Category Archives: Economic Indicators

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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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

Recession Model Forecast: 07-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through June 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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Recession Model Forecast: 06-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through May 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: 05-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through April 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: 04-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through March 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: 03-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through February 2017. Throughout 2015, I added a number of new economic and market-based variables with very strong explanatory power to the recession … Continue reading

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

No Non-Farm Payroll (NFP) Model Post this Month

I finished the VIX futures project and I am trading the new hedged VIX futures strategy. However, I am now working on a new in-depth options article and do not anticipate releasing new Non-Farm Payroll (NFP) model posts until after … Continue reading

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