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.
Blog Archives
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.
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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
iM Update 5-17-13
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 lower from last week’s level. We have added MAC-AU for the Australian market.
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MAC-Australia: A Superannuation Asset Allocations System
Australian employers must pay at least 9% of workers’ annual salary into their superannuation accounts. Because the Government wants people to save for their retirement, they provide tax breaks and other incentives to help grow super savings over time. There is a wide choice of funds available, but most people seem to select, and stay, in a balanced multi-sector fund. A better way to allocate one’s savings and maximize returns is to use the signals from MAC-Australia, with buy signals triggering shifts from fixed interest investments to equity funds, and sell signals triggering shifts back to safer, interest producing bond funds. It’s that simple.
iM Update 5-3-13
The IBH stock market model is out of the market. The MAC stock market model is invested but the indicators may be rolling over, the bond market model avoids high beta (long) bonds, the yield curve may be flattening, the gold model is not invested, but silver model is invested since last week. The recession indicator COMP is little changed from last week’s level.
Posted in uddates
Monthly 5-3-13
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.
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Update 4-26-13
The IBH stock market model is out of the market. The MAC stock market model is invested but the indicators may be rolling over, the bond market model avoids high beta (long) bonds, the yield curve may be flattening, the gold model is not invested, but silver model is invested since last week. The recession indicator COMP is little changed from last week’s level.
Posted in uddates
Silver outshines gold – A buy Signal
The Coppock for silver generated a buy signal on Friday April 12, 2013, exactly 2 years after the sell signal.The long-time average annual return from silver based on the signals from a modified Coppock indicator exceeded those from gold by a considerable margin, 19.7% for silver versus 14.9% for gold.
Update 4-19-13
The IBH stock market model is out of the market. The MAC stock market model is invested but the indicators may be rolling over, the bond market model avoids high beta (long) bonds, the yield curve may be flattening, and the gold model is not invested, but silver model is invested since last Monday. The recession indicator COMP is higher from last week’s level.
Posted in uddates
With reference to Section 202(a)(11)(D) of the Investment Advisers Act:
We are Engineers and not Investment Advisers,
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