standard and poors – LPPL Market Watch http://localhost Blog of The Bubble Index Wed, 07 Feb 2018 02:25:07 +0000 en-US hourly 1 https://wordpress.org/?v=4.9.4 3D Contour Videos https://lpplmarketwatch.com/2015/02/26/3d-contour-videos/ https://lpplmarketwatch.com/2015/02/26/3d-contour-videos/#respond Thu, 26 Feb 2015 11:37:00 +0000 https://lpplmarketwatch.com/?p=367 In order for viewers to have a better visual perspective of the 3D Contours, I have uploaded the videos below to YouTube. These are a test of potential routes for how the website could develop and serve to help me decided how to proceed in the future. Eventually, I think I will upload versions which contain narration and investing ideas based on the graphs. Once I figure out how to map the date axis from integers to Dates that should improve the visual experience. In addition, I hope to figure out and be able to overlay the underlying time series for the 3D Contour in the foreground and or background panel.

 

 

 

]]> https://lpplmarketwatch.com/2015/02/26/3d-contour-videos/feed/ 0 3D Contour Map of S&P 500 (1950 – 2015) https://lpplmarketwatch.com/2015/02/25/3d-contour-map-of-sp-500-1950-2015/ https://lpplmarketwatch.com/2015/02/25/3d-contour-map-of-sp-500-1950-2015/#respond Wed, 25 Feb 2015 03:56:54 +0000 https://lpplmarketwatch.com/?p=332 Here are some graphs of The Bubble Index Contour: S&P 500 (1950 – 2015). The graphs are created in 3DField.

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]]> https://lpplmarketwatch.com/2015/02/25/3d-contour-map-of-sp-500-1950-2015/feed/ 0 3D Contours of the Internet Dot-Com Bubble https://lpplmarketwatch.com/2015/02/25/3d-contours-of-the-internet-dot-com-bubble/ https://lpplmarketwatch.com/2015/02/25/3d-contours-of-the-internet-dot-com-bubble/#respond Wed, 25 Feb 2015 03:04:32 +0000 https://lpplmarketwatch.com/?p=309 Here are several graphs created from The Bubble Index Contour: S&P 500 of the Internet Dot-Com Bubble. Of course, the NASDAQ would probably be a better analysis of the Internet Bubble. Once I have that contour I will post the results.

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]]> https://lpplmarketwatch.com/2015/02/25/3d-contours-of-the-internet-dot-com-bubble/feed/ 0 3D Contour of 1987 Crash https://lpplmarketwatch.com/2015/02/24/3d-contour-of-1987-crash/ https://lpplmarketwatch.com/2015/02/24/3d-contour-of-1987-crash/#respond Tue, 24 Feb 2015 01:54:40 +0000 https://lpplmarketwatch.com/?p=288 The images in this post were obtained from The Bubble Index Contour: S&P 500 (1985 – 1990). The software used is 3DField. As you can see from the vertical black line drawn on the two contour maps, Black Monday, October 19, 1987 occurred near a mountain peak in the contour graph.

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]]> https://lpplmarketwatch.com/2015/02/24/3d-contour-of-1987-crash/feed/ 0 The Bubble Index Contour: GSPC (S&P 500) https://lpplmarketwatch.com/2015/02/22/the-bubble-index-contour-gspc-sp-500/ https://lpplmarketwatch.com/2015/02/22/the-bubble-index-contour-gspc-sp-500/#respond Sun, 22 Feb 2015 07:02:08 +0000 https://lpplmarketwatch.com/?p=273 The Bubble Index Contour of the Standard and Poor’s 500 Index since 1950. There is a lot going on in this graph! My biggest concern is at the top of the graph. Looks like something big. I will have the DJIA from 1871 completed in about a month. That should clarify.

The Bubble Index Contour: GSPC S&P 500 (1950 – Present)

]]> https://lpplmarketwatch.com/2015/02/22/the-bubble-index-contour-gspc-sp-500/feed/ 0 Graphs of Recent Market Correction https://lpplmarketwatch.com/2014/10/17/graphs-of-recent-market-correction/ https://lpplmarketwatch.com/2014/10/17/graphs-of-recent-market-correction/#respond Fri, 17 Oct 2014 15:06:00 +0000 https://lpplmarketwatch.com/?p=14 Here are some graphs of the recent downturn in the S&P 500, Russell 2000, Wilshire 5000, and the DAX; each graph has an overlay of The Bubble Index (1260 and 1764 Days).

