Category Archives: Market Timing

ECRI Cries Wolf – Again

Posted on May 30, 2013 by

The Economic Cycle Research Institute (ECRI) is one of the leaders in business cycle forecasting, but they had one spectacular and very public forecasting failure in the fall of 2011 – when they predicted an imminent U.S. recession. Until that … Continue reading →

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GDP Model Forecast Improves in March

Posted on April 21, 2013 by

In January, I introduced a new aggregate neural network model that I developed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. GDP.  The GDP growth rate is only reported quarterly, but the model provides a new rolling … Continue reading →

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Earnings-Price Divergence Always Followed by Negative Returns

Posted on April 14, 2013 by

I recently wrote about the extreme divergence between earnings and equity prices, but did not have access to comprehensive historical earnings data until recently.  In the article above, I referenced the past few years of earnings data, which was provided … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing | Tagged , , , , | 5 Comments

March Recession Model Forecast Increases Slightly

Posted on April 11, 2013 by

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

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Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model | Tagged , , , , , , , , | 1 Comment

GDP Model Suggests Faster Growth

Posted on March 21, 2013 by

In January, I introduced a new aggregate neural network model that I developed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. GDP.  The GDP growth rate is only reported quarterly, but the model provides a rolling 3-month … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, GDP Forecasting Model, Market Timing | Tagged , , , , , | 1 Comment

February Recession Model Forecast a Surprise

Posted on March 14, 2013 by

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

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Use Relative Strength to Confirm Trend Direction

Posted on February 28, 2013 by

In previous articles, I explained how to make market timing decisions with relative strength and how to use relative strength to identify market trends. Both of these articles used relative strength to forecast trend changes in the equity market and … Continue reading →

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Posted in Market Commentary, Market Timing, Relative Strength, Security Selection, Technical Analysis | Tagged , , , , | 8 Comments

U.S. Recession Risk Still Low in January

Posted on February 7, 2013 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through January 2013. If you are new to Trader Edge and would like some additional background on the development of the Trader Edge … Continue reading →

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