Category: Blog

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

Ranged forecasts:Daily: NegativeWeekly: Marginally positiveMonthly: Marginally positiveQuarterly: Marginally positiveAnnually: Marginally negative Note: A negative or positive forecast connotes a strong enough signal to suggest a probable daily trend direction. My reaction to these forecasts is to not hold a short-term S&P 500 position. Invest at your own risk.

I’ve stopped holding a position for or against the S&P 500. Underlying forecasts:Daily: PositiveWeekly: Marginally positiveMonthly: Marginally positiveQuarterly: PositiveAnnually: Marginally negative Note all the above statements are regarding whether the ranged forecast is strong enough to contribute to anticipating a short-term market trend. Longer-term, my best forecast is a mild rebound over the next quarter,… Continue reading S&P 500 Forecast 2025-03-06

I changed the leverage on my index position from a factor of 3 to 1. Underlying forecasts:Daily: PositiveWeekly: PositiveMonthly: Marginally positiveQuarterly: PositiveAnnually: Marginally negative Invest at your own risk. Per usual, my statements or positive or negative is as to whether the forecast is strong enough to suggest a meaningful non-horizontal trend in daily prices,… Continue reading S&P 500 Forecast 2025-03-05

I’ve entered a position in the index with a leverage factor of 3. Underlying forecasts:Daily, weekly, monthly, and quarterly ranged forecasts are positive.The annual forecast is marginally negative. My statements of positive or negative are simply statements of whether the forecast suggests a positive or negative trend in daily returns. I’m not making a statement… Continue reading S&P 500 Forecast 2025-03-04

I am waiting on more conclusive forecasts for my next position other than cash. Underlying forecasts:Daily: Marginally positiveWeekly: PositiveMonthly: Marginally positiveQuarterly: PositiveAnnual: Marginally negative Marginal forecasts are signals not strong enough to act on regarding expecting a daily trend direction. Invest at your own risk.