I'm BACK! - maybe FA does work

Discussion in 'Technical Analysis' started by sportsguy, Feb 25, 2003.

  1. Earnings forecast based upon fundamental variables,

    M1 Currency Growth, M2 Incremental Growth, Industrial Production, next, not current, futures Crude Oil price, Ned Davis Research Monetary model, USDollar, Capacity Utilization, Chain Store Sales, Core Inflation Rate

    P/E ratio forecast based upon

    Ten year bond rate, credit spreads, yield curve, real oil prices, cap
    untilization, industrial production, Ned Davis Research monetary models, from "Being Right or Making Money", AAII sentiment, margin debt, short interest ratio, VIX, weekly cycles, month of the year.

    could be the model is ahead of reality. . . meaning, the actuals might take longer to get to the expected price, given the quick drop that the model indicates

    slight improvements made with the EPS calculations timing, based upon moving from history to forecast after 80% of the SP500 have reported, about mid quarter, drop the oldest quarter earnings data and replace with the next quarter's forecast. . . . mine, not the goofy Standard and Poors forecast

  2. nice work, sportsguy. i am studying your model.

    thanks !

  3. alain


    It would be interesting how it moved during the bull market from 1993 and then how the transition from the bull market into the bear market worked out. If you have this data available it would be nice to chart that data and post it here.

  4. It's just gotta crack that pesky 800 mark and woohoo! away we go.
  5. The earnings forecast,