The BCI stepped sideways , at 157.3 it is one point up up from last week’s 157.2 and BCIg slightly down at 19.2 from last weeks 19.3.
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Blog Archives
BCI 8-8-13
Posted in reg BCI
BCI 8-1-13
The BCI continues its upward trend, at 157.2 it is up from last week’s revised 156.7 and BCIg slightly down at 19.3 from last weeks revised 19.4.
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Posted in reg BCI
BCI 7-25-13
Yesterdays release of New Houses for Sale and Sold increased in June over the revised May figure, and a further reduction of the continues unemployment claims and the strengthening S&P 500 boosted the BCI.
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Posted in uddates
BCI 7-18-13
Although the S&P 500 gained this week the BCI declined as the continues claims of the unemployed rose by 91,000 to 3,114,000 from last week’s upward revised figures; alternatively it is is an increase of 161,000 over the 2,953,000 of two weeks ago.
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Posted in uddates
Best10 7-8-2013
Currently the portfolio holds 10 stocks, 5 of them winners, so far held for an average period of 53 days, and showing combined -0.3% average return to 7/8/2013
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Posted in reg bestx
BCI 7-11-13
All the components of the BCI indicate a positive trend and BCI increased to new high of 156.9
However, BCIg for the fourth week in succession on a downward path at 20.5 from last week’s 20.8
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Posted in uddates
BCI 7-5-13
The Business Cycle Index slightly down at 155.8 from last week’s upwards revised 156.3 breaking the long trend of weekly gains.
Posted in uddates
BCI 6-27-13
The Business Cycle Index slightly down at 155.8 from last week’s upwards revised 156.3 breaking the long trend of weekly gains.
Posted in uddates
Survivorship Bias: neither Myth nor Fact.
Since publishing our iM-Best10 portfolio management system, readers pointed out that the high returns obtained may be distorted by what is known as survivorship bias. Using an online portfolio simulation platform, we investigated the effect of survivorship bias by running simulations on various stock universes. First, the model was run using the present composition of an index series (survivorship biased simulation), then the same model was rerun using the point-in-time composition of the index series (survivorship free simulation). The results were unexpected; the iM-Best10, a quantitative stock trading model, using the S&P 1500 stock universe simulated the very high survivorship bias free CAGR of 48.10% against the survivorship biased CAGR of 42.93%.
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With reference to Section 202(a)(11)(D) of the Investment Advisers Act:
We are Engineers and not Investment Advisers,
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