Saturday, January 9, 2016

2016.01.08 DJIA Cycle Model Chart

2016.01.08 DJIA Cycle Model Chart


















The DJIA cycle model continues to suggest lower prices for the index moving forward in 2016. Note the high Z-score in the previous iteration shown below. The model was first run in June, 2015 as shown below and on the blog.



2015.12.31 DJIA Cycle Model Chart


















2015.06.12 DJIA Cycle Model Chart

Wednesday, January 6, 2016

2016.01.06 VIX Cycle Model Chart

2015.01.06 VIX Cycle Model Chart


















The VIX cycle model continues to suggest an increase in baseline volatility over the next three months. It may have occurred by chance, but it is gratifying to see the DJIA cycle model is also aligned with increasing volatility.  Two previous iterations of the model are shown below and have been posted on the caption date on the blog.  Yes, I'm feeling lazy so I don't want to fuss making the links!


2015.12.18 VIX Cycle Model Chart
















2015.11.13 VIX Cycle Model Chart