Tuesday, October 7, 2014

2014.10.06 VIX Cycle Model Chart

2014.10.06 VIX Cycle Model Chart


















The VIX cycle model continues to suggest higher index prices going forward, with a peak of about 35 at the end of 2014. The usual caveat with this model is that it does not capture very short time frame price swings, but it does seem to be a reliable longer term model, for now.  The previous iteration of the model is shown here and below.


2014.09.12 VIX Cycle Model Chart

Monday, October 6, 2014

2014.10.06 Silver Cycle Model Chart

2014.10.06 Silver Cycle Model Chart



















The silver cycle model continues to perform adequately.  The model is suggesting a pseudocycle for silver where prices range from about 1500 to 2100 through the end of 2015. A previous iteration of the model is shown here and below.

2014.08.22 Silver Cycle Model Chart

Sunday, October 5, 2014

2014.10.03 Gold Cycle Model Chart

2014.10.03 Gold Cycle Model and Z-score

















The gold cycle model, which has performed well in the past, continues to suggest a strong upward pressure in price since the model is past its turning point. The gap between the model prediction and the actual price continues to widen, as noted by the rising Z-score. It would be very unusual if the divergence was to exceed 2.5 on the Z-score without a reversal.  A previous model is shown below and here.



2014.09.05 Gold Cycle Model and Z-score