Author: bullbearduck.com

I deleveraged to being short the S&P 500 with a factor of just -1. Daily forecast: Negative Weekly forecast: Negative Monthly forecast: Marginally negative Quarterly forecast: Postivie Annual forecast: Marginally negative Invest at your own risk.

I’m intending to open a position shorting the S&P 500 with a leverage factor of -2 later today, because Daily Forecast: Negative Weekly Forecast: Negative Monthly Forecast: Negative Quarterly Forecast: Positive Annual Forecast: Marginally Negative I’m waiting for two more pieces of daily interest rate data that the source has not yet updated today before… Continue reading S&P Forecast 2025-01-28

Daily: Positive; Weekly: Negative; Monthly: Marginally Negative; Quarterly: Positive Annual: Marginally Negative The daily and weekly forecasts disagree, so I’m sitting out. Invest at your own risk.

Forecasts: Daily: Positive; Weekly: Marginally positive; Monthly: Marginally Negative; Quarterly: Positive, Annually: Bearish. I moved to the sidelines today. Invest at your own risk.

I put my modeling on hiatus, because my annual model was rapidly unwinding its bearishness, and I looked back to see that it wasn’t just the most recent forecasts significantly changing. The model was uncomfortably unstable as new data came in. Thus, I put things on hold until I could explore more. My big conclusion… Continue reading Hiatus Explanation

Daily forecast: Positive Weekly forecast: Positive Monthly forecast: Marginally positive Quarterly forecast: Positive Annual forecast: Bearish Thus, I’m in a position long the S&P 500 without any extra leverage.

I exited my position against the S&P 500 this morning. The 1-day, 1-week, and 1-month forecasts are all marginally positive.

I’m still invested against the S&P at a leverage factor of -2. The 1-day, 1-week forecasts are negative. The 1-month forecast is negative, but below its threshold for additional leverage. The 1-year forecast is still negative, but it’s been very much a weakening forecast in recent weeks.

I’m sticking with a position against the S&P 500 with a leverage factor of -2 today. The 1-day, 1-week, 1-month, and 1-year forecasts are all negative. I’m not increasing the leverage factor because the 1-month is just above its threshold for action, and I don’t want to trigger a transaction cost just to potentially reverse… Continue reading S&P 500 Forecast 2024-09-26

I reduced my leverage against the S&P 500 from a factor of -3 to -2 today. The 1-day, 1-week, and 1-year forecasts are all negative, but the 1-month forecast while negative was below my threshold for action based on said forecast.