Blog Archives
BCI May 1, 2014
Best(SPY-SH) and Combo3 – 4/28/2014
The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 0 days, and showing 0.21% return to 4/28/2014
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iM Update* – Apr 25, 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 near 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 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.
BCI Apr 24, 2014
The BCI at 169.3 is down from last week’s upward revised level of 169.5. BCIg, the smoothed annualized growth of BCI, at 16.9 is down from last week’s upward revised 17.5.
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Best(SPY-SH) and Combo3 – 4/21/2014
The iM-Best(SPY-SH) model currently holds SH, so far held for a period of 0 days, and showing -0.42% return to 4/21/2014
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iM Update* – Apr 17, 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 from 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 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.
iM Update – Apr 17, 2014
The IBH stock market model is out of the market. The MAC stock market model is invested, The recession indicator COMP is higher from last week’s level, and iM-BCIg is near last week’s level. MAC-AU is invested. The bond market model avoids high beta (long) bonds, the yield curve is steepening, both the gold and silver model are invested.
Best(SPY-SH) and Combo3 – 4/14/2014
Th
e iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 280 days, and showing 11.40% return to 4/14/2014
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