Blog Archives

Favorite Websites

Advisor Perspectives/Doug Short
A Dash of Insight
Franz Lischka’s Blog
No Spin Forecast
Portfolio123
Quantocracy
Read more >

Posted in links

Update 2-22-13

The BVR-model avoids high beta bonds and the yield curve model expects the yield curve to steepen.

Posted in samplerUpd, uddates

Recession Indicators: A Stock Market Exit Strategy.

Investors with long-time horizons can also do well by only exiting the stock market at beginnings of recessions and returning to the market when the market is recovering. Recession indicators such as COMP are useful in identifying recession starts.

Tagged with:
Posted in blogs, featured

Silver outshines gold

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.

Tagged with:
Posted in blogs, featured

iMarketSignals – improve investment performance

We provide unbiased guidance to market direction. Our models can be classed into following  groups:
Read more >

Posted in homepage

Update 2-15-13

The models remain invested in the stock market and avoid high beta bonds.

Posted in uddates

Update 2-8-13

Fig 2 IBH 2-8-2013ECRI reported the WLI at a level of 130.2 and the six months smoothed annualized growth WLIg at +8.9%, both numbers are higher from last week, as shown in Fig 2. One can see that the indicator graphs have a generally upward direction now which is usually the pattern for an upward bound market. The model is invested in the S&P500.
Read more >

Posted in uddates

A new model for gold

A new model produced a compounded annual return of 17.58% for the period 1970-2012, this significantly better than the original model.

Tagged with:
Posted in blogs, featured

Update 2-1-13

Gold would have to make a sustained move to $1700 and higher over the next few weeks for a buy signal, which could then appear earliest at the end of March, according to my projections.

Posted in uddates

Update 1-25-13

Last November the IBH model generated a sell-basic signal and 2 days later a sell A signal, indicating that the model had exited the S&P500. I had expressed concern that the basic sell signal was perhaps a bad signal; the reason for this abnormal signal was that the WLI was negatively affected by the high number of initial claims for unemployment insurance after hurricane Sandy

Posted in signals, uddates
With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer