Unemployment Rate over 12 Month MA Strategy

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Here is the unemployment rate for October:

[TABLE="width: 400"]
[TR]
[TD]RATE:[/TD]
[TD]4.9%[/TD]
[/TR]
[TR]
[TD]12 MMA:[/TD]
[TD]4.93%[/TD]
[/TR]
[TR]
[TD]Crossover:[/TD]
[TD]Rate crossed back below the 12 MMA[/TD]
[/TR]
[TR]
[TD]Trend:[/TD]
[TD]Leveling out[/TD]
[/TR]
[/TABLE]

Looks like last month's crossover was indeed a one month spike that would have whipsawed you out and now back in the market if you had followed it.

The place to be for now is in the market according to both the Trend and Crossover triggers.
 
Here is the unemployment rate for November:

[TABLE="width: 300"]
[TR]
[TD]Rate:
[/TD]
[TD]4.6%
[/TD]
[/TR]
[TR]
[TD]12 MMA:
[/TD]
[TD]4.89%
[/TD]
[/TR]
[TR]
[TD]Crossover:
[/TD]
[TD]rate still below 12 MMA
[/TD]
[/TR]
[TR]
[TD]Trend:
[/TD]
[TD]going down
[/TD]
[/TR]
[/TABLE]
That means we are still in the market.
 
Here is the unemployment rate for December:
[TABLE="width: 300"]
[TR]
[TD]Rate:
[/TD]
[TD]4.7%
[/TD]
[/TR]
[TR]
[TD]12 MMA:
[/TD]
[TD]4.87%
[/TD]
[/TR]
[TR]
[TD]Crossover:
[/TD]
[TD]rate still below 12 MMA
[/TD]
[/TR]
[TR]
[TD]Trend:
[/TD]
[TD]still going down
[/TD]
[/TR]
[/TABLE]
That means we are still in the market
 
I checked https://data.bls.gov/timeseries/LNS14000000 again this morning and noticed that the September and October numbers had been revised from what had originally been report as follows:

Sep: 5.0 -> 4.9
Oct: 4.9 -> 4.8

Using these revised numbers eliminates the whipsawing we experienced at the time. Unfortunately we didn't have the benefit of those revised numbers back then. Doing this real time requires that we use the numbers as first reported. Unfortunately this also calls into question the backtesting analysis that was performed on this method since all the historical data would have been corrected. I was afraid of that at the time and it appears those concerns are well founded.

It seams the only thing we can do now is keep going forward real time with the uncorrected data and see if that gives us similar results to our backtested results. That's what I plan to do here anyways. Let me know if anyone has any better ideas.
 
Here is the unemployment rate for January:

[TABLE="width: 300"]
[TR]
[TD]Rate:[/TD]
[TD]4.8%[/TD]
[/TR]
[TR]
[TD]12 MMA:[/TD]
[TD]4.84%[/TD]
[/TR]
[TR]
[TD]Crossover:[/TD]
[TD]rate still below 12 MMA[/TD]
[/TR]
[TR]
[TD]Trend:[/TD]
[TD]still going down[/TD]
[/TR]
[/TABLE]

That means no change. We are still in the market.
 
For those who need a chart to see how close we are to the bottom today relative to historical norms, here you go.

unempJan2017.png
 
Yes those stuck with Minimum Wage and a 30 hour week have exploded in resent years.
 
With the promise of jobs from this administration, watch this number rise. More Unemployed, a.k.a. gave up looking, may be coming back into the count. I think you will see skewed numbers for a bit. (Not a political post)
 
Will the number of employed (paid) protestors offset the number of unemployed protestors in unemployment reports?
Are there more shepherds than sheep?
It appears "protestor" is fast becoming a job title. Will the Trump administration be credited with creating those jobs?
it looks like a solid 4-8 year full-time occupation.
I wonder if they can apply for unemployment when the gig is up?
 
Here is the unemployment rate for February:

[TABLE="width: 300"]
[TR]
[TD]Rate:
[/TD]
[TD]4.7%
[/TD]
[/TR]
[TR]
[TD]12 MMA:
[/TD]
[TD]4.83%
[/TD]
[/TR]
[TR]
[TD]Crossover:
[/TD]
[TD]rate still below 12 MMA
[/TD]
[/TR]
[TR]
[TD]Trend:
[/TD]
[TD]still going down
[/TD]
[/TR]
[/TABLE]
That means no change. We are still in the market.
 
Here is the unemployment rate for March:

[TABLE="width: 300"]
[TR]
[TD]Rate:
[/TD]
[TD]4.5%
[/TD]
[/TR]
[TR]
[TD]12 MMA:
[/TD]
[TD]4.78%
[/TD]
[/TR]
[TR]
[TD]Crossover:
[/TD]
[TD]rate still below 12 MMA
[/TD]
[/TR]
[TR]
[TD]Trend:
[/TD]
[TD]still going down
[/TD]
[/TR]
[/TABLE]

That means no change. We are still in the market.
 
Here is the unemployment rate for April:

[TABLE="width: 300"]
[TR]
[TD]Rate:[/TD]
[TD]4.4%[/TD]
[/TR]
[TR]
[TD]12 MMA:[/TD]
[TD]4.73%[/TD]
[/TR]
[TR]
[TD]Crossover:[/TD]
[TD]rate still below 12 MMA[/TD]
[/TR]
[TR]
[TD]Trend:[/TD]
[TD]still going down[/TD]
[/TR]
[/TABLE]
That means no change. We are still in the market.
 
Here is the unemployment rate for May:

[TABLE="width: 300"]
[TR]
[TD]Rate:[/TD]
[TD]4.3%[/TD]
[/TR]
[TR]
[TD]12 MMA:[/TD]
[TD]4.7%[/TD]
[/TR]
[TR]
[TD]Crossover:[/TD]
[TD]rate still below 12 MMA[/TD]
[/TR]
[TR]
[TD]Trend:[/TD]
[TD]still going down[/TD]
[/TR]
[/TABLE]
That means no change. We are still in the market.
 
Here is the unemployment rate for June:

[TABLE="width: 300"]
[TR]
[TD]Rate:[/TD]
[TD]4.4%[/TD]
[/TR]
[TR]
[TD]12 MMA:[/TD]
[TD]4.66%[/TD]
[/TR]
[TR]
[TD]Crossover:[/TD]
[TD]rate still below 12 MMA[/TD]
[/TR]
[TR]
[TD]Trend:[/TD]
[TD]still going down[/TD]
[/TR]
[/TABLE]
That means no change. We are still in the market.
 
Here is the unemployment rate for July:

[TABLE="width: 300"]
[TR]
[TD]Rate:[/TD]
[TD]4.3%[/TD]
[/TR]
[TR]
[TD]12 MMA:[/TD]
[TD]4.61%[/TD]
[/TR]
[TR]
[TD]Crossover:[/TD]
[TD]rate still below 12 MMA[/TD]
[/TR]
[TR]
[TD]Trend:[/TD]
[TD]still going down[/TD]
[/TR]
[/TABLE]

That means no change. We are still in the market.
 
Here is the unemployment rate for August:
[TABLE="width: 300"]
[TR]
[TD]Rate:[/TD]
[TD]4.4%[/TD]
[/TR]
[TR]
[TD]12 MMA:[/TD]
[TD]4.57%[/TD]
[/TR]
[TR]
[TD]Crossover:[/TD]
[TD]rate still below 12 MMA[/TD]
[/TR]
[TR]
[TD]Trend:[/TD]
[TD]still going down[/TD]
[/TR]
[/TABLE]

That means no change. We are still in the market.
 
Here is the unemployment rate for September:

[TABLE="width: 300"]
[TR]
[TD]Rate:
[/TD]
[TD]4.2%
[/TD]
[/TR]
[TR]
[TD]12 MMA:
[/TD]
[TD]4.51%
[/TD]
[/TR]
[TR]
[TD]Crossover:
[/TD]
[TD]rate still below 12 MMA
[/TD]
[/TR]
[TR]
[TD]Trend:
[/TD]
[TD]still going down
[/TD]
[/TR]
[/TABLE]
That means no change. We are still in the market.
 
Here is the unemployment rate for October:

[TABLE="width: 250"]
[TR]
[TD]Rate:[/TD]
[TD]4.1%[/TD]
[/TR]
[TR]
[TD]12 MMA:[/TD]
[TD]4.45%[/TD]
[/TR]
[TR]
[TD]Crossover:[/TD]
[TD]rate still below 12 MMA[/TD]
[/TR]
[TR]
[TD]Trend:[/TD]
[TD]still going down[/TD]
[/TR]
[/TABLE]
That means no change. We are still in the market.
 
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