11/6/2024
We've just updated the Prime Rate Indicator, and the results are getting a little better. It is now fully configurable, allowing you to choose the comparison index (Dow Jones Industrial Average, S&P500, or Value Line Geometric Index (proxy for ZUPI). You can also change the 'high/low' threshold (it's 8% in the book).
If you're comparing the results to the book, you'll see that it has not performed nearly as well as it did through 2/22/1993 when $10,000 became $291,047. In fact, it has actually performed contrary to its intent - with substantial losses during 'Buy' periods and significant lost gains during 'Sell' periods. Increasing the threshold to 14% shows significant improvement, and we'll be doing analysis in the coming days to better understand why that is the case.
The formatting has been improved - but still needs a considerable amount of polish. We want to add better graph-visualizations of the data instead of simple tabular data. If you have time, head over to the blog and let us know what you'd like to see. Next up is the Fed Indicator which is just going through some final testing.