Silicon Investor (SI) -- The First Internet Community

9-month cycle

Schedule: 11-, 22-, and 44-week cycles lows starting from Sep 21, 2001

_ cycle tendencies
_ 11-week 22-week 44-week SPX change high low range
Oct 10, 02 start start start 769 none
Nov 5 green green green 915 +146 924 +155 N.A. N.A.
Dec 2 yellow green green 934 + 19 954 + 39 872 - 43 81
Dec 26 red yellow yellow 890 - 44 934 + 0 880 - 54 54
Jan 21, 03 green yellow yellow 887 - 3 935 + 45 869 - 21 66
Feb 18 yellow red red 851 - 36 890 + 3 806 - 81 84
Mar 12 red red red 804 - 47 852 + 1 789 - 62 63
Apr 7 green green green 880 + 76 905 +101 804 - 0 101
May 2 yellow green green 930 + 50 930 + 50 863 - 17 67
May 28 red yellow green 953 + 23 959 + 29 912 - 18 47
Jun 23 green yellow yellow 982 + 29 1015 + 62 946 - 7 69
Jul 18 yellow red yellow 993 + 11 1015 + 33 962 - 20 53
Aug 6 red red yellow 967 - 26 1001 + 8 961 - 32 40
Sep 2 green green red 1022 + 55 1022 + 55 964 - 3 58
Sep 29 yellow yellow red 1006 - 16 1040 + 18 995 - 27 45
Oct 22 red red red 1030 + 24 1054 + 48 990 - 16 64
Nov 17 green green green 1043 + 13 1064 + 34 1018 - 12 46
Dec 15 yellow green green 1068 + 25 1083 + 40 1031 - 12 52
Jan 7, 04 red yellow green 1126 + 58 1126 + 58 1068 - 0 58
Feb 2 green yellow yellow 1135 + 9 1155 + 29 1115 - 11 40
Feb 27 yellow red yellow 1145 + 10 1159 + 24 1124 - 11 35
Mar 24 red red yellow 1091 - 54 1163 + 18 1087 - 58 76
Apr 14 green green red 1128 + 37 1150 + 59 1091 - 0 59
May 5 yellow green red 1121 - 7 1147 + 19 1107 - 21 40
May 25 red yellow red 1113 - 8 1121 + 0 1076 - 45 45
Jun 18 green yellow green 1135 + 22 1142 + 29 1110 - 3 32
Jul 15 yellow red green 1107 - 28 1146 + 11 1106 - 29 40
Aug 13 red red green 1065 - 4 1116 + 9 1061 - 40 49
Sep 7 green green yellow 1121 + 56 1124 + 59 1065 - 0 59
Sep 29 yellow green yellow 1115 - 6 1140 + 22 1101 - 17 39
Oct 22 red yellow yellow 1096 - 38 1142 + 8 1094 - 40 48
Nov 16 green yellow red 1130 + 34 1131 + 35 1090 - 6 41
Dec 8 yellow red red
Dec 31 red red red
Jan 27, 05 green green green
Feb 22 yellow green green
Mar 18 red yellow green

22-week cycle

Sep 17-21, 01 base low 944 next high 1173 on Dec 06 (week 11)
Dec 03-07, 01 11 weeks high 1173 next high 1177 on Jan 07 (week 4)
Feb 18-22, 02 22 weeks trough low 1074 next high 1173 on Mar 11 (week 3)
May 06-10, 02 11 weeks low 1049 next high 1106 on May 17 (week 1)
Jul 22-26, 02 22 weeks trough low 775 next high 965 on Aug 22 (week 4)
Oct 07-11, 02 55 weeks trough low 768 next high 954 on Dec 02 (week 7)
Dec 23-27, 02 11 weeks low 873 next high 935 on Jan 13 (week 2)
Mar 10-14, 03 22 weeks trough low 789 next high 965 on May 30 (week 11)
May 19-23, 03 10 weeks high 944 next high 1015 on Jul 14 (week 7)
Aug 4- 8, 03 21 weeks trough flat 960 next high 1048 on Oct 21 (week 11)
Oct 20-24, 03 11 weeks high 1048 next high 1132 on Jan 9 (week 11)
Jan 5- 9, 04 22 weeks high 1132 next high 1163 on Mar 5 (week 8)
Mar 22-26, 04 54 weeks trough low 1087 next high 1150 on Apr 5 (week 2)
May 24-28, 04 9 weeks flat 1090 next high 1146 on Jun 25 (week 4)
Aug 9-13, 04 20 weeks trough low 1061 next high 1142 on Oct 7 (week 8)
Oct 18-22, 04 10 weeks flat 1090 next high 1131 on Oct 29 (week 1)
Jan 3- 7, 05 22 weeks trough
Mar 21-25, 05 53 weeks trough

