10-bar moving average return for S&P 500 stocks

The S&P 500 - 10-bar moving average return is a market indicator that calculates, each trading day, the 10-bar moving average of each stock that composes the S&P 500 Index. The 10-bar return is then computed for each MA and the results are averaged.

The composite name is "_S&P500_AVGMA". It is added to your list of symbols after the first calculation.

Interpretation:
An increasing value tells us that the average percentage return of S&P 500 stocks MAs is also increasing. This may look like a bullish signal but keep in mind that because of the moving average, this indicator tends to lag S&P index price changes. You may want instead use divergences or extreme values in your market timing trading system.

The S&P 500 market indicator looks like this:




The S&P 500 list of stocks was hard coded within the symbols filter of the composite item. Alternatively, you can use the "Symbol -> Auto Manage Symbols" tool to automatically associate indices data with your stocks and then use the "Index -> SPX" filter in the symbols control of the composite. Unlike the S&P 500 static list, this will allow the composite to get the new (if available) S&P 500 list automatically before starting the calculation.

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