Nasdaq Forecast Advanced
Trend-based three-month forecast of Nasdaq and value-based ten-year expected return of Nasdaq
Nasdaq Forecast Advanced
Trend-based three-month forecast of Nasdaq and value-based ten-year expected return of Nasdaq. Early warning of recession uses unemployment claims and Treasuries yield spread. It was not designed to predict short-term dips of less than three months, which commonly occurred during past bull markets. In the short-term, trend was a better indicator of future stock performance, but in the long-term, valuation was a better indicator of future stock performance. The ten-year forecast uses a value indicator that is proportional to (bonds + Nasdaq - Three month Treasury rate)/Nasdaq. This app has a simulated portfolio that switches from Nasdaq to cash when stocks decline at the same time as unemployment claims rise or when short term Treasuries have a higher yield than long term Treasuries (or if Nasdaq declines during the two years following an inverted yield curve). The simulated portfolio has amazing performance over the backtested period of the past 30 years. The Unemployment algorithm was optimized using the past 100 years of US stock market data. The Treasuries yield spread algorithm was optimized for data since the 1980s. This app is for informational and educational purposes only and is not intended as advice to buy or sell securities.You can uninstall this app if you don't understand it, but please don't give a bad review if you don't understand it. If you need more explanation of how it works, you can send me an email at alphabry1@gmail.com.