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History informs us that not all bull markets are created equal. Some end with a bang while others end with a whimper. The chart below is “live” but may take some time to load. A History of Volatility This is a bird’s eye view of volatility over time since 1960. We have divided it into…
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How is “the market” doing? We begin to answer this question by evaluating market statistics. Bulls vs. Bears at a Glance Our proprietary objective market sentiment survey is done by simply counting up the number of constituent stocks in broad index on buy and sell (based on our proprietary stop-loss). Blue dots represent the number…
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Volatility clusters and deciles: these indicators help us in many ways, from identification of extremes to determining risk. Volatility Clusters We know that volatility comes in clusters, so we monitor the S&P 100 and the NASDAQ 100 Indexes on the daily, and weekly time frames. Not all tremors end with devastating earthquakes, but when the…
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Sam Stovall popularized sector investment and analysis in the mid-1990s. Tracking the performance of all eleven Select Sector SPDRs against the benchmark S&P 500 Index provides us with information that can be used to detect rotation of these sectors within the S&P 500 Index. While investors can apply various fundamental and technical research techniques, the…
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Market statistics are collected from the broad stock indexes and transformed into objective indicators that tell us what the market says. Market Statistics (Raw Data) First, we collect the raw 52-week new high and low statistics for the S&P 500, the NASDAQ 100, the NYSE Composite, and the Russell 2000 indexes along with the Dow…