Tag Archives: probit model

Recession Risk Remained Low In June

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

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Recession Risk Remained Low in May

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

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Recession Models Indicate Risk Remained Low in April

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

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March Recession Model Forecast Increases Slightly

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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February Recession Model Forecast a Surprise

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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U.S. Recession Risk Still Low in January

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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U.S. Recession Risk Drops Sharply in December

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through December 2012. 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, Market Commentary, Market Timing, Recession Forecasting Model | Tagged , , , , , , , , | 5 Comments

U.S. Recession Risk Jumps 20% in November

I introduced the topic of recession forecasting in late October and have since developed several recession forecasting tools that I created by applying probit, logit, and neural network models to a diffusion index of economic and market-related variables.  If you … Continue reading

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