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Volume Price Confirmation Indicator (VPCI) Factor model with Moving Average and Yield Curve

Mar 21, 2025
 

I combined the Volume Price Confirmation Indicator with a Moving Average Trend Factor and Yield Curve Factor to create a 3 factor model for investing. Yield Curve Decile 6 combined with VPCI Decile 6 and Moving Trend Factor provides superior results over the benchmark and buy and hold (and each factor on it's own). It may be a good investment tool to locate VPCI Decile 6 stocks while the Yield Curve is in it's 6th Decile for 1,120 and 1,60 month inversion periods. 

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