Testing unemployment models for other countries besides the U.S.


  • Troy Bombardia

    Troy Bombardia

    Published: 2019-10-29 at 10:03:53 CDT

Applying the U.S. unemployment rate to a simple trend following strategy allows us to better time the S&P 500.Buy and hold the S&P 500 (nontotal return index) if the S&P 500 is >= its 12 month moving average, OR the Unemployment Rate is <= its 12 month moving averageOtherwise, SELLCan we use ...


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