Thursday, September 1, 2011

2011/08/31 dshort.com - S&P 500 slips below 12-month SMA and triggers SELL SIGNAL

One of the slower signals monitored here at InOutSignal is that by dshort.com based on the 12-month moving average (SMA). On August 31, 2011, the S&P 500 had its first monthly close since June 2010 below the 12-month SMA. According to the rules of the dshort.com strategy, one monthly close below the SMA is sufficient to trigger a SELL SIGNAL. This is in contrast to the InOutSignal strategy that requires TWO monthly closes below the SMA. Therefore, the earliest possible sell signal of the InOutSignal strategy would occur at the end of September 2011, if the bear market continues.


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