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 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 Model...
Last year, my Valentine's Day post was about how Facebook analyzed the behavior of who fall in love (see Falling in love, the Facebook version). This year, I thought that I would highlight the price of success for hedge fund managers. I highlight a research paper entitled Limited Attention, Marital Events, and Hedge Funds. Here...
In theory, stock prices should be poised to rally. The SPX is testing a key support zone dating back to October 2014 and it is experiencing positive divergences on the 5 and 14 day RSI. If it did bottom here, the initial target would be the first Fibonacci retracement level at about 1935, with further...
During periods of market turmoil like the one we are experiencing, it's important to keep your eye on the ball and not to get overly distracted. If I had to just had to watch just one thing, it would be how forward 12-month EPS are evolving. That's because Ed Yardeni found that forward EPS is highly...
Model signal summary Ultimate market timing model: Buy equities Trend Model signal: Risk-off Trading model: Bearish (downgrade) The "Ultimate Market Timing Model" is a long-term market timing model based on research outlined in our post Building the ultimate market timing model. The Trend Model is an asset allocation model which applies trend following principles based...
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