Past research suggests that the relative change in the volume of Google searches for financial terms such as “debt” or “stocks” can be used to anticipate stock market trends. In this analysis the search term “debt” was used to obtain monthly search volume data from Google Trends. The

From 1950 to 2018 the S&P 500 performed best from November to April, and significantly worse from May to October during most years. From 1950-2018 the real annualized return for the S&P 500 was 6.71%. Had one only invested from November to April each year the return would have been 6.60%,

Stocks usually perform poorly when inflation is on the rise. Using the inflation rate, we developed a market timer according to two simple rules. Switching according to the Timer signals between the S&P500 with dividends and a money-market fund would have provided from Aug-1953 to end of

Shiller’s Cyclically Adjusted Price to Earnings Ratio (CAPE ratio) is at 27.8, which is 11.1 above its long-term mean of 16.7, signifying overvaluation of stocks and low forward returns. According to Jeremy Siegel it incorporates time-inconsistent data, and the failure to correct for changes in

The Shiller CAPE (cyclically adjusted price-earnings ratio) is typically regarded as a stock market valuation measure. When the CAPE is high stocks are supposed to be expensive, and vice-versa. The CAPE itself is not a good stock market timer. However, the CAPE can indirectly be used for market

This market timing model compares the performance of two different types of stock groups over time and provides signals when to invest or not to invest in the stock market. When the performance of the Hi-Beta stocks becomes lower than, or equal to Lo-Beta stocks the model exits the stock market and

If the unemployment rate is higher than three months ago the model exits the stock market and enters the bond market, and re-enters the market when the unemployment rate is equal or lower than where it was three months ago. From 2001 to 2016 switching between bonds and stocks provided significant

At the end of August 2015 the 50-day moving average of the S&P500 crossed its 200-day moving average to the downside – the 33rd occurrence of a “Death Cross” since 1950. The performance of the S&P500 was investigated for periods ranging from one year before to two years after a Death

This daily indicator is calculated as the ratio of the number of S&P500 stocks that have reached new 3-month-highs minus those that have reached new 3-month-lows, divided 500. Exiting and entering the stock market according the indicator’s signals would have avoided major drawdowns of the