While technical analysis can feel like reading tea leaves, it is possible to extract a repeatable signal from price and volume data.
VP’s Tactical Outlook uses auditable data science techniques to synthesize all our individual tactical indicators into a single forecast of one month forward returns.
Coverage
Russell 3k, MSCI ACWI, equity regions + sectors, fixed income, commodities, and currencies.
Inputs:
Mean Reversion Inputs: LPPL, RSI, Fast Money + more
Trend Inputs: Upside downside capture vs benchmark, short, medium, long-term trend
Other Inputs: Seasonality, Cyclicality, VP Analog
Tactical Outlook triggered positive in January 2025 heading into a strong earnings season for US banks. Speculation around favorable regulatory environment added fuel to the rally. With XLF trading well above the median return profile for the signal, it would have made sense to take profits one month later before the reversal.
Macro Snapshot Report
Summarizes the most important macro factors and our high conviction views each month.
Leading Indicator Watch Report
Reviews our growth, inflation and liquidity indicators for changes in the cyclical outlook across major geographies.
Portfolio Watch Report
Reflects on market action, reviewing ideas and making tactical recommendations.
Thematic Report
Hunting for the next big idea. Examples include: Structural Limits of Fiscal Policy; Shale; Biotech; Commodity Supercycle.
VP Understanding Report
Get familiar with key VP concepts and methods that drive our predictive investment models. Frameworks, methodology,