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Welcome to Arrow Insights

Arrow Insights is a research firm with a focus on macro-economic factors that support both fundamental and technical analysis. We believe that theoretical research is most useful when it can actually be applied to tactical trading and asset allocation strategies.


Arrow Insight Indexes

A.I. Managed Futures Volatility Index
The A.I. Managed Futures Volatility Index (AIMFV) is a long/short/flat diversified managed futures index. The index is both systematically and quantitatively based index of numerous components that serve as a proxy for exposures to economic sectors related to financial futures, commodity and volatility futures.

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InFocus

Economic Cycles – Equity Market Risk –
Treasury Yields

June 22, 2017

Figure 1 plots Standard & Poors 500 Index (SPX) and SPX’s index value if it traded at a price-to-earnings ratio (P/E) of 20 (Overvalued), 15 (Fair Value), 10 (Undervalued) and SPX’s aggregate 12-month trailing (12mT) earnings level since 1989. Prior to -50% plus declines begun in March 2000 and October 2007 through February 2002 and 2009 aggregate earnings peaked within 6-months of market Tops. The last 12mT earnings peak was in September 2014 and although we are on track to record earnings of 105.24 soon, that is still short of the 105.96 recorded in September 2014.

SPX closed at 2435.04 on June 21, 2017 with a 12mT P/E of 23.23 and a 120-month average or normalized 12mT P/E of 26.40 (NPE).

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InPerspective (Quarterly)

Performance Review & Risk/Reward Factors
2/15/17

2017 began with stronger-than-expected economic data in the U.S. [More]
 


Recession Risk Factors, Yield Narratives & Markets
10/31/16

Throughout 2016, Arrow Insights has focused on the cost of money (interest), economic growth, default-deflation-inflation risks and how they impact traditional beta relative to alternative beta, and absolute return strategies. [More]
 


Dynamic Views - Always Look Forward
4/29/16

The Arrow Insights weekly InFocus has consistently covered the factors below in 2015 and in the first quarter (Q1) of 2016. [More]
 


 

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