SPY: A Trend Trading Filter for Directional Strategies

The moving averages are a little bit more of a lagging indicator right kind of following behind the new market data that's being produced every day but here's what you found. 0.62% of the time the S&P was 10% or more above its 15 day moving average so very rare is it that the market gets first even stretched above its 15day moving average this is much harder to do anyway because you're only taking 15 days of data. Only 1.39% of the times was the S& P above its 30 days so again very rare 2.02%. And when you look at the 100-day moving average only 3.83% of thetime was the S