Stock and bond market timing and trading system signals
"We only hunt down valuable targets ...
... and our "designated target" ...
consistent profits!"
SIGNALS:
Current signals
RISK INDICES:
Stock risk index
Bond risk index
NEWSLETTER:
Free subscription
BACKGROUND/INFO:
FAQ
Random trading
Value at risk
Trading tips
Financial literature
Testimonials
RISK DISCLAIMER:
Risk disclaimer


FREE Newsletter:
Subscribe to our free weekly email newsletter and receive all current market timing signals and market risk indications.
Email address:

Global and regional stock market risk indices

Our stock market risk benchmarks indicate the risk of global and regional stock market investments on an aggregated basis in percentage points. A low percentage indicates a bullish (rather low risk) environment and vice versa. On the bottom of this webpage you find detailed information on how these risk indices work.

Please visit also our special web pages for the

We recommend to subscribe to our free newsletter in order to receive the current stock market risk indications plus all stock and bond trading system signals of our timing models.


A. Weekly global / world stock market risk index

Current weekly global stock market risk (101 markets)
as of 11/10/2017 - Next update: 11/17/2017
 39%  Bullish

Stock market risk index
Legend:
 Very bearish  80% - 100%
 Bearish  60% - 80%
 Neutral  40% - 60%
 Bullish  20% - 40%
 Very bullish  0% - 20%


B. Weekly regional stock market risk sub indices

The regional stock market risk sub indices are derivatives of our composite world stock market risk index, which currently tracks 101 world stock markets.

  Risk Sub Index for Western Europe + North America (29 markets)  46%  Neutral
 Risk Sub Index for the Asia/Pacific-Region (23 markets)  36%  Bullish
 Risk Sub Index for Eastern Europe + Russian Federation (16 markets)  40%  Neutral
 Risk Sub Index for Latin America (13 markets)  49%  Neutral
 Risk Sub Index for Middle East + North Africa (12 markets)  51%  Neutral
 Risk Sub Index for Africa (8 markets)  36%  Bullish
 Risk Sub Index for EAFE (Europe, Australia and the Far East) (21 markets)  48%  Neutral
 Risk Sub Index for Emerging markets (24 markets)  41%  Neutral


Example: Timing global stock markets with our weekly global stock risk index:

We also use our global risk index to time our investments in global stock markets:

BUY criteria: If our risk index is below or equal 50%, we are going to invest in a portfolio of global stock markets.
SELL criteria: If our risk index is above 50%, we are moving our money into a cash position on the sidelines.

  • The next charts are showing hypothetical trading results from back testing. The back testing period started on 14th of April 1961. These results have certain limitations: Due to the fact that all the trades included in this back testing have not actually been executed in realtime, actual results may be different, under or over compensated for results. Generally hypothetical trading performance results are prepared with the benefit of hindsight.
  • These hypothetical returns are not compounded. That means that this timing strategy does not reinvest profits. Consequently the hypothetical total return would obviously be far larger if the returns were compounded or even by utilizing leverage.
  • No slippage, commissions and dividends were used.
Performance of the "Risk Index <= 50%"-Strategy and of the "Risk Index > 50%"-Strategy:

The blue line shows the cumulated hypothetical performance of our "Risk Index < 50%"-Strategy in comparison to the hypothetical performance of a buy-and-hold-approach (black line). As you can see an investment in global equities - if our proprietary risk index is below 50% - could outperform a buy-and-hold-approach on a hypothetical basis.

On the other hand a hypothetical investment in global equities - if our risk index is above 50% - is not profitable as indicated by the decreasing cumulated performance (red line).

Cumulated hypothetical performance of our global risk index investment strategy since 1961
Hypothetical weekly performance of an international stock index basket, if the Global Stock Market Risk Index (GSMRI) is within a certain risk range (e.g. GSMRI < 20%, i.e. very bullish) in comparison to a Buy-and-Hold-approach:
Average weekly performance of Global stock market risk index ranges
Hypothetical performance of a strategy, which invests in an international stock index basket, if the Global Stock Market Risk Index (GSMRI) is below or equal 50% and moves to cash/money market, if the GSMRI is above 50%, compared to an Buy-and-Hold-approach:
Global stock market risk index strategy performance

IMPORTANT: The risk index and the risk index timing strategy are not intended to provide personal investment advice. The risk index and the risk index timing strategy have been prepared solely for informational purposes, and are not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading or timing strategy. The risk rating and the risk index timing strategy do not provide, imply, or otherwise constitute a guarantee of performance. Therefore it should not be assumed that future risk ratings will be profitable or will equal past performance, real, indicated or implied. Past performance is not necessarily indicative of future results.
Please also read our detailed risk disclaimer and disclosure statement.

Home | Newsletter | Disclaimer | FAQ | Sitemap | About us | Contact
Web imprint / Impressum
Copyright 2001-2017 SMT/G. Seiberl. All rights reserved.