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iM-Combo3b: A Model Combining the Best(SPY-SH), Best1(Sector SPDR) and BESTOGA3

Posted on Oct 13, 2015 by Anton Vrba — 5 Comments ↓

This model is similar to Combo3, but replaces Best(SSO-TLT) with BESTOGA3 which invests periodically in three of the so called “Vice” stocks of the S&P500.
It combines equal weighted the two ETF models, Best(SPY-SH) and Best1(Select SPDR), with BESTOGA3.
We demonstrate that this combination would have produced high annualized returns of about 28% with low drawdowns of about -12%. Also over any one year period it showed a minimum return of 10.9%.
Additionally, due to the very high liquidity of its component ETFs and stocks, this combo can support a large dollar portfolio value.
It has five positions, holding two ETFs, one from each ETF component model, and the three stocks from BESTOGA3.

No Recession Is Signaled By iM’s Business Cycle Index: Update October 8, 2015

Posted on Oct 8, 2015 by Anton Vrba

Knowing when the U.S. Economy is heading for recession is paramount for successful investment decisions. Our weekly Business Cycle Index (BCI) would have provided early reliably warnings for the past seven recessions.
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Posted in BCI, Publish

No Recession Is Signaled By iM’s Business Cycle Index: Update October 1, 2015

Posted on Oct 1, 2015 by Anton Vrba

Posted in BCI, Publish

The S&P 500 Death Cross – Time to Panic?

Posted on Sep 25, 2015 by Georg Vrba — 8 Comments ↓

At the end of August 2015 the 50-day moving average of the S&P500 crossed its 200-day moving average to the downside – the 33rd occurrence of a “Death Cross” since 1950.
The performance of the S&P500 was investigated for periods ranging from one year before to two years after a Death Cross.
During the last 65 years there were ten recessions. A Death Cross preceded six recessions and occurred early in four recessions.
After a Death Cross the probability of S&P500 being lower than for any other point in time increases for periods from one- to eighteen months.

No Recession Is Signaled By iM’s Business Cycle Index: Update September 24, 2015

Posted on Sep 24, 2015 by Anton Vrba

Posted in BCI, Publish

No Recession Is Signaled By iM’s Business Cycle Index: Update September 17, 2015

Posted on Sep 17, 2015 by Anton Vrba

Posted in BCI, Publish

No Recession Is Signaled By iM’s Business Cycle Index: Update September 10, 2015

Posted on Sep 10, 2015 by Anton Vrba

Posted in BCI, Publish

The Unemployment Rate is Not Signaling a Recession: Update September 4, 2015

Posted on Sep 4, 2015 by Georg Vrba — No Comments ↓

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 August figure of 5.1%, does not signal a recession now.
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Posted in blogs, Publish, UER

Assessing Market Climate with iM’s Market Climate Grader (Update 9/6/15)

Posted on Sep 3, 2015 by Georg Vrba — 18 Comments ↓

The market environment for investment returns is divided into four climate zones.
Market climate zones were determined by combining fundamental and technical indicators.
A performance analysis of SPY shows that the probability of stock market gains is highest for climate Zone-1 and lowest for Zone-4.

No Recession Is Signaled By iM’s Business Cycle Index: Update September 3, 2015

Posted on Sep 3, 2015 by Anton Vrba

Posted in BCI, Publish