Category: Blog

Daily trend expectations based on ranged forecastDaily: Negative (>3x Threshold)Weekly: Negative (>4x Threshold)Monthly: Negative (>2x Threshold)Quarterly: Flat (~2/3 Negative Threshold)Annually: Flat (1/2 Negative Threshold) Invest at your own risk. I entered a position against the index today.

Daily trend expectations based on ranged forecasts:Daily: Flat (Under negative threshold by ~40%)Weekly: Negative (~4 times threshold)Monthly: Negative (~2.5 times threshold)Quarterly: Flat (Under negative threshold by ~25%)Annually: Flat (Under threshold by ~50%) Due to the daily forecast, I’m not short-term invested with or against the index. Invest at your own risk.

The daily forecast suggests a flat daily trend. Thus, I’m not invested short-term with or against the index. Invest at your own risk. The weekly and monthly forecast suggest a negative daily return trend. The quarterly and annual ranged forecasts suggest a flat dailyt return trend.

As the daily, weekly, and monthly ranged forecasts are all negative enough to suggest a negative daily return trend, I’d normally invest against the index now. I didn’t today, because I was wrapped up in work up until the time of the market close. Invest at your own risk.

The daily trends projected by the daily and weekly ranged forecasts don’t agree, so I’m on the sidelines. Invest at your own risk.

The daily and quarterly ranged forecasts suggest positive daily return trends. The weekly and monthly ranged forecasts suggest negative daily return trends. Given the inconsistent trend expectations for daily and weekly ranged forecasts, I’m not short-term investing in the S&P 500. Invest at your own risk. For what it’s worth, the annually ranged forecast suggests… Continue reading S&P 500 Forecast 2025-09-11

Sorry, I got wrapped up in work yesterday. The daily and quarterly forecast suggests a positive daily return trend while the weekly and monthly forecasts suggest a negative daily return trend. The annual forecast suggests a flat daily trend. Since the daily and weekly forecasts do not suggest the same trend, I exited my short-term… Continue reading S&P Forecast 2025-09-09

My shortest forecasts (daily, weekly, and monthly) suggest negative daily return trends. The quarterly forecast suggests a positive daily return trend. The annual forecast suggests a flat daily return trend. Thus, I’m still invested against the index, as shorter ranged forecasts have more predictive power for daily trends. Go figure, a daily forecast is more… Continue reading S&P 500 Forecast 2025-09-08

The daily trend expectations are negative based on my ranged forecasts. The only exception was my annual forecast suggesting a flat trend. I would have taken a position against the market except I didn’t get around to updating the models until after the market closed today. Invest at your own risk.

Sorry for not posting this timely. It was a busy day at work. The daily and weekly forecasts do not suggest the same daily return trend. Thus, I’m out of the market. Invest at your own risk. Daily: PositiveWeekly: NegativeMonthly: NegativeQuarterly: FlatAnnually: Flat The monthly forecast has the highest z-stat currently.