My name is Ulf Holmberg. I hold a PhD in economics and am interested in macroeconomics, econometrics, equity markets, climate change and consciousness. I am currently developing GCP data dependent methods that can be used by investors and on this webpage, I post results related to my interests. Look around and see if you find something you can use and like. If you have any comments or suggestions, please send me an email.
GCP data dependet stock market returns
(Last data point: 2023-03-24)
Dashed includes trades during US Federal Reserve interest rate change weeks.
GCP data index
(Last data point: 2023-03-24)
Hit rates
Percentage of days the model gets the "direction" right
With GCP data: 72.7%,
Without GCP data: 67.8%
Total returns
With GCP data: 28.6%
Without GCP data: 23.4%
S&P500 (B&H): -3.6%
Adaptive: -9.1%
Scenario probability index
Since 1990
(last data point: 2022)
