Premium Research

The Capital Spectator publishes two research reports on a subscriber-only basis:

The US Business Cycle Risk Report
The ETF Asset Class Performance Review

For details, including subscription information, please see the summaries below.


The US Business Cycle Risk Report

The US Business Cycle Risk Report (US-BCRR) monitors recession risk for the United States, based on a methodology outlined in Nowcasting The Business Cycle: A Practical Guide For Spotting Business Cycle Peaks. US-BCRR’s econometric framework analyzes a broad set of economic and financial indicators to estimate the probability that an NBER-defined recession has started in the US. For additional perspective, each issue also reviews the Chicago Fed National Activity Index and the Philly Fed’s ADS Business Conditions Index. The newsletter is published weekly—a pdf file is emailed to subscribers every weekend. In periods of unusually volatile economic conditions, US-BCRR may be published more frequently. Here’s a recent sample:

BRR.24jul2016

Subscribe with a major credit card or PayPal account. Please choose your subscription preference: 1 month, 3 months, or 1 year.


US Business Cycle Risk Report




The ETF Asset Class Performance Review

The ETF Asset Class Performance Review (EACPR) is a weekly newsletter that offers a broad survey of market activity for the major asset classes and their principal sub-categories, based on a representative list of ETFs/ETNs. The format is designed to provide a deep, comprehensive and investable “real world” perspective via a set of investment funds. The goal: assisting you in the search of timely rebalancing opportunities for managing asset allocation. Each issue also includes an update of the investable version of the Global Market Index (GMI), an ETF-based benchmark of all the major asset classes. In addition, you’ll find the latest numbers on the Rebalancing Opportunity Index for GMI, a quantitative measure of rebalancing’s fluctuating potential for lowering risk, boosting return, or a bit of both.

Think of the newsletter as your weekly intelligence report that keeps you up to date–quickly and efficiently–on global market changes in the pursuit of making informed portfolio decisions. Each issue reviews performance and related data through the end of the current week with a mix of tables and graphs. EACPR is published as a PDF file, after the close of each week’s trading activity, and delivered to subscribers via email (typically every Saturday) in advance of the start of trading (9:30 a.m. NY time) on the following Monday. Take a look at a recent issue:  Vol. 3, No. 20

Subscribe with a major credit card or PayPal account. Please choose your subscription preference: 1 month or 1 year.


The ETF Asset Class Performance Review