All posts tagged forecasting

Quick Tip: How to Build Your Own GDP Forecast

Posted on December 9, 2011 @ 9:08am by hcarstens No comments

GDP = C + I + G + (X – M) The change in GDP is just the change in the components. Consumption is about 70% of the equation, Investment 16%, Government 20% and Exports – Imports -4% With weigthings the equation looks like this after dropping Exports and Imports as having little effect: GDP…

Forecasting SP Closing Price for 2011

Posted on December 7, 2011 @ 9:29am by hcarstens 2 Comments

Here’s a simple model for forecasting the closing price of the SP Cash based on the coincident annual change in price of the 30 year Bonds and VIX. Since the annual changes for Bonds and VIX aren’t available yet, the annual change as of 12/6 was used as a proxy. The Result? A 19% year-end…

12 Month Trend Day Forecast Results Available

Posted on November 25, 2011 @ 6:38am by hcarstens No comments

Trend Day Forecast historical results covering the past 12 months are available. Accuracy was 69% over all timeframes in the SP futures. About 2 set-ups per day, average +1.5 pts.   Call or drop a note to request a copy,   –h Henry Carstens 503-701-5741 carstens@verticalsolutions.com   Share and Enjoy

Starting at the very beginning

Posted on November 12, 2011 @ 2:52pm by hcarstens No comments

Sometimes the most basic tests provide the biggest insights and can later be used to refine other tests. Idea: Buy or sell in the opposite direction of the day’s trade, i.e., if today was up from yesterday’s close, then go home short. If today was down, go home long. Exit at the close of the…