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iM-Weekly Unemployment Monitor – Update 11/25/2020

Posted on Nov 27, 2020 by Anton Vrba — No Comments ↓
  • A truer picture of the employment situation is extracted from the Unemployment Insurance Weekly Claims (UIWC) report.
  • Persons receiving some form of unemployment benefit account for 12.6% of the labor force.
  • Monitoring of the weekly insured unemployed could provide early indication of recovery from the COVID-19 crisis.
  • The current UIWC report shows that the economic recovery from the COVID-19 crisis seems to improve.

The 11/26/2020 DOL Unemployment Insurance indicates a continued improvement in the insured employment situation even though the initial claims remain high and have increased over last week, but seemingly trending towards the long-term average.
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test

Posted on Apr 2, 2019 by Anton Vrba — No Comments ↓

im3mo-st-4-2-2019
im1mo-st-4-2-2019
im1wk-st-4-2-2019

 
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The iM-Minimum Drawdown Combo

Posted on Apr 8, 2017 by Georg Vrba — 32 Comments ↓

In our continued effort to satisfy request for low drawdowns models with reasonable turnover and good returns we provide this model, which combines:

The combo showed a simulated 22.2% annualized return with a maximum drawdown of -7.7% when backtested from Jan-2000 to Apr-2017.

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Estimating Market Direction and Long-Term Returns with a 35-Year Moving Average of Robert Shiller’s P/E10

Posted on Jul 10, 2015 by Georg Vrba — 5 Comments ↓
  • The long-term mean of the Shiller Cyclically Adjusted Price to Earnings Ratio P/E10 incorporates time-inconsistent data, causing substantial underprediction of realized stock returns in recent decades.
  • Better prediction of market direction and returns can be achieved by using a 35-year moving-average of P/E10, instead of its long-term mean.
  • Stocks seem only overvalued after P/E10 becomes greater than its 35-year moving average plus 7.5 added to it, with major market declines starting one to five years thereafter.
  • An analysis shows that whenever P/E10 rose from below to above its 35-year moving average significant ten-year gains for stocks followed.
  • Both the historic market trend, and the current level of the Shiller CAPE P/E10, suggest probable real market gains of about 20% to 28% to the end of 2020.
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test

Posted on Jun 2, 2015 by Anton Vrba — No Comments ↓

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iM Vanguard/TIAA-CREF Systems

Posted on Apr 7, 2015 by Anton Vrba — 23 Comments ↓

To view latest asset allocation tables requires membership category: Bronze or higher.

System1a uses Vanguard’s Total Bond Market Index Fund and Total Stock Market Index Fund in combination, echoing the broad based Index approach. Best for the investors that do not want to give too much attention to their investments.

(click to enlarge)
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Posted in edit, iM System Performance

Home Page Template Test

Posted on Oct 26, 2014 by Anton Vrba

iM-feesWe offer three categories of membership – bronze, silver and gold at $20, $40 and $80 per month respectively, or discounted on a per year basis. The table to the left (just click on it) lists what you can access depending on the membership level you choose. All information not listed will remain free, however selected key articles could in future be restricted to a paid membership category.
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PMP Holdings TEST

Posted on May 8, 2014 by Anton Vrba — No Comments ↓
Date Best(Short)
05/05/14 AMZN CCI SPAC  —  —
04/28/14 CHTR  —  —  —  —
04/21/14 RRC TWTR  —  —  —

 
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iM-Best Gold Timer

Posted on Feb 18, 2014 by Anton Vrba — 2 Comments ↓

Using the Portfolio123 platform the iM-Best Gold Timer  (click for more details) was backtested from Jan-2-2000, as this was the first full year when the algorithm had access to all the required economic indicators from the database of the web-based simulation platform where the backtest was performed.
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Site Notices

Posted on Feb 11, 2014 by Anton Vrba

iM-feesWe offer three categories of membership – bronze, silver and gold at $20, $40 and $80 per month respectively, or discounted on a per year basis. The table to the left (just click on it) lists what you can access depending on the membership level you choose. All information not listed will remain free, however selected key articles could in future be restricted to a paid membership category.
Read more >

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With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
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