iM Update – November 4, 2022

Stock-markets:

Fig-2.-11-4-2022 The MAC-US model exited the US stock markets end April 2022.

 

 

 

 

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Fig-2.1-11-4-2022 The MAC-AU model generated a buy signal end August 2022,  and is invested the Australian stock market.

This model and its application is described in MAC-Australia: A Moving Average Crossover System for Superannuation Asset Allocations.

 

Recession:

 

Fig-3.1a-11-4-2022 BCIg does not signal a recession.

 

 

 

Fig-3.1c-11-4-2022The growth of the Conference Board’s Leading Economic Indicator after the August 18 update signals a recession.

 

 

 

Fig-3.2-11-4-2022The Forward Rate Ratio between the 2-year and 10-year U.S. Treasury yields (FRR2-10) inverted begining August 2022 and is signalling a recession — the average lead time of this signal is 14 months.

A description of this indicator can be found here.

 

 

Fig-3.3-11-4-2022The iM-Low Frequency Timer switched into stocks on 6/15/2020.

A description of this indicator can be found here.

Posted in pmp free update
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