Nearly 2 years ago, at the end of August 2011, the BVR model signaled the beginning of a down market for bonds. Since then long bond funds have returned a total of about 6% and short bond funds about 2%, while SPY, the exchange traded fund tracking the S&P 500, gained almost 40%. The BVR model’s message remains loud and clear: Avoid long bonds.
Blog Archives
iM Update 6-28-13
Market Signals Summary: The IBH stock market model is out of the market. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds, the yield curve is steepening, the gold model is not invested, but the silver model is invested. The recession indicators COMP and iM-BCIg are both a bit higher from last week’s level. MAC-AU is also invested
Posted in uddates
iM Update 6-21-13
The IBH stock market model is out of the market. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds, the yield curve is steepening, the gold model is not invested, but the silver model is invested. The recession indicators COMP and iM-BCIg are both a bit lower from last week’s level. MAC-AU is also invested.
Posted in uddates
iM Update 6-14-13
The IBH stock market model is out of the market. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds, the yield curve is steepening, the gold model is not invested, but the silver model is invested. The recession indicators COMP and iM-BCIg are both a bit higher from last week’s level. MAC-AU is also invested.
Posted in uddates
Best10+: A Portfolio Management System for Very High Returns
In a previous article I demonstrated that one could obtain a CAGR of 35% over the last 14 years by using a ranking system, and periodically rebalancing one’s portfolio to hold only the 10 highest ranked stocks of a S&P 500 stock pool. This article demonstrates that a CAGR of 50% over the same 14 years could be achieved by removing poor performing stocks from the S&P 500 pool and adding high performing stocks and applying the ranking and trading algorithm to a pool of 429 stocks
Posted in deprecated
Monthly 6-7-13
Based on the historic patterns of the unemployment rate indicators prior to recessions one can reasonably conclude that the U.S. economy is currently not in a recession. The modified S&P Coppock is invested.
Posted in reg unemploy
iM Update 6-7-13
The IBH stock market model is out of the market. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds, the yield curve is steepening, the gold model is not invested, but the silver model is invested. The recession indicator COMP is higher from last week’s level, and iM BCIg is also higher. MAC-AU is also invested.
Posted in uddates
Best10: A Portfolio Management System for Big Returns
The S&P 500 has notched up significant gains over the last year. But looking a bit further back then the performance of the stock market is dismal. A 1999 investment made in SPDR S&P 500 (SPY) has only produced a negative real compound annual growth of -0.3%, with dividends reinvested. However, one should get much better returns by following the signals from a well constructed portfolio optimization system, which according to my analysis would have produced real average annual returns of about 30% in the past.
Posted in deprecated
iM Update 5-31-13
The IBH stock market model is out of the market. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds, the yield curve is steepening again, the gold model is not invested, but the silver model is invested. The recession indicator COMP is higher from last week’s level, and iM BCIg is also higher. MAC-AU is also invested.
Posted in uddates
iM Update 5-24-13
The IBH stock market model is out of the market. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds, the yield curve may be steepening again, the gold model is not invested, but the silver model is invested. The recession indicator COMP is higher from last week’s level, and iM BCIg is also higher. MAC-AU is also invested.
Posted in uddates
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