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Blog Archives
iM Update* – June 13 2014
Posted in pmp paid update
BCI June 12, 2014
The BCI at 173.2 is up from last week’s 172.6. The BCIg, the smoothed annualized growth of BCI, at 17.5 is also up from last week’s 16.8.
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Posted in pmp BCI
iM Update* – June 6 2014
The BVR-model avoids high beta bonds (long-bonds) and also intermediate duration bonds. The Bond Value Ratio is shown in Fig 4. The BVR is lower than last week’s level. According to the model, only when BVR turns upward after having been lower than the lower offset-line should one consider long bonds again.
The yield curve model shows the generally steepening trend of the 10-year and 2-year Treasuries yield spread. Figure 5 charts (i10 – i2). The general trend is up, as one can see, although the yield curve has flattened recently. FLAT and STPP are ETNs. STPP profits from a steepening yield curve and FLAT increases in value when the yield curve flattens. This model confirms the direction of the BVR.
Posted in pmp paid update
BCI June 5, 2014
The BCI at 172.6 is up from last week’s upward revised 171.7. The BCIg, the smoothed annualized growth of BCI, at 16.8 is also up from last week’s 16.2.
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Posted in pmp BCI
iM Update* – May 30 2014
The BVR-model avoids high beta bonds (long-bonds) and also intermediate duration bonds. The Bond Value Ratio is shown in Fig 4. The BVR is higher than last week’s level. According to the model, only when BVR turns upward after having been lower than the lower offset-line should one consider long bonds again.
The yield curve model shows the generally steepening trend of the 10-year and 2-year Treasuries yield spread. Figure 5 charts (i10 – i2). The general trend is up, as one can see, although the yield curve has flattened recently. FLAT and STPP are ETNs. STPP profits from a steepening yield curve and FLAT increases in value when the yield curve flattens. This model confirms the direction of the BVR.
Posted in pmp paid update
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