S&P500 Short Term Market Breadth Analog Forecast Starting Mar 16, 2015
By Lawrence
Review of Mar 9, 2015 Forecast
Downside risk within 2.5% was realized and Trend Down was in force all week. First posted forecast did a good job.
Forecast Starting Mar 16, 2015
Summary of the S&P500 short-term forecast based on my proprietary market breadth analog model as of the close of March 13, 2015:
Mild bullish bias pointing to up drift of 1% or more in coming 5 trading days.
Critical decision to be made in the week after should down trend on daily wants to continue.
A move beyond 2% from previous week close is unlikely.
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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.
Review of Forecast for Jul 4, 2016
Sharp pullback at the beginning of the week as forecasted. Since then rally all the way up and capped below the 1.5% upside as ...
Review of Forecast for Jun 6, 2016
S&P not able to range expand much to the upside and given up everything suddenly fulfilled the compression expectation as custom breadth compression continues. ...
I wrote an article on the concept of 3-Day Advance Issues in the Futures magazine - Using market breadth in trading systems, in the January 2008 issue. As oppose to ...
An update to my post back in mid-September pointing out that a market breadth driven correction was on the way. Here are the updated custom market breadth charts for ...
Review of Forecast for Nov 9, 2015
Sharp pullback with intraday volatility picking up as forecasted. The projected 5% pullback still in progress. The breadth analog model did an excellent job ...
Review of Forecast for Oct 12, 2015
Pullback of 1.5% capped the drop so the 2% and more decline did not materialize. Volatility uptick happened but not by much. The breadth ...
Review of Forecast for Jan 25, 2016
Continuation to the upside as expected. Pushed higher to the end of the week as projected. Upside limited to 1.5% to 2% as forecasted. ...
Review of Forecast for Jul 18, 2016
Limited upside as projected. No 1% down move so no follow through to the downside. Breadth sell setups not confirmed yet. The breadth analog ...
Review of Forecast for Nov 14, 2016
Monday held up at previous week close as support and slow drift higher since. More upside expectation worked out with previous week higher challenged. ...
S&P500 Short Term Market Breadth Analog Forecast Starting Mar 16, 2015
Review of Mar 9, 2015 Forecast
Downside risk within 2.5% was realized and Trend Down was in force all week. First posted forecast did a good job.
Forecast Starting Mar 16, 2015
Summary of the S&P500 short-term forecast based on my proprietary market breadth analog model as of the close of March 13, 2015:
Report Snapshot
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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