Author Archives: Brian Johnson

About Brian Johnson

I have been an investment professional for over 30 years. I worked as a fixed income portfolio manager, personally managing over $13 billion in assets for institutional clients. I was also the President of a financial consulting and software development firm, developing artificial intelligence based forecasting and risk management systems for institutional investment managers. I am now a full-time proprietary trader in options, futures, stocks, and ETFs using both algorithmic and discretionary trading strategies. In addition to my professional investment experience, I designed and taught courses in financial derivatives for both MBA and undergraduate business programs on a part-time basis for a number of years.

Recession Model Forecast: 03-01-2018

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through February 2018. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Recession Model Forecast: 02-01-2018

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through January 2018. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 01-01-2018

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through December 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 12-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through November 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 11-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through October 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 10-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through September 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 09-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through August 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 08-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through July 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment