Category Archives: Market Statistics

A Lesson For the Bears From 2007

Bears almost never get a top where they want it. During 2007, the S&P 500 fell below its 200-day moving average and then rose above it three times before forming a top and in the meantime it also made new highs squeezing … Continue reading

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Stock Market volatility: The Good News and The Bad News

The good news is that although volatility has increased, it is not yet at levels that have historically signaled a top. The bad news is that volatility is also not at levels that have historically signaled a bottom. Share

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The S&P 500 Just Completed an Impressive 477-Day Run Above its 200-DMA

The second longest run of the S&P 500 above its 200-DMA since the 1960s was terminated yesterday after 477 days. That was an impressive uptrend and shows that this market has still a lot of momentum despite the correction that … Continue reading

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S&P 500 Statistics Near Crucial Support Agree With Technical Analysis

The S&P 500 index closed one point above its 200-day moving average on Friday, having dropped 3.14% for the week and 5.23% from its all-time high. This correction is still within normal bounds and the statistics do not point to a … Continue reading

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It Could be a Bottom, a Top, a Downtrend or Even an Uptrend

That’s right folks. Yesterday’s 1.75% rise in S&P 500 following a 1.51% drop is an event that has occurred 72 times since January of 1960, near bottoms, near tops, along downtrends but also along uptrends. Share

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Drop in S&P 500 From All-Time Highs Within Uptrend Normal Bounds

The S&P 500 has dropped -3.79% from its all-time high thirteen trading days ago. This drop is well within -6.56%, the two standard deviations lower band of 13-day returns. Usually volatility near a top is much higher and the market is possibly trying … Continue reading

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End of Year Portfolio Reallocation Panic

Fund managers are selling precious metals, energy and commodities as we are approaching the end of this year in order to avoid underperforming the SP500 during the next rolling two-year period. Bonds are not yet affected but they may be soon. Share

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