Do you guys part of your price-based statistical worked coupled with starting levels of fundamentals like "starting net margins of SPX when signal triggered" or "starting level of CPI" or "starting level of 10y UST Yields" or something like that?
I ask because it's been a 30+ yrs of a downtrend in inflation -> yields and, in case we're onto a paradigm shift it'd be great to compare the stats with other periods in same environment.
Yes, then work to gauge in which market environment we are is very useful.
Do you guys part of your price-based statistical worked coupled with starting levels of fundamentals like "starting net margins of SPX when signal triggered" or "starting level of CPI" or "starting level of 10y UST Yields" or something like that?
I ask because it's been a 30+ yrs of a downtrend in inflation -> yields and, in case we're onto a paradigm shift it'd be great to compare the stats with other periods in same environment.
Yes, then work to gauge in which market environment we are is very useful.