 |
#09 |
09/21/01 |
181.09 |
22 |
-12.5% |
$11,975 |
$15,325 |
-21.9% |
|
9 |
2001-2005 |
#10 |
11/30/01 |
217.61 |
#01 |
07/05/02 |
222.94 |
31 |
2.4% |
$12,268 |
$18,866 |
-35.0% |
|
10 |
2001-2005 |
#02 |
11/29/02 |
203.65 |
#03 |
01/17/03 |
197.02 |
7 |
-3.3% |
$11,868 |
$16,673 |
-28.8% |
|
11 |
2001-2005 |
#04 |
03/21/03 |
190.15 |
#01 |
07/14/06 |
355.53 |
173 |
87.0% |
$22,191 |
$30,086 |
-26.2% |
|
12 |
2005-2009 |
#02 |
08/18/06 |
368.46 |
#03 |
11/09/07 |
399.92 |
64 |
8.5% |
$24,086 |
$33,843 |
-28.8% |
|
13 |
2005-2009 |
#04 |
04/04/08 |
378.12 |
#05 |
06/27/08 |
368.56 |
12 |
-2.5% |
$23,477 |
$31,189 |
-24.7% |
|
14 |
2005-2009 |
#06 |
07/18/08 |
363.49 |
#07 |
10/03/08 |
331.47 |
11 |
-8.8% |
$21,409 |
$28,050 |
-23.7% |
|
15 |
2009-2013 |
#08 |
04/03/09 |
240.97 |
#01 |
08/05/11 |
389.89 |
122 |
61.8% |
$34,639 |
$32,994 |
5.0% |
|
16 |
2009-2013 |
#02 |
10/28/11 |
418.56 |
#03 |
06/01/12 |
414.95 |
31 |
-0.9% |
$34,340 |
$35,115 |
-2.2% |
|
17 |
2009-2013 |
#04 |
06/22/12 |
431.27 |
#01 |
10/10/14 |
610.90 |
120 |
41.7% |
$48,644 |
$51,697 |
-5.9% |
|
18 |
2013-2017 |
#02 |
10/24/14 |
645.80 |
#03 |
08/21/15 |
676.91 |
43 |
4.8% |
$50,987 |
$57.283 |
-11.0% |
|
19 |
2013-2017 |
#04 |
11/06/15 |
708.39 |
#05 |
11/13/15 |
675.85 |
1 |
-4.6% |
$48,645 |
$57,193 |
-14.9% |
|
20 |
2013-2017 |
#06 |
11/27/15 |
709.50 |
#07 |
12/11/15 |
666.08 |
2 |
-6.1% |
$45,668 |
$56,366 |
-19.0% |
|
21 |
2013-2017 |
#08 |
03/04/16 |
664.31 |
TBD |
01/05/18 |
949.18 |
96 |
42.9% |
$65,251 |
$80,323 |
-18.8% |
TBD Means there was no signal at the
conclusion of 2017. They will be identified when the 2017-2021-charts are
updated
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