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Category Archives: Fundamental Analysis
US Manufacturing Data at Recession Levels
I read an interesting article by Jill Mislinski on AdvisorPerspectives.com. The article was titled “Empire State Manufacturing Declined for Fourth Consecutive Month.” The takeaway from the article is that US Manufacturing is slowing at a rate not seen since the … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Risk Management
Tagged Canada, China, Japan, recession, US Dollar, US Manufacturing
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Recession Model Forecast: 11-01-2015
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through October 2015. In January 2015, I created a new explanatory variable for a market-based indicator; I added two new explanatory variables in … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast October 2015, Recession Slack Index, Trader Edge
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Earnings and Revenues Decline While Prices Rise
I have written a number of recent articles about the troubling state of the equity markets. There have been many causes for concern: technical, fundamental, valuation, divergences, and global risks, among others. All of these are important, but none are … Continue reading
Posted in Earnings, Fundamental Analysis, Market Commentary, Market Timing, Risk Management
Tagged divergence, earnings, FactSet, P/E ratios, revenues
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10-30-2015 AAR Strategy Update Posted
The October 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
Posted in Asset Allocation Rotational (AAR) Strategy, Fundamental Analysis, Market Timing, Relative Strength, Risk Management, Strategy Development, Technical Analysis
Tagged asset allocation, asset allocation rotational strategy, asset allocation strategy, Ivy League Portfolio, rotatinal strategy, trade, Trader Edge
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Recession Model Forecast: 10-01-2015
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through September 2015. In January 2015, I created a new explanatory variable for a market-based indicator; I added two new explanatory variables in … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast September 2015, Recession Slack Index, Trader Edge
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Non-Farm Payroll (NFP) Model Forecast – September 2015
This article presents the Trader Edge aggregate neural network model forecast for the September 2015 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EDT.
Overvalued Equities Suggest 58.9% Decline
There is a big difference between correlation and causation. When I research data relationships, I always look for plausible, underlying cause and effect relationships. One such relationship is between valuation and future returns, particularly before recessions. Doug Short’s recent article … Continue reading
Gold Still Overvalued by 23.5%
I read an interesting article by Neil Azous in the December 2015 issue of Modern Trader (“Has the Golden Moment Passed?”) that inspired me to do some further research into modeling gold prices. The resulting research greatly enhanced my understanding … Continue reading →