US Stock Market is at the Upper End of its Trading Range

Posted on January 15, 2019

    1/14/2019   Market State: Transitional - The S&P 500 stock market remains in a transitional market environment. The market is likely to remain in an emotional state over the next few months or more. Canterbury Volatility Index (CVI)-...

    Adaptive Portfolio Management In the Real World

    Posted on January 07, 2019

      Market State – Transitional: Transitional Market State environments are volatile, counterintuitive, and are loaded with large one day outliers of 1.5% to 3% or more. A Transitional market typically stays in place for 3 or 4 months before it...

      Seasonality Truth or Fooled by Randomness?

      Posted on January 02, 2019

        Market State – Transitional: The current Market Environment is volatile and irrational, somewhere between a bull and a bear.  The last two weeks have seen a volatile decline followed by a volatile increase.  As the market continues to...

        Canterbury Market Study

        Posted on December 26, 2018

          The current S&P 500 market correction reached a 20% decline beginning from the peak on October 3, 2018 through 12/24/2018. The correction was preceded by a rare period of extremely low volatility as measured by the Canterbury Volatility Index.  Extreme...

          Hold Your Ears and Don't Listen to the Noise

          Posted on December 11, 2018

            Market State: MS 6 Transitional: The S&P 500 stock market remains in a transitional market environment characterized by the higher degree of emotion that we have seen over the last few weeks. Canterbury Volatility Index (CVI)- CVI 101: Volatility is...