Preface: Explaining our market timing models We maintain several market timing models, each with differing time horizons. The "Ultimate Market Timing Model" is a long-term market timing model based on the research outlined in our post, Building the ultimate market timing model. This model tends to generate only a handful of signals each decade. The Trend...
Publication note: There will be no mid-week update next week. The regular publication schedule will resume next weekend. Is ET here? The holidays are a great time to decompress and think about big picture topics. This year, I focus on the limitations of modeling techniques for long-term asset returns and the risk of...
Mid-week market update: What happens when an ominously sounding Hindenburg Omen occurs when the market is oversold? David Keller described the three components of the Hindenburg Omen in an article: The market has to be in an established uptrend; Market breadth becomes highly bifurcated, as measured by the expansion of new highs and new lows;...
Preface: Explaining our market timing models We maintain several market timing models, each with differing time horizons. The "Ultimate Market Timing Model" is a long-term market timing model based on the research outlined in our post, Building the ultimate market timing model. This model tends to generate only a handful of signals each decade. The Trend...
The latest University of Michigan sentiment survey is out, consumer sentiment surged in the wake of Trump’s victory. A similar improvement in sentiment can be seen in the New York Fed’s consumer survey. In the wake of Trump’s win, it was no surprise that the partisan lean in sentiment flipped. Republicans...
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