The #SPEPSCY (NY) is useful but lumpy. Every January the data set jumps as the next years estimates fall into current years estimates. This makes for an un-even annual analysis as volatility is highest at the beginning of the year and tapers off dramatically towards the end of the year.

If we could have quarterly data - including trailing quarter, current quarter, next quarter, and two quarters ahead if that is available - a much more stable market timing indicator could be built with higher relevance. Just making it available such as in the form of #SPEPSCQ, etc. would be a fantastic.

BTW, love the site and the features and am looking into ways to drive more investors here. Looking to publish a second book and portfolio123 is the core that gets a lot of air-time. Keep up the good work.
Results: Total score: 26 , # of Votes: 7 , Average: 3.7
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Requested by: hemmerling
On date: 10/15/11
Category: Factors and Functions

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