The McClellan-based daily models are below. The variable is based on the advance/decline line and historically (1928 - now) has anticipated major turns in equities. However, it is subject to interpretation. The risk management in each model is based on the price of the SP500.

The model below (1952 - now) is based on the raw McClellan Osc. (chart only shows 2018 - now.)

 

The TCs are applied to the McClellan Osc. below (1952 - now.)

The TCs are applied to NYMO (NYMO is the McClellan Osc. adjusted for the number of issues traded.) Love this model (1928 - now.)

 

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