26-week Dow cycle troughs
Oct 9, 98 Dow 7379
Apr 9, 99 Dow 9826 length 26 weeks
Oct 22, 99 Dow 9884 length 28 weeks
Mar 10, 00 Dow 9611 length 20 weeks
Oct 20, 00 Dow 9571 length 32 weeks
Mar 23, 01 Dow 9106 length 22 weeks
Sep 21, 01 Dow 8062 length 26 weeks
Feb 8, 02 Dow 9580 length 20 weeks
Oct 10, 02 Dow 7197 length 35 weeks
Mar 12, 03 Dow 7416 length 22 weeks
Aug 6, 03 Dow 8997 length 22 weeks
Mar 24, 04 Dow 10007 length 32 weeks
Aug 13, 04 Dow 9784 length 20 weeks
sample size 12 Spring sample 7 Fall sample 5
total 305 weeks total 152 weeks total 153 weeks
average 25 weeks average 22 weeks average 31 weeks
st dev 2 weeks st dev 1 weeks st dev 2 weeks

next approximate Dow trough
Dec 31, 04 20 weeks minimum length in samples
Feb 4, 05 25 weeks average length in samples
Mar 18, 05 31 weeks average length in Fall samples

source of dates

timeanddate.com

TRIN, A/D, and U/D for Monday Nov 1, 2004
_ 5d TRIN 10d TRIN 10d A/D 10d U/D 21d A/D 21d U/D
DJIA/NYSE 1.05 1.07 1.25 1.22 1.11 0.99
OTC 0.77 0.83 1.10 1.36 0.99 1.23
S&P 500 1.11 1.10 1.27 1.27 1.00 1.07
S&P 100 1.23 1.20 1.23 1.25 0.99 1.12
NASDAQ 100 0.94 1.00 1.30 1.43 1.12 1.28
NYSE Advance/Decline ratio
stockcharts.com.
Nasdaq Advance/Decline ratio
stockcharts.com.
TRIN overbought <= 0.75 oversold >= 1.50
Adv/Dec ratio overbought >= 1.25 oversold <= 0.75
Up/Dn vol ratio overbought >= 1.25 oversold <= 0.75
Note: the above TRINs use an exponential average of daily TRIN values.
below, I've provided the normal TRINs that use a regular moving avg.
_ 5d TRIN 10d TRIN
DJIA/NYSE 0.91 1.06
OTC 0.76 0.88 ***** TRIN-5d alert *****
S&P 500 1.17 1.10
S&P 100 1.21 1.21
NASDAQ 100 0.96 1.06
TRIN, A/D, and U/D for Tuesday Mar 11, 2003
_ 5d TRIN 10d TRIN 10d A/D 10d U/D 21d A/D 21d U/D
DJIA/NYSE 2.42 2.06 0.87 0.72 0.94 0.84
OTC 1.46 1.47 0.79 0.63 0.88 0.87
S&P 500 1.08 1.10 0.67 0.65 0.83 0.86
S&P 100 1.34 1.27 0.66 0.65 0.84 0.89
NASDAQ 100 1.24 1.33 0.70 0.59 0.92 0.93
TRIN, A/D, and U/D for Wednesday Oct 9, 2002
_ 5d TRIN 10d TRIN 10d A/D 10d U/D 21d A/D 21d U/D
DJIA/NYSE 1.20 1.34 0.67 0.55 0.70 0.55
OTC 1.06 1.31 0.65 0.55 0.68 0.60
S&P 500 0.96 1.08 0.58 0.54 0.58 0.56
S&P 100 1.03 1.16 0.59 0.52 0.60 0.53
NASDAQ 100 1.18 1.23 0.58 0.52 0.61 0.58
TRIN, A/D, and U/D for Tuesday Jul 23, 2002
_ 5d TRIN 10d TRIN 10d A/D 10d U/D 21d A/D 21d U/D 55d A/D 55d U/D
DJIA/NYSE 1.30 1.35 0.47 0.41 0.65 0.51 0.79 0.63
OTC 1.07 1.24 0.60 0.71 0.72 0.76 0.78 0.75
S&P 500 1.05 0.92 0.36 0.49 0.51 0.57 0.67 0.66
TRIN, A/D, and U/D for Friday Sep 21, 2001
_ 5d TRIN 10d TRIN 10d A/D 10d U/D 21d A/D 21d U/D 55d A/D 55d U/D
DJIA/NYSE 1.00 1.14 0.45 0.38 0.66 0.50 0.89 0.73
OTC 1.36 1.39 0.48 0.37 0.64 0.49 0.79 0.69
S&P 500 0.96 1.04 0.40 0.35 0.58 0.47 0.79 0.69