About Dwaine Van Vuuren

Dwaine has a Bachelor of Science honors degree and is a full-time trader and investor. His passion for numbers and keen research & analytic ability has helped grow RecessionALERT into a company used by hundreds of hedge funds, brokerage firms and financial advisers around the world.
Author Archive | Dwaine Van Vuuren

Market Timing Strategies – putting it all together

We offer a number of timing strategies for the SP-500 as described below: 1.Long-term investment models These are primarily focused on funds-grade long-term investing models such as the Recession Forecasting Ensemble (RFE) and the Composite Market Health Index (CMHI). These are high confidence, infrequent traders. They attempt to capture as much upside of the market […]

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Zweig Breadth Thrust – The RecessionALERT Redux

Martin  Zweig was an American stock investor, investment adviser, and financial analyst. According to Forbes Magazine, he was renowned for his “eccentric and lavish lifestyle” as well as having had the most expensive residence in the United States at the time, atop The Pierre on Fifth avenue in Manhattan.  He was most well known for […]

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World Economy Update – as at July 2013

These are extracts compiled from our monthly World Economy Report that comes standard with a RecessionALERT annual subscription: It does not matter which way you look at it – the global economy has rebounded into growth territory from which surely could have been classified as a World Recession a few quarters ago. We can see […]

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Measuring Selling Pressure for Market Entry Timing

This project uses a composite approach to constructing a broad representation of selling pressure on the SP-500 Index, for the purposes of gauging intensity of corrections, identifying ideal buying points for “buy on the dip” opportunities and provision of warnings of oncoming corrections. The motivation behind using many measurements for selling pressure (as opposed to […]

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SuperCycle Seasonal Timing Methodology for the SP-500

1.BACKGROUND This is a quantitative actuarial trading model for the SP-500, using purely multi-annual cyclical historical seasonal statistics to govern if it is invested in the market or not. There are no traditional technical metrics used (moving averages or market breadth) nor are any econometric models deployed in the seasonality determinations. The model is actually a […]

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Seven Paw-prints of the Bear

For decades, investors have sought out methods to detect oncoming bear markets. With this current bull market now in its 5th year the subject has become even more topical – “Has the bull market still got legs?” is a question pondered every day by millions of investors. In this research note, we cover seven of […]

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Market Update 11/07/2013

The SuperIndex has jumped smartly this week from mostly positive data from eLEI and the ISM report. However growth in ETI, GDP and Initial claims has slowed. A few months back on this radio interview we forecast there would be no “Summer Swoon” for the monthly leading data as with the three prior summers. With […]

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Don’t count on FED tapering any time soon

Whilst the market has sold off in the expectation of FED tapering in the face of an improving economy, and co-incident economic data continues to show improvement, the leading data is likely to do otherwise in the coming months. This means that after an initial improvement of short duration the pressure will again be back […]

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World Recession Update – May 2013

We have first quarter 2013 GDP data for about 53% of the OECD countries list. The full World Economy Report is available from the MEMBERS downloads section in the WORLD REPORT tab. There are a number of interesting observations we can make this month. The first is that whilst the percentage of economies experiencing a […]

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Atypical Global Recovery underway

Since we last reported on the current Global Recession, the Global Leading Economic Indicator (GLEI) rose for the month of March, but is following an atypical growth pattern coming out of recession, with a slope far shallower than the normal expected rebound. Also noteworthy this month is that the percentage of countries with rising LEI’s […]

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World Recession Update – Apr 2013

EXTERNAL PUBLISHERS PLEASE NOTE : You may republish up to and including the first 3 charts of this report (encompassing 65% of the report) and link to this page for your readers to complete the rest of the article. The following charts and text are an extraction from our monthly Global Recession Report, one of […]

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Fragile global bottoming or double-dip in progress?

Our prior post titled “World Recession Update” depicted the percentage of 41 countries tracked around the globe that were printing 1 or 2 consecutive negative quarters of GDP growth. It is easy to view the data presented and come to the alarming conclusion the world is accelerating  into an ever-deepening recession and the U.S is […]

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World Recession Update

We have quarterly GDP data for 11 more OECD countries since our last post “World plunges into recession in Q42012“, and there have been some 2nd estimate revisions (such as the U.S). The chart below shows an improvement over the last post we made with the inclusion of more data points, but both the measures […]

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World plunges into recession in Q42012

With the disappointing initial GDP releases for Q42012 from Europe out, the “world” as defined by 41 OECD countries across the globe, has plunged into recession. We define “recession” through two alternative definitions for our comparison, either the presence of a single negative quarter-on-quarter growth or the more traditional two consecutive negative quarterly growths. Whichever way you look at it, the […]

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Personal Incomes to decline sharply for January

Personal Incomes, less Transfer Payments and deflated by Personal Consumption Expenditures, is used as one of the four co-incident components of the NBER Recession Model. There was a huge jump in this indicator for the months of  November and December 2012  quite possibly as a result of incomes being pulled forward as a result of the […]

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Estimating recession probabilities using Gross Domestic Product & Income

” The NBER does not define a recession in terms of two consecutive quarters of decline in real GDP. Rather, a recession is a significant decline in economic activity spread across the economy, lasting more than a few months, normally visible in real GDP, real income, employment, industrial production, and wholesale-retail sales.” – https://www.nber.org Every month, […]

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Coincident data not playing nice with the bears

Over the last two months we had Real Retail Sales, Industrial Production, Personal Incomes and Non-Farm payrolls all pushing new expansion highs. The only data not in for December now is Real Incomes. In addition we have noted upward revisions as opposed to the downward revisions promised by the recession-is-here camp. With neither leading nor […]

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Structural distortions hazardous to recession forecasting

Very few people realise just how close we came to a recession in the past 12 months, purely on an economic indicators perspective and not counting external risks such as the Fiscal Cliff debate. However, many traditional long leading indicators based on for example the yield curve and the unemployment rate, belie just how close […]

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Launch of new Recession Analytics Tool

We are pleased to announce the revamp of our historical time-series data file, which is published quarterly, with the following new additions: Addition of  Labor Market Index historical data Addition of Long Leading Index historical data Addition of RAVI historical data for 1/2/3/5/10 year forecasts New analytic tool & charting visualisations RFE+ which is index showing number […]

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100% Recession risks – a follow on

Professor Piger updated his recession probability model that caused so much attention early November (See “Debunking 100% probability of recession“). As we forecast last month, the probability index undertook a “revision” of epic proportions as displayed below (01-Dec-12 vintage): This is a classic real-world rendition as to why you cannot make “never before has recession […]

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