Mapping the top economic indicators – apr 2017

In today’s post we’ll update the top 6 economic indicators as of mid April 2017. The final 2 indicators for March were released this morning. Each of the 6 indicators is updated with March data. For background on the top 6 see here. The table below shows the current heatmap for the top 6 indicators. All of the 6 indicators remain green for…

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TAA in the real world: theory versus slippage

Today I want to talk about my friend Jose. About a year and half ago, after months of Q & A between us, Jose decided to implement Antonacci’s GEM portfolio in his IRA (see this post for a detailed description). This post describes his first 6 months in GEM, November 2015 through April 2016. I think there are some good…

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SPY-UI model update for April 2017

The unemployment report was released on Friday, April 9 2017. Here is the update for the SPY-UI model. There is so much noise out there on this report that its important to just ignore the noise and focus on the trend. Note: you don’t need fancy paid tools to track this model. You can use easy free tools like Stockcharts.com…

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Quant investing: a better value composite?

In quant investing there is always an urge to continuously look for ways to improve a model. Trying better ways of doing things can be a worthy and profitable endeavor. After all, markets do change. You learn new things, etc… But it can also be fraught with pitfalls. Data mining is a constant worry. With these caveats in mind in this post…

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SPY-UI model now available on P123

A few months ago I implemented the SPY-UI model on the P123 platform. It has recently exited it’s incubation period and is now available for FREE on P123 once you are a member. If you’re not a member you can use my P123 link for a free trial. It is available to all subscription levels. I’ll review the model again here and…

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Mapping the pros: composite economic indicators – apr 2017

In today’s post I’ll update the composite indicator heat map for April. See this post for an introduction to the composite indicators and the heat map. I’ll also provide some detail on another of the composite indicators. Below is the composite indicator heat map as of Friday, March 31 2017. The composite heat map is telling us the same thing as the top…

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Quant strategies: Q1 2017 performance update

Here are the Q1 2017 total return and max drawdown numbers for the various quant strategies I track. For explanations of the various quant strategies see the portfolios page. All equity portfolios consist of 25 stocks and were formed at the end of 2016. No changes in the holdings since that time (except for the TAA Bond strategy which re-balances every 4…

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Building an investing system with the top economic indicators

Update: I updated the charts and some of the performance results on March 28, 2017. I found and corrected an error in the performance calculations. Conclusions remain the same. It’s finally time to start turning all the economic indicator stuff I’ve been posting on into something useful for investors. In this post I’ll introduce the SPY-COMP indicator and how it…

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Mapping the top economic indicators – mar 2017

In today’s post we’ll update the top 6 economic indicators as of mid March 2017. Each of the 6 indicators is updated with February data. Last month’s update is here. For background on the top 6 see here. The table below shows the current heatmap for the top 6 indicators. Just like last month all of the indicators are green.…

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SPY-UI indicator update for March 2017

On Friday, March 10, the unemployment rate (UER) for Feb 2017 was released by the BLS.  The UER improved to 4.7%. In this post I’ll update the SPY-UI indicator for March. I’ll also provide some new charts with historical data that will be useful in the future. The first thing we’ll look at is the latest UER with respect to…

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