Daily update: our proprietary indices right now


Here’s a summary of the indices in the Membership Program as of December 26, 2018.

#1 Indices updated once a month

Macro Index

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Recession Probability Index

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Long Term Risk Index

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Goldman Sachs Bull/Bear Indicator

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Long Term Volatility Index

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Liquidity Problem Index

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Long Term Volatility Index

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Bull Markets Real Estate Index

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#2 Indices updated Daily

Medium Term Volatility Index

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Stock Bond Ratio Index

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Mean Reversion Index

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20 comments add yours

  1. Dalio sees dollar falling, explained that widening US deficits will soon alienate foreign buyers of US Treasurys, sending yields soaring higher while causing the dollar to depreciate by as much as 30%

  2. One more, what u think or studies say about silver? In the past u said u had a small batch due to low price in case bull market in the future…and did double bottom with 2016 during this month. Answer appreciated.

  3. Hi Troy:
    1. To the best of my knowledge, volatility used to be huge prior to previous bull market tops. However, this time it had been a lull before the late September top. What is your take on that? It would be interesting to read some study on that – do you use volatility as one of the parameters preceding bull market tops?
    2. While Nasdaq and especially Nasdaq 100 had underperformed S&P prior to Nov.23 during this correction, they outperformed in the last 3 weeks (even in the last “bearish” week) – is it something like “reverse sector rotation”? Do you have any studies on that?
    3. Terminologically, you used today the term “med-term IS bullish”, while earlier in the week you used to say “LEANS bullish”. Does it have any meaning behind that, or those are mere synonyms?
    4. Do you have any weekly update on the Macro Index?
    5. Last but not least. I might have sounded too harsh in my private email to you this week – please don’t take offense, and keep up your great work!
    Thanks!

    • Hi Oskar,
      It’s true that volatility is usually much higher prior to bull market tops, which is one of the reasons I don’t think September was the top.
      But no, I don’t use that in my models.
      I noticed the NASDAQ as well. And it’s not just NASDAQ. China (SSEC), commodities – these are all trending higher. I tried doing a study on it, but there was no consistency.
      For terminology, it means “still bullish, but not as bullish as it used to be).
      Latest macro here. https://bullmarkets.co/failed-rally/

      • Thank you Troy! Reluctant yo disclose though what makes Marco increase and break the last months’ trend 🙂

    • No special thoughts. It happens from time to time, hence why using the 200 dma stop loss method.

    • Hi Ahmad,
      This isn’t the first failure to catch a big correction. Writing such a report wouldn’t be of much value, except to say nothing is perfect, which is why having a stop loss makes sense.
      In the small probability that one is wrong, you need to have a backup plan. Nothing works with 100%, hence https://bullmarkets.co/safer-way-to-implement-the-model/
      As we discussed in that free one-on-one conversation, your stop loss would have been the breakeven point for SOXL. But your mistake was to not honor those predetermined stop losses.
      As you would recall, I was hesitant to comment on SOXL, because my focus is on the S&P. We concluded “yes, you can be long and wait for a massive spike in SOXL, but with a stop loss at your entry $”.

  4. Why just 25% in SSO and not 50% al least.
    Didnt u say if -15% u were going 100% in long? Thougt cost averaging, is very small play for rebound, arent u confidence enough on this?

  5. Hi Troy,
    There was an interesting outlook provided today on CNBC where the participant attributed current events as “Volatility Events”, similar to those in 1990, 1998, 2010, 2011. Just wondering how economic fundamentals during those times might correlate (or not) with present day.
    Many thanks,
    Bryan

    • Hi Bryan,
      In 1990, there was a recession
      In 1998 and 2010, the economy was ok, hence the stock market pushed higher.

  6. Hi Troy,
    Since the Macro model relies on the 6-month moving average of the Macro index, would it be possible to post the 6-month moving average numbers along with the Macro index updates so we can quickly see when the moving average starts to decrease?
    Thanks,
    Frank

  7. Hi Troy,
    I was hoping to see how you are trading right now. The bunch of indices does not tell me that. Can you tell me what I missed?
    Mordecai

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