S&P500 Market Breadth Driven Short Term Forecast Starting Sep 12, 2016

By Lawrence

Review of Forecast for Sep 5, 2016


Forecast of high made first with downside breakdown of 2% was spot on. Premium members got my special update on the reversal dates which pinpointed this week for the end of the current up trend. The breadth analog model did a perfect job last week.

Forecast Starting Sep 12, 2016


Summary of the S&P500 short-term forecast based on my proprietary market breadth analog model as of the close of Sep 9, 2016:
  • Wild swings of 1% or more is expected throughout the week.
  • Volatility expansion continues
  • 2% flush low potential for the week
  • Depending on the way market breadth and sentiment are corrected, this can either be a flush and done selloff that lasts only 2 to 3 weeks or one that prolong into October which lasts 5 to 7 weeks.

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Report Snapshot


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Short Explanation About The Model


My market breadth based analog model takes into account the short term volatility, daily market breadth readings and a few other intraday breadth data to identify the current market conditions. Using the information, the model then went through the historical data over the past 20 years to generate its statistical analysis. The model has been pretty good at identifying important swing tops and bottoms over the past few years by providing early warnings about potential volatility upticks.

For the technical explanation of the concept, you can read about it here, Market Breadth Primer: Market Breadth Analog Forecasting Method

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