Index proxy comparison · TradersWeek

Skip to main content

Output: Market-regime classification
Input: Cross-market prices, volatility, carry and portfolio weights
Horizon: Weeks to months
Best use: Put a single trade into a diversified or regime-aware context.

Input: Cross-market prices, volatility, carry and portfolio weights.
Output: market-regime.
Use boundary: Put a single trade into a diversified or regime-aware context.

The graph2

How the method is built, and where it has been read

Depends on

Often reviewed together

Asset allocation6 readings

Often reviewed together

Intermarket analysis7 readings

Read in the archive24 of 39 readings

1990Stock-style futures rules miss index-spread driversIntermarket and spreads 1991Swing relative strength versus an index proxyTrend and channels 1991When a narrow index becomes the cash-flow proxyIntermarket and spreads 1991Evaluating allocation sleeves against an index proxyPortfolio construction 1991Fund-index regime, put-call confirmation, then the tracking fundIntermarket and spreads 1992Intermarket confirmation for long-duration bond-fund timingIntermarket and spreads 1992Country regime inside global allocation and index proxiesPortfolio construction 1992Evaluating equity sleeves against an index-proxy cost dragPortfolio construction 1993Paired bond and currency proxies with weekly crossover confirmationIntermarket and spreads 1995Walk-forward evaluation of a municipal futures timed fund switchIntermarket and spreads 1996A commodity-basket redesign read as a proxy and a calendar-spreadIntermarket and spreads 1996A price-weighted technology index as a hedge and sector proxyIntermarket and spreads 1996Match a technology position to an index-proxy, then to a listed futures contractPortfolio construction 1999Regime-gated allocation with bounded index leveragePortfolio construction 1999Testing trend following with cash-price controlsPortfolio construction 2002A capital-preservation case for index-proxy allocationPortfolio construction 2002Classify a weak-dollar regime before overseas sales and index proxiesIntermarket and spreads 2003Four index proxies as a bear-regime dashboardIntermarket and spreads 2003A shared weekly-average grid for four Asian index proxiesIntermarket and spreads 2004Constructing the cash open from futures fair valueIntermarket and spreads 2005Index-etf-core weights, a growth-index-clock, and an implementation-cost-ledgerPortfolio construction 2005European index proxies as one weekly-regime panelIntermarket and spreads 2005Listed index baskets as allocation sleevesPortfolio construction 2006Index-fund proxies as intermarket regime instrumentsIntermarket and spreads

This registry entry describes a research method. It is not investment advice and does not make a performance claim.