Category: Blog

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.

I’m still in a position against the S&P 500 at a leverage factor of -3 since the 1-day, 1-week, 1-month, and 1-year forecasts are all negative.

I’m still in a position against the index with leverage of -3, as the 1-day, 1-week, 1-month, and 1-year forecasts are all negative.

I have changed my leverage against the S&P 500 from a factor of -1 to -3, because the 1-day, 1-week, 1-month, and 1-year ranged forecasts from my modeling are all negative. If market conditions remain largely unchanged over the weekend, I’ll probably be keeping this position open on Monday based on forecasts for Monday.