]]> https://lpplmarketwatch.com/2014/10/17/graphs-of-recent-market-correction/feed/ 0 LPPL Model Working https://lpplmarketwatch.com/2014/10/13/lppl-model-working/ https://lpplmarketwatch.com/2014/10/13/lppl-model-working/#respond Mon, 13 Oct 2014 20:18:00 +0000 https://lpplmarketwatch.com/?p=15 Honestly, I am shocked at how well The Bubble Index timed this market correction.

The Bubble Index: S&P 500 (1764 days) peaked on September 22, 2014. That was 21 days ago, the critical time variable, Tc, in the code.

Today’s S&P 500 sell-off was intense, to say the least… down 1.65%. And this wasn’t the only day with huge losses. Since the market peaked on September 19th, it has lost about 10%.

]]> https://lpplmarketwatch.com/2014/10/13/lppl-model-working/feed/ 0 Observations and Updates – USA (1790 – Present) https://lpplmarketwatch.com/2014/07/20/observations-and-updates-usa-1790-present/ https://lpplmarketwatch.com/2014/07/20/observations-and-updates-usa-1790-present/#respond Sun, 20 Jul 2014 14:15:00 +0000 https://lpplmarketwatch.com/?p=21 Looking at the 10080 day window of The Bubble Index: DJIA, there is a low in 1948 and a peak in 1968, which is followed by another low in 1988; the final peak displayed is reached in November 2007. It is clear that there is a 20 year upswing followed by a 20 year down-swing. Extrapolating this trend, the end of the current down-swing will be in 2028, give or take a year or two. This will be followed by a peak around 2048. What this means, I am not sure; however, in the time period between 1968 and 1988, the DJIA was relatively flat. I could speculate and say that the same will be the case for the DJIA for the period from 2008 to 2028. Then, in the period 2028 – 2048, a new large scale bull market will emerge. (UPDATE: the data from 1790 – Present show that there is not a predictable pattern)

Currently, I am working on extending the DJIA Index from 1896-Present to 1790-Present using economic indicators and stochastic simulation. This will allow The Bubble Index to estimate daily levels in the time range from 1790-1896. Although the data will be simulated and artificial at the daily level, it will be made in such a way to fit the industrial production data going back to 1790. This will allow the creation of a reliable extension of the longer day window indices (1260, 1764, 2520, 5040, 10080 days) back to the 19th century.

UPDATE:

Download PDF

]]> https://lpplmarketwatch.com/2014/07/20/observations-and-updates-usa-1790-present/feed/ 0 The Bubble Index Summary Distribution: US Stocks (2014-06-27) https://lpplmarketwatch.com/2014/07/03/the-bubble-index-summary-distribution-us-stocks-2014-06-27/ https://lpplmarketwatch.com/2014/07/03/the-bubble-index-summary-distribution-us-stocks-2014-06-27/#respond Thu, 03 Jul 2014 21:16:00 +0000 https://lpplmarketwatch.com/?p=22 The Bubble Index Summary Distribution: US Stocks (2014-06-27) shows the distribution on a fixed date of The Bubble Index values of the 1021 stocks which The Bubble Index currently monitors.

]]> https://lpplmarketwatch.com/2014/07/03/the-bubble-index-summary-distribution-us-stocks-2014-06-27/feed/ 0 The Bubble Index: SP500 – August 13, 2013 https://lpplmarketwatch.com/2013/08/23/the-bubble-index-sp500-august-13-2013/ https://lpplmarketwatch.com/2013/08/23/the-bubble-index-sp500-august-13-2013/#respond Fri, 23 Aug 2013 14:43:00 +0000 https://lpplmarketwatch.com/?p=77 The S&P shows no indication of a instability. However, the 1260 day graph does show that the index is now approaching its long term average of approximately 20 and shows no sign of decreasing.

The Bubble Index: S&P 500 – 08_13_13

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