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. I have also written four books on options and derivative strategies.

Sentiment Warning Signal Flashing Red – Again

Posted on February 12, 2015 by

Many traders use technical and/or fundamental data, but few traders have discovered the unique benefits of using sentiment data in their investment process. Sentiment data attempts to quantify the emotional mood of investors and traders and can be used as … Continue reading →

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Posted in Market Commentary, Market Sentiment, Market Timing | Tagged , , | 1 Comment

Non-Farm Payroll (NFP) Model Forecast – January 2015

Posted on February 5, 2015 by

This article presents the Trader Edge aggregate neural network model forecast for the January 2015 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EST.

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Posted in Economic Indicators, Market Commentary, Market Timing, NFP Forecasting Model | Tagged , , , , , , | Leave a comment

01-30-2015 AAR Strategy Update Posted

Posted on January 30, 2015 by

The January 30, 2015 AAR Strategy update is now available on the AAR Subscribers page.  If you are not currently a subscriber and would like to learn more about the strategy, there is a detailed description on the AAR Strategy … Continue reading →

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Posted in Asset Allocation Rotational (AAR) Strategy, Market Timing, Relative Strength, Risk Management, Strategy Development, Technical Analysis | Tagged , , , , , , | Leave a comment

Equity Market Snapshot 01-23-2015

Posted on January 26, 2015 by

The recent increase in volatility has raised serious concerns among many traders and investors. The following article applies several different technical indicators to the S&P 500 Index (SPX) in the daily and monthly time frames. This article will replace the … Continue reading →

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Posted in Equity Market Snapshot, Market Breadth, Market Commentary, Market Timing, Technical Analysis | Tagged , , , , , | Leave a comment

Recession Model Forecast 01-01-2015

Posted on January 22, 2015 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through December 2014. Please note that two new explanatory variables were added to the Trader Edge Recession Models in July and one explanatory … Continue reading →

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

2014 AAR Strategy Results

Posted on January 14, 2015 by

The AAR strategy is a conservative, long-only, asset allocation strategy that rotates monthly among five large asset classes: large-cap U.S. stocks, developed country stocks in Europe and Asia, emerging market stocks, U.S. Treasury Notes, and commodities. It is one of … Continue reading →

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Posted in Asset Allocation Rotational (AAR) Strategy, Market Timing, Relative Strength, Risk Management, Strategy Development, Technical Analysis | Tagged , , , , , , | 2 Comments

Non-Farm Payroll (NFP) Model Forecast – December 2014

Posted on January 8, 2015 by

This article presents the Trader Edge aggregate neural network model forecast for the December 2014 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EST.

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Posted in Economic Indicators, Market Commentary, Market Timing, NFP Forecasting Model | Tagged , , , , , , | Leave a comment

12-31-2014 AAR Strategy Update Posted

Posted on December 31, 2014 by

The December 31, 2014 AAR Strategy update is now available on the AAR Subscribers page.  If you are not currently a subscriber and would like to learn more about the strategy, there is a detailed description on the AAR Strategy … Continue reading →

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Posted in Asset Allocation Rotational (AAR) Strategy, Market Timing, Relative Strength, Risk Management, Strategy Development, Technical Analysis | Tagged , , , , , , | 2 Comments