Public

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WLEI3
NBER
GDP
GDP2

Charts covered with the BASIC subscription, but DELAYED publication.
1. The WLEI is updated Saturdays and runs 4-weeks in arrears versus the paid subscription.
2. The NBER charts are updated at the end of the month and run one month in arrears versus the paid subscription.
3. The GDP charts are updated at the end of the month with each BEA release and run 1-quarter in arrears versus the paid subscription.

IMPORTANT DISCLAIMERS: Although many of our models rely heavily on back-testing, optimisation and probability methods, please note that past performance is NO GUARANTEE for future returns. No system devised by man can predict the future, let alone the future of the markets and economies. What we have are sets of mathematical models that use historical data and varying theories to pinpoint places in time when the STATISTICAL LIKELYHOOD of calling the start and end to recessions is the greatest. In the midst of all the best mathematical models, you can have geo-political events, wars, terrorist attacks, natural disasters and even nuclear accidents that tip everything upside down. This is always a risk factor you need to factor in on any recession call no matter how confident you are in a signal. The SuperIndexes are created through mathematical and statistical optimisation techniques that best fit the historical NBER data. There is no guarantee that out-of-sample performance will match that of prior in-sample performance.

ANNOUNCEMENT : The next generation WLEI3 had its first out-of-sample update! An auspicious moment for index builders.

Go to WLEI3 tab