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 and intermediate duration bonds as well, the yield curve is trending steeper, and gold and silver models are not invested. The recession indicator COMP is almost unchanged from last week’s level.
Blog Archives
Improving on Buy and Hold: A Modified Coppock Indicator for the S&P 500
The latest interim buy signal from my modified Coppock indicator was at the beginning of February, 2013, and this model will stay invested until the end of this year, possibly longer if another buy signal appears before then. This model would have produced a long-time average annual return from 1970 to 2013 about 4% higher than what one could have obtained from a continuous investment in the S&P; 500. The model avoided the 2000 and 2008 bear markets but did not avoid the 1987 market crash.
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Update 3-22-13
The IBH model produced a sell signal last week. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds and intermediate duration bonds as well, the yield curve is getting steeper, and gold and silver models are not invested. The recession indicator COMP gained a bit from last week’s level.
Posted in uddates
Historic Buy and Sell Signals for the MAC and IBH models.
Historic Buy and Sell Signals for the MAC and IBH models.
Posted in develop
Update 3-15-13
The IBH model produced a basic-sell signal early this week and a few days later a sell-A signal. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds and intermediate duration bonds as well, the yield curve is getting steeper, and gold and silver models are not invested. The recession indicator COMP moved higher again.
February Unemployment Rate Does Not Signal A Recession Now
A reliable source for recession forecasting is the unemployment rate, which can provide signals for the beginnings and ends of recessions. The unemployment rate model (article link), updated with the February figure, does not signal a recession now, nor does it support Economic Cycle Research Institute’s recent claim that a recession started in July 2012, nor their September 2011 recession call, nor any of their many “follow-up” recession calls since then.
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Posted in blogs
Update 3-8-13
All the stock market models are invested, the bond market model avoids high beta (long) bonds and intermediate duration bonds as well, the yield curve seems to steepen, and gold and silver models are not invested. The recession indicator COMP moved higher.
Posted in uddates
Update 3-1-13
All the stock market models are invested, the bond market model avoids high beta (long) bonds, the yield curve seems to steepen, and gold and silver models are not invested.
The most significant event was the decline of COMP.
Posted in uddates
Shadowing ECRI’s Weekly Leading Index (WLI)
The Shadow WLI stems from an international collaborative effort by Franz Lischka, Georg Vrba, Dwaine van Vuuren, and Doug Short. We publish the final shadow levels one day ahead of the official ECRI WLI for underlying component data to Friday of the prior week.
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Posted in develop
Improving on Buy and Hold: Updated Model Description
The IBH stock market model was updated several times since its original publication in August 2010. Some of the updates were published in Advisor Perspective, and others were published in the weekly newsletter. The IBH model incorporating the latest updates produced a compound average annual return of over 13% from 1966 to 2013 (excluding dividends).
Posted in develop
With reference to Section 202(a)(11)(D) of the Investment Advisers Act:
We are Engineers and not Investment Advisers,
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