The Log-Linear Regression: Usage for Long-Term Financial Asset Analysis
In finance, various studies have explored the use of regression models in forecasting stock prices […] based on historical data and other relevant variables1...
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The NAAIM Exposure Index: Contrarian or Continuation Indicator?
In a previous blog post, I described the NAAIM Exposure Index, which represents the average exposure to U.S. equity markets as reported by members of the Na...
Tom Carlson’s Adaptive 60/40 Portfolio: Momentum-based Selection of Stock Diversifiers
Welcome to 2026, where bonds no longer diversify stocks, volatility remains elevated and inflation isn’t going anywhere1. This is the dramatic, although fac...
The Sharpe Stability Ratio: Evaluating the Sharpe Ratio Temporal Consistency
The Sharpe Ratio1, one of the most commonly used measure of risk-adjusted performance2, is usually reported as a point estimate (Morningstar, Quantalys, etc....
The NAAIM-AAII Equities Allocation Spread: Another Smart Money Relative Sentiment Indicator
In a previous blog post, I described the NAAIM Exposure Index, which represents the average exposure to U.S. equity markets as reported by members of the Na...