Archive | January, 2024

MODELS: Understanding SP500 Gen2 Persistent Current Trend (PCT) probability model

Background The Gen2 probability model we maintain for PRO subscribers for the SP500 provides for short, medium, long-term and macro-term probabilities of market troughs/peaks. It does this by examining current up/down trends across the 4 time-horizons mentioned and compares them to a 30-year historical record of said trends with regards to both duration of trend and gains/losses achieved for the trends. By comparing the duration and gain/loss of the current up/down trend with the historical record, we can impute two […]

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