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by thih9 1041 days ago
But does it happen in a statistically significant way?
1 comments

2s-10s is remarkably accurate for predicting recessions. For returns over 10 years or so CAPE is quite good, stocks/(stocks+bonds+cash) is very good.

But you cannot make statistical claims about such numbers, the calculations are done over the entire very small population (if you want to abuse the maths a bit and call a time series a population), not over a sample.