Post #484 by Baltassar on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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One annoying feature of recessions is that, formally speaking, they are only identifiable in retrospect. Here is a real-time indicator. It is not predictive, but tends to fire relatively early once the thing starts. It is not prone to false positives. YMMV.

https://fred.stlouisfed.org/series/SAHMREALTIME

Baltassar

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