Published articles by Georg Vrba

2014-08-06 iM’s Improved Floor-Leverage Rule with Put Option Insurance

2014-07-18 More Retirement Income with iM’s Improved Floor-Leverage Rule: 6.5% Safe Withdrawal Rate

2014-06-27 Minimum Volatility Stocks: Better Tax Efficient Returns also during Rising Markets

2014-06-05 Backtesting the MAC-System: How Long is Long Enough?

2014-02-28 Is the TIAA Real Estate Account about to Roll Over?

2014-02-18 Gold: A Coppock Buy Signal for March 2014

2014-01-30 iM’s BCIw: A Weeks-to-Recession Indicator (co-authored with Anton Vrba)

2014-01-24 Is There a Best Time of Day to Trade? (co-authored with Anton Vrba)

2014-01-03 Estimating Stock Market Returns to 2020 and Beyond: Update

2013-11-15 The Ultimate Death Cross – One Year Later

2013-11-01 iM-Best1(Sector SPDR) Rotation System

2013-10-26 A Buy Signal from the Modified Coppock Indicator for the S&P 500

2013-10-04 Better Returns from World Markets with iM-Best(SPY-SH) Market Timing System 

2013-09-19 iM-Best(SSO-SDS): Beating the Market with Leveraged ETFs

2013-09-11 iM-Best(SPY-Cash) Market Timing System: Gains in Up Markets – Cash in Down Markets

2013-08-30 iM-Best(SPY-SH) Market Timing System: Gains for Up and Down Markets

2013-08-12 Gold: When Will the Next Buy Signal Emerge?

2013-07-09 iM-Best10(S&P1500): A Portfolio Management System for High Returns from the S&P 1500 (co-authored with Anton Vrba)

2013-07-02 Gold: How Much Lower Will it Go?

2013-06-29 Seeking Beta in the Bond Market: Avoid Bonds

2013-06-24 Survivorship Bias: neither Myth nor Fact (co-authored with Anton Vrba)

2013-06-11 iM-Best10+: A Portfolio Management System for Very High Returns

2013-06-06 iM-Best10: A Portfolio Management System for High Returns

2013-05-14 MAC-Australia: A Moving Average Crossover System for Superannuation Asset Allocations

2013-05-07 When Will the Fed’s Easing Measures End? The Unemployment Rate is the Key

2013-05-03 The Unemployment Rate Is Not Signaling a Recession: Update

2013-05-02 The True Workforce Participation Rate and Employment to Workforce Ratio Signal a Growing Economy (Anton Vrba)

2013-04-29 iM’s Business Cycle Index in Off-Peak-Mode; Long Recession Leads and Good Stock-Market Exit Signals (co-authored with Anton Vrba)

2013-04-24 Exit Signals for the Stock Market from iM’s Business Cycle Index (co-authored with Anton Vrba)

2013-04-22 iM’s Weekly Business Cycle Index; 11 Week Average Warning for the Past 7 Recessions with No False Positives (co-authored with Anton Vrba)

2013-04-17 Silver Outshines Gold: A Buy Signal

2013-04-05 The Unemployment Rate Is Not Signaling a Recession: Update

2013-04-02 Does ECRI’s Weekly Leading Index Remain a Usable Indicator? (co-authored with Anton Vrba)

2013-03-27 A Modified Coppock Indicator for the S&P

2013-03-25 Why is M2 Still a Component of ECRI’s WLI? (co-authored with Anton Vrba)

2013-03-18 Improving on Buy and Hold: A Sell Signal

2013-03-08 The Unemployment Rate Is Not Signaling a Recession: Update

2013-02-19 The Use of Recession Indicators in Stock Market Timing

2013-02-11 Silver – Better Than Gold: A Modified Coppock Indicator for Silver

2013-02-06 Is it Time to Buy Gold Again? – Wait for the buy signal …….

2013-01-03 Is it Time to Buy Gold Again?

2012-12-13 Where is Unemployment Headed? – An Educated Guess

2012-12-07 The Unemployment Rate Does Not Signal a Recession Now

2012-11-19 Improving on Buy and Hold: A Sell Signal (this signal was generated due to ECRI’s WLI being adversely affected for 3 weeks by unusually high initial claims for unemployment insurance after hurricane Sandy. When normal claims figures were used to produce an adjusted WLI for this period then the model did not generate this sell signal. The sell signal was therefore retroactively discarded.)

2012-11-12 So where is the Ultimate Death Cross, Mr. Edwards?

2012-10-17 Maximizing Profits in a Low Stock Return Environment

2012-10-05 The Unemployment Rate as a Coincident Recession Indicator: Update

2012-09-10 The Improved MAC-System

2012-08-23 Gold-Is the Price Too High

2012-08-20 Estimating Stock Market Returns to 2020 and Beyond

2012-08-14 Is the Next Great Bull Market Already Here?

2012-08-09 Get Ready for the Next Great Bull Market

2012-08-03 Improving on Buy and Hold: A Buy Signal

2012-08-02 Market Timing – The Better Way to Invest

2012-07-31 Beyond the Ultimate Death Cross

2012-07-24 The Ultimate Death Cross – False Harbinger of Doom

2012-07-24 Anticipating the Ultimate Death Cross

2012-07-03 Letter to Editor – re Hussman’s recession warning

2012-06-26 Recession or No Recession: Is ECRI’s Weekly Leading Index Still Relevant?

2012-06-20 Improving on Buy and Hold: A Basic-Sell Signal

2012-06-19 Likelihood Ratios and their use in Recession Indicators

2012-05-07 The Adjusted Gold/XAU Ratio as an Indicator of Forward Returns for Gold Stocks – An Update

2012-04-17 The Unemployment Rate: A Coincident Recession Indicator (*)

2012-03-06 ECRI’s Recession Call: “Is There Something Magic About 2 Percent?”

2012-03-02 The Elusive 2012 Recession: When Can We Expect It? (*)

2012-02-27 Deconstructing ECRI’s Defense of its Recession Call

2012-02-21 Evaluating Popular Recession Indicators

2012-01-17 Further Improving the Use of the ECRI WLI (*)

2011-12-13 Improving on Buy and Hold: A Buy Signal

2011-11-15 Are Gold Prices Correlated to the Real Federal Funds Rate?

2011-10-04 The Adjusted Gold/XAU Ratio as an Indicator of Forward Returns for Gold Stocks

2011-08-30 Seeking Beta in the Bond Market: Sell Long Bonds

2011-08-02 Does Citigroup’s Panic/Euphoria Model Work?

2011-07-12 Profiting from the Steep Yield Curve

2011-06-28 Where are Long Bond Yields Heading?-The Bond Value Ratio as a Predictor of Future Yields

2011-06-07 Improving on Buy and Hold: When is the Best Time to Sell

2011-05-31 Letter to the Editor – Challenging Dave Rosenberg

2011-05-17 Improving on Buy and Hold: An Initial Sell Signal

2011-01-25 Go for the Long Bond: Technical Indicators are Positive

2011-01-04 Improving on Buy and Hold: Update December 31, 2010

2011-01-04 Seeking Beta in the Bond Market: Update December 31, 2010

2010-12-21 Challenging John Hussman’s Forecast

2010-11-23 Seeking Beta in the Bond Market: A Math-driven Investment Strategy for Higher Returns

2010-10-26 Improving on Buy and Hold: Buy

2010-10-05 Improving on Buy and Hold: Don’t Buy Yet

2010-09-28 Improving on Buy and Hold: The Updated Signals

2010-08-24 Improving on Buy and Hold: Asset Allocation using Economic Indicators

(*) co-authored with Dwaine van Vuuren

With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
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