Category Archives: Market Statistics

This is how the Game is Played

Risk-on risk-off, besides serving investor risk tolerances, has been used effectively to avert a market correction. This constant switching between low volatility and high beta stocks has acted as a stabilizing control mechanism for the market because it has facilitated … Continue reading

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High Probability of a Short-term Correction in Record Breaking NASDAQ

The NASDAQ index has stayed 395 days above its 200-day moving average, the longest period on record this has occurred since its inception in February of 1971. What is interesting here is that after about a week this will no longer be … Continue reading

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The Market Has Not Seen a Strong Up Day for Longer Than It Has Not Seen a Strong Down Day

It is a fact that the S&P 500 hasn’t had a -2% drop in the last 68 days but it also hasn’t had a 2% rise for 193 days. The market has given bears plenty of room to escape. Share

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S&P 500 Breaks Another Record

The S&P 500 is 388 days in a 25-100 golden cross, the longest period since the 1960s that the 25-DMA has stayed above the 100-DMA.  Maybe this is a precursor for the duration of the 50-200 golden cross that is already in place for 619 … Continue reading

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No Three Standard Deviations Drop in S&P 500 in 672 Days

This is not surprising if one looks at the distribution of returns. Volatility tends to cluster and historically there have been periods of very low negative daily changes. Share

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Five Years in the Life of a Permabear

Permabears usually turn bulls at market tops or near them because they first act based on wishful thinking and then based on hindsight. This is the story of a permabear analyst since the 2009 stock market bottom.  Share

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Enjoy the Uncertainty, While it Lasts

The stock market may correct for fundamental reasons but not for technical because it is not overextended on a short-term basis, as some argue. The S&P 500 has stayed 62 days above its 50-day moving average and that is within … Continue reading

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