Category Archives: Recession Forecasting Model

Recession Forecasting Model

Recession Model Forecast: 07-01-2016

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through June 2016. 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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Recession Model Forecast: 06-01-2016

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through May 2016. 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 Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 05-01-2016

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through April 2016. 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 Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Bulls Beware

I have been working daily on designing and backtesting various option strategies, which will continue to be my focus for the foreseeable future. As a result, the time available for writing new posts has been and will continue to be … Continue reading

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

Recession Model Forecast: 04-01-2016

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through March 2016. 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 Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | 1 Comment

Recession Model Forecast: 03-01-2016

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through February 2016. 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, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | 2 Comments

Model Flashes US Recession Warning: 02-01-2016

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through January 2016. 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 Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 01-01-2016

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through December 2015. Over the past 12 months, I added a number of new economic and market-based variables with very strong explanatory power … Continue reading

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