The BCI at 172.6 is up from last week’s upward revised 171.7. The BCIg, the smoothed annualized growth of BCI, at 16.8 is also up from last week’s 16.2.
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Blog Archives
BCI June 5, 2014
Posted in pmp BCI
iM Update* – May 30 2014
The BVR-model avoids high beta bonds (long-bonds) and also intermediate duration bonds. The Bond Value Ratio is shown in Fig 4. The BVR is higher than last week’s level. According to the model, only when BVR turns upward after having been lower than the lower offset-line should one consider long bonds again.
The yield curve model shows the generally steepening trend of the 10-year and 2-year Treasuries yield spread. Figure 5 charts (i10 – i2). The general trend is up, as one can see, although the yield curve has flattened recently. FLAT and STPP are ETNs. STPP profits from a steepening yield curve and FLAT increases in value when the yield curve flattens. This model confirms the direction of the BVR.
Posted in pmp paid update
Best10 May 27, 2014
Currently the portfolio holds 10 stocks, 6 of them winners, so far held for an average period of 32 days, and showing combined 1.58% average return to 5/27/2014
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Posted in reg bestx
BCI May 29, 2014
The BCI at 171.6 is up from last week’s upward revised 170.6. The BCIg, the smoothed annualized growth of BCI, at 16.2 is also up from last week’s upward revised 15.7.
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Posted in pmp BCI
Best10 May 19, 2014
Currently the portfolio holds 10 stocks, 5 of them winners, so far held for an average period of 25 days, and showing combined -0.87% average return to 5/19/2014
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Posted in reg bestx
BCI May 22, 2014
The BCI is unchanged from last week’s 168.8. However, the BCIg, the smoothed annualized growth of BCI, is down at 14.3 from last week’s 14.9.
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Posted in pmp BCI
Best(SPY-SH) and Combo3 – 5/19/2014
The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 21 days, and showing 1.21% return to5/19/2014
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Posted in pmp SPY-SH
Evaluating any P123 portfolio hedged with iM-Best(Short) Large-Cap.
Testing your favorite P123 or R2G model hedged with short models such as iM-Best(Short) is unfortunately not possible with the tools provided at P123. The P123 ‘books’ cannot cope with a model intended for hedging. To bridge this gap we designed a MS-excel spreadsheet which you can download here.
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Posted in extra
With reference to Section 202(a)(11)(D) of the Investment Advisers Act:
We are Engineers and not Investment Advisers,
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