Author: bullbearduck.com

The Sahm Rule Recession Indicator (unemployment increasing more than .5 percent based on a moving average) admittedly caused quite a stir in recent weeks. Real-time Sahm Rule Recession Indicator (SAHMREALTIME) | FRED | St. Louis Fed (stlouisfed.org), which leads me to saying a bit about my own modeling efforts with unemployment and panic about recession… Continue reading Unemployment as a model variable

The model strategy calls for investing with the S&P 500 at a leverage factor of 2. I’m actually doing a factor of 1 for a couple reasons: (a) the daily and monthly forecasts aren’t very strong and (b) I’m not confident in my availability to trade tomorrow if I it proves time to unwind this… Continue reading Forecast 2024-08-12

My forecasting posting stalled as I, the lone model manager, has been dealing with health concerns that have been and will continue to be a priority over updating this site. I’m hopeful to resume daily updates this month, but no promises.

I took a break on modeling and trading while on vacation, but I’m back now. The 1-day forecast is negligibly positive. The 1-wk forecast is negligibly negative. The 1-mo and 1-yr forecasts are negative. I’m sitting out waiting for the 1-day and 1-wk forecasts to offer a stronger signal.

The 1-day, 1-wk, 1-mo, and 1-yr ranged forecasts are all negative. Thus, I’m still invested against the index at a leverage factor of -3. Since the position was opened it has lost -1.8%. Obviously, invest at your own risk. I make no guarantees.

The 1-day, 1-wk, 1-mo, and 1-yr forecasts are all negatived according to my modeling. Thus, I continue to hold a position against the S&P 500, leveraged at a factor of -3. The position is current down -1.87% since being opened. Definitely, invest at your own risk.

1-day, 1-week, 1-mo, and 1-yr ranged forecasts are all negative. I continued to hold a position against the S&P 500 with a leverage factor of -3. It hasn’t been fruitful to date. Thus far, I’ve lost almost exactly 3% of my starting position. Definitely, invest at your own risk.

The 1-day forecasts is negative, but just under the magnitude to usually invest. The other ranged forecasts are more solidly negative. As the 1-day forecast is borderline and the forecast for tomorrow is expected to be more solidly negative if conditions hold, I am keeping my position against the S&P 500 with a leverage factor… Continue reading S&P Forecast 2024-06-17

All ranged forecasts are negative. Thus, I’ve entered a position against the S&P 500 with a leverage factor of -3. If conditions tomorrow are similar to conditions today, I’m likely to keep the position open tomorrow. Invest at your own risk.

The 1-day forecast it too mildly negative for me to be prepared to take a position for or against the market. The 1-week, 1-month, and 1-year forecasts are negative. If conditions continue as is, I may open a position against the market, tomorrow. Invest at your own risk.