Recent content by Stockmarketmap

An econometric data series that has foreshadowed portions of the largest, U.S. centric market declines has been the use / movements of the LEI . Undoubtedly, the economy ( underlying components of the leading index ) has an important relationship to earnings and stock prices, probably MUCH more...

An avenue one might explore is the use of empirically derived academic research involving risk premium "factors" and quantitative tactical variables related to the equity / stock markets. Risk premium factors are attributes that particular stock universes / styles possess, such "size" ( small...

One may use a strategy keyed off of tactical variables that are empirically derived, have produced repeatable results, and are mechanically and objectively implemented. In part 5 ( here tinyurl.com/znnqxdw , paste into browser address bar ), predictive analysis and deep research has uncovered...

Increase the debt duration length used for funding as other countries have done: https://www.bloomberg.com/view/articles/2016-05-19/a-50-year-u-s-bond-makes-more-sense-than-ever

Buy the 10 top performing Nasdaq 100 stocks ( top performing for year ending Dec 31 ) on Feb 1 * . Hold for 2 years and then rescreen, unless the year has been determined "High Risk" *. The 2 year holding period alleviates short term cap gains tax ( unless within Roth IRA ). Then you'll always...

Good work on contributing to your retirement ! Technical analysis can be coined "visual intuition". It may be much easier to to use academically and empirically derived, "non intuitive" strategies using capital asset pricing model ( CAPM ) factors and "tactical" factors. As the ETF space has...

Evidence of highest excess returns ( edge ) in the equity space has been shown in academia using returns "factors". Combining these factors with tactical allocation strategy can lend itself to longer times frames and geometric compounding. http://tinyurl.com/znnqxdw - Don't quit your day job...

The use of well designed, quantitative investment strategies that have produced consistent performance over long time frames / valuation regimes ( as described in the article ) that key returns off of the use of a diversification of stock universes and tactical management may be the way to go...

"Time for trading" may be a misconception. One can use the persistence in growth of companies ( companies that produce earnings by providing goods and services in the world's economies ), ie. upward, persistent growth in the equities markets. Within this framework, using academic and empirically...

"Reliability" can be subject to underlying growth that an asset class can / has produced. As equities tend to have an underlying understandable "rationale" for persistence in growth ( companies produce earnings by providing goods and services in the economy ) then there has been and, most likely...

Where will the market be in 5 , 15 years ? Using a well designed, empirically based investment process based on factors from the the capital asset pricing model (CAPM ) applied to a diversification of stock universes that have produced excess returns consistently over long samples, 5 and 15...

A good election play within a diversified tactical strategy suite has been to buy an equal weighted blend of small cap value, emerging small cap, and large value stock universes on Nov 1 and sell them on May 1 and buy either: 1) utilities sector, 2) bonds * or 3) allocate to cash. Buy blend...

Small cap value (VBR), Mid cap growth (MDY), emerging small cap (DGS), QQQ, Utilities, TLT. - Equities have statistically produced excess returns from Nov - Apr. - A blend of small cap value and emerging markets have historically produced highest excess returns above all equity universes (...

I've constructed low transaction investment models using academically and empirically derived research and results produced from a combination of risk / market factors * and tactical factors. Investing in equities by keying off of the equity markets and economic growth cycles, and by allocating...

(Depending on) what part of the cycle that the market is in can be a determinant of when to position in momentum / growth stocks or value stocks. "Factor crashes" are anomalies that affect the performance and total return of stocks falling under momentum factor and value factor when: 1) a rising...