Prime Rate Indicator – Published!

Well, it’s been the better part of a year since our last post – but we’ve finally published the Prime Rate Indicator.

The initial results are not good… and it looks like the indicator began falling apart shortly after the book was published.

We’ll be working on making this configurable over the next few days. Right now, it just executes the same logic as presented in the book using 8% as the ‘high-low’ threshold and comparing the indicator against the S&P500.

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.

The formatting is ugly and needs a good deal of work. If you have time, let us know what you’d like to see. Once this is cleaned up. we’ll be implementing the Fed Indicator, followed by the Zweig SuperModel.

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