Rule-Based Trading Systems

[northam43]

I have updated my SPX Monthly spreadsheet and want to share some info that might be of interest:

From Oct 2, 2000 to the Present there have been 4 Monthly cycles including the present one.

The Oct 2000 to Jul 2004 cycle lasted 46 months, Phase I 31 months & Phase II 15 months, cycle low 768.67 cycle high 1163.23 diff 394.56

The Aug 2004 to Jun 2006 cycle lasted 23 months, Phase I 1 month & Phase II 22 months, cycle low 1060.72 cycle high 1326.70 diff 265.98

The Jul 2006 to Dec 2007 cycle lasted 18 months, Phase I 1 month & Phase II 17 months, cycle low 1224.54 cycle high 1576.09 diff 351.55

The Jan 2008 to Present cycle is currently in the 29th month, Phase I 18 months, Phase II currently in the 11th month, cycle low 666.79 cycle high 1219.80 diff 553.01

The average Phase I is 12.75 months and average Phase II is 16.25 months.

A new monthly cycle could be close at hand.