MA-Slope & ROC

[Admin/YBB]

YBB Personal Finance
@ybb_Finance
7m   (8/1/22)
Replying to
@murphycharts

100-dMA slope is related (proportional) to ROC(100) as seen in the chart below. Mathematical deduction follows from definition of MA. I find this ROC trick easy to use.
stockcharts.com/h-sc/ui?s=%24SPX&p=D&yr=1&mn=0&dy=0&id=p26676311793

Twitter LINK

NOTE. Rate of Change (ROC) link from StockCharts,
school.stockcharts.com/doku.php?id=technical_indicators:rate_of_change_roc_and_momentum

[Admin/YBB]

Another example of ROC(30w) proportional to the slope of 30-wMA, Twitter LINK.

YBB Personal Finance
@ybb_Finance
43s (YBB 11/26/22)
Replying to
@murphycharts

ROC(30w) is proportional to the slope of 30-wMA. Similar chart from Stockcharts,
pbs.twimg.com/media/FiiXzj6XkAAzY5c?format=jpg&name=900x900

[Admin/YBB]

YBB Personal Finance (Twitter LINK)   10/25/23  YBB
@ybb_Finance

Good point. With numbers, #StockCharts ROC(50) & ROC(200) provide this MA slope info.

ROC(n) is proportional to the slope of n-dMA. So, ROC(n) > 0 means upsloping n-dMA, etc.

Some say that MA slope is visually obvious in charts, but I like its number representation.

[Admin/YBB]

YBB Personal Finance  (Twitter LINK)   10/30/23    YBB
@ybb_Finance

Good point.

ROC(n) does 2 things:

1. It provides n-period #RollingReturns.

2. ROC(n) is proportional to the slope of n-period MA (simple).

Here is #StockCharts for $SPX with 60-dMA & ROC(60).

BTW, 60 trading days is 12 weeks. 50 days is more common.
stockcharts.com/h-sc/ui?s=%24SPX&p=D&yr=1&mn=0&dy=0&id=p77617810298

[Admin/YBB]

StockCharts & other charting sites display data points for trading days only.

There are about 252 trading days in a year (52 x 5 - holidays), so ROC(252) at StockCharts is about annual % change; ROC(126) about semiannual % change; ROC(20) about monthly % change, ROC(5) about weekly % change. StockCharts default is ROC(12).
en.wikipedia.org/wiki/Trading_day

Edit/Add. Twitter LINK

YBB Personal Finance
@ybb_Finance
(4/22/24)

#ROC is an underused feature.
ROC(20) is % change over 20 TRADING days, or monthly (4-week) % change by the CALENDAR.
Many charting sites show data points for trading days only. Shown is a #Bloomberg chart, but #StockCharts is similar.
Use ROC(252) for annual % change.