Category Archives: Market Statistics

Dow Fell 508 Points on Black Monday or 23%, Nowadays That Is Mere -1.9%

Some pundits and financial media analysts get too excited about a 150 drop in the Dow because of cognitive biases and failure to adapt to recent conditions.

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S&P 500 Must Drop 50% For Permabears To Break Even

Permabears know it and they realize they are screwed now. Even If the S%P 500  falls 50% and they manage to short the top, they will just break even.

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Unjustified Hype About Stock Market Gains

It is everywhere in the news and social media that the S&P 500 has gained 3.5% in the last eight trading days. But this is unjustified hype as the statistics show. Below is a chart of S&P 500 that shows … Continue reading

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DJIA Close To Breaking A Record

With 76 new all-time highs in the last 252 trading days, DJIA could be getting close of breaking the 1996 record of 82 new all-time highs. The way this market is moving, there is a good possibility the 1996 record … Continue reading

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S&P 500 and VIX Statistics

The chart below shows statistics of diverging and non diverging returns of S&P 500 and VIX. The count of diverging returns in 252 days is currently at 185. Note that near the 2000 and 2008 tops this count was above … Continue reading

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Apple Stock Returns Since 2006 Exclusively Due to Overnight Changes

Since 2006 the compound annualized return of Apple stock is 27.36% with regular trading hours having a negative contribution. This price action anomaly vanished in 2016 but the reasons it worked for nearly 10 years are still not clear.

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