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.

11-30-2013 AAR Strategy Update Posted

Posted on November 30, 2013 by

The November 30, 2013 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, Technical Analysis | Tagged , , , , , | Leave a comment

Market Breadth Divergence Update

Posted on November 27, 2013 by

On Sunday November 17th, I posted an article that identified headwinds for the equity market.  I explained that five independent leading indicators all pointed to near-term trouble for equities: a forming divergence in market breadth, an elevated CBOE Skew Index, … Continue reading →

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Posted in Economic Indicators, Market Breadth, Market Commentary, Market Sentiment, Market Timing, Trade Analysis | Tagged , , , , , , , , , , , , , , | Leave a comment

Five Headwinds for Equities

Posted on November 17, 2013 by

I typically release new posts on Thursdays, but market conditions justified an accelerated schedule this week. Five independent leading indicators all point to near-term trouble for equities: a forming divergence in market breadth, an elevated CBOE Skew Index, a very … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, In-Depth Article, Market Breadth, Market Commentary, Market Sentiment, Market Timing, Technical Analysis | Tagged , , , , , , , , , , , , , , | 2 Comments

Recession Model Forecast 11-01-2013

Posted on November 14, 2013 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through October 2013.

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

Non-Farm Payroll (NFP) Forecast – October 2013

Posted on November 7, 2013 by

This article presents the Trader Edge aggregate neural network model forecast for the October 2013 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 Timing, NFP Forecasting Model | Tagged , , , , , , | Leave a comment

10-31-2013 AAR Strategy Update Posted

Posted on October 31, 2013 by

The October 31, 2013 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, Technical Analysis | Tagged , , , , , | Leave a comment

A Dual Purpose Trend Indicator

Posted on October 31, 2013 by

Identifying trends and recognizing overbought and oversold conditions are the main objectives of technical analysis.  This article introduces a new tool called the Volatility Adjusted Slope Indicator (VASI) that does all three simultaneously.  The VASI is standardized, which means that … Continue reading →

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Posted in AmiBroker Code, COT Analysis, In-Depth Article, Market Timing, Technical Analysis | Tagged , , , , , , , , | 2 Comments

The Deadly Double Divergence

Posted on October 24, 2013 by

Would you be interested in an indicator that has signaled ten market tops since 1966 without a single false signal?  I read about such an indicator in an article titled “Double Divergences in the Advance-Decline Line,” which appeared in the … Continue reading →

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Posted in In-Depth Article, Market Breadth, Market Commentary, Market Timing, Technical Analysis | Tagged , , , , , , , , , , | 2 Comments