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< BACK TO ALL REPORTS

New Functionality: Threshold Returns for Models

Eric D. Brown
2016-07-18
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This weekend we added Threshold Returns, a small (but important) new piece of data to our models.

Threshold returns provide a view into the annualized returns for the underlying symbol while the model/indicator value is above / below / between the extreme values for that model/indicator. Additionally, the percentage of time the model/indicator spends in each area (above / below / between) is provided.

An example Threshold Returns table is shown in figure 1.

[caption id="attachment_675" align="aligncenter" width="532"]Threshold Returns for CNN Fear Greed Proxy Figure 1: Threshold Returns for CNN Fear Greed Proxy[/caption]

For now, threshold returns are shown only on models in the "stocks" section but we will be adding them to all models and other indicators (Optix, etc) soon.

Currently, threshold returns are provided for the following models:

  • Smart Money / Dumb Money Confidence Spread

  • Smart Money Confidence

  • Dumb Money Confidence

  • STEM.MR Model

  • STEM.MR NASDAQ Model

  • STEM Model

  • Short-term Optimism Index (Optix)

  • Intermediate Term Optimism Index (Optix)

  • AIM (Advisor and Investor Model)

  • % Showing Excess Pessimism

  • % Showing Excess Optimism

  • % Showing Excess Optimism-Pessimism Spread

  • CNN Fear Greed Proxy

Threshold Returns are available to all subscribers.  If you aren't a subscriber, click here to sign up for a free trial.

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Risk Disclosure: The information and tools provided are for research and analytical purposes only and are not intended as investment advice. Market analysis involves uncertainty, and outcomes may differ from expectations. Users should conduct their own due diligence and consider their individual circumstances before making any financial decisions. Past performance is not necessarily indicative of future results.

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