Archive | October, 2019

McClellan Liquidity Indices

This is a complete short, medium and long-term stock market liquidity risk-management tool derived from the McClellan Oscillator methodology applied to daily advancing and declining volume on the SP-500. It has been depicted as a daily updated chart for standard subscriptions for over 7 years now. Each day, we compute daily advancing volume (sum of […]

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Dramatic change in yield curve

The RecessionALERT yield-curve aggregate and diffusion has just made a dramatic reversal, with the percentage of 10 term-spreads that are inverted dropping from 70% to 40%: The 10YR less the 2YR narrowly averted an inversion 8 weeks ago and the 10YR-5YR and 10YR-3YR never came close to inversion. If one looks at the latest history […]

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Are trade war concerns valid?

It appears U.S investors’ concerns with global trade wars are dominating U.S stock market direction for the last two years: This is with valid reason, as prior research of ours (Global Economy affects U.S stock market returns) has pointed out that whilst a global recession does not necessarily result in a U.S recession, it can […]

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New Probability Models

Following on from extensive client feedback since the launch of the SP-500 trough probabilities and SP-500 Trendex trend-following model, we have decided to target the models at the six largest investable U.S Exchange Traded Fund (ETF) categories by assets under management (AUM) as depicted below, for a total of 50.1% coverage of the total U.S […]

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  WE HAVE GONE LIVE WITH THE MORE RAPID OPT3 COMPANION TO THE RECENTLY LAUNCHED OPT2 SP500 TRADING STRATEGY. SEE THE ANNOUNCEMENT IN THE LINK ON THE RIGHT FOR MORE DETAILS AND APPLICATION NOTES.