Month: March 2025

Ranged forecasts:Daily: NegativeWeekly: Marginally positiveMonthly: PositiveQuarterly: PositiveAnnually: Marginally negativePositive or negative forecasts are a statement of whether or not the forecast suggests a trend in daily returns. I’m currently spectating, rather than invested for or against the index. Invest at your own risk.

Ranged forecasts:Daily: NegativeWeekly: Marginally positiveMonthly: PositiveQuarterly: PositiveAnnually: Marginally negative I sidelined my position against the index today. Invest at your own risk.

Ranged forecasts:Daily: NegativeWeekly: NegativeMonthly: Marginally positiveQuarterly: PositiveAnnually: Marginally negativePositive or negative is an indicator of whether the forecast is strong enough to suggest a trend in daily returns. I opened a position against the index at a leverage factor of (-1). Invest at your own risk.

Ranged Forecasts:Daily: PositiveWeekly: Marginally positiveMonthly: Marginally positiveQuarterly: PositiveAnnually: Marginally negative I exited my position long the market today, given the lack of strength in the weekly forecast. Invest at your own risk.

Daily, weekly, monthly, and quarterly ranged forecasts are positive. The annually ranged forecast is marginally negative. Positive/negative is a statement of whether the forecast is strong enough to suggest a daily returns trend, based on historical results compared to fitted model results. I am invested long the index without leverage. Invest at your own risk.… Continue reading S&P 500 Forecast 2025-03-21

Ranged-forecasts:Daily: NegativeWeekly: PositiveMonthly: PositiveQuarterly: PositiveAnnually: Marginally positiveDisclaimer: Positive or negative is an indication of whether the forecast is strong enough to suggest a daily trend. The higher frequency forecasts tend to be most predictive, but also come with the greatest standard errors. Action: I exited my position long the index today. Invest at your own… Continue reading S&P 500 Forecast 2025-03-19

Ranged forecasts:Daily: PositiveWeekly: PositiveMonthly: Marginally PositiveQuarterly: PositiveAnnually: Marginally Negative I am still invested long the index without leverage (factor of 1). Invest at your own risk. Positives and negatives reflect the forecasts suggesting a negative or positive daily trend, not chiefly. Positive forecasts do not necessarily suggest recouping all or even most recent losses.

My daily, weekly, monthly, and quarterly ranged forecasts are all positive in regards to suggesting a daily trend for the S&P 500. The annually ranged forecast is positive, but not enough to suggest it supports a daily trend. Based on the models, I’m invested long the index, but without leverage. (a) There is too much… Continue reading S&P Forecast 2025-03-17

My daily, weekly, monthly, and quarterly forecasts are all positive. My annual forecast is marginally negative. Positive/negative implies that the forecast is significant enough in magnitude to suggest a likely daily trend. Under usual circumstances, I’d be invested in the index at a leverage factor of 3. However, these aren’t usual circumstances. For these reasons,… Continue reading S&P 500 Forecast 2025-03-14

Here are the ranged forecasts:Daily, weekly, monthly, and quarterly forecasts with normal data are positive. The annual forecast is now marginally positive. If I put my finger down on a recession variable marked that has a range of 0 (not recession) v. 1 (recession), a value of .5 or 1 on that regression variable changes… Continue reading S&P 500 Forecast 2025-03-10