S&P 500 12-Month Forward Returns After 10-Day Surges Of 10%+ History leans bullish: since 1950, a 10% surge in the S&P 500 over 10 days, like in April, has been followed by gains in 17…

S&P 500 – Investing at All-Time Highs vs. All Other Days Investing at all-time highs tends to spook investors, but the data suggests otherwise: S&P 500 forward returns have typically looked much like those from…

S&P 500 and Prediction Market Odds of the End to the Iran Conflict U.S. stocks advanced as the geopolitical mood brightened. The S&P 500 has followed every twist in expectations around the Iran conflict. Right…

U.S. 10 Year Yield and S&P 500 For equities, focus less on where rates are and more on how fast they’re moving. U.S. stocks have rarely shown a strong link to the absolute level of…

S&P 500 and Three Weeks of +3% Gains in a Row The S&P 500 notched a third straight week of gains above 3%. Moves like this usually show up in snapback rallies after panic selling,…

Weekly Change in Equity Positioning Investors piled into equities, driving one of the biggest weekly jumps in positioning on record. Such bursts often reflect a market gripped by FOMO. Image: Deutsche Bank Asset Allocation

Change in 12-Month Forward EPS for S&P Tech Sector Firms Nearly all of the year-to-date increase in S&P tech forward earnings traces back to SanDisk and Micron. Excluding those names, revisions look subdued and the…

MOVE Index vs. S&P 500 The S&P 500 has been moving opposite to rate volatility. Stocks remain sensitive to rate swings, but as clarity returns, investors recalibrate and the market calms. It’s all about uncertainty,…

S&P 500 Annual Rate of Change vs. Annual Change in GAAP Earnings The S&P 500 tends to track corporate earnings, so strategies built on profit growth make sense for investors playing the long game. In…

Nasdaq-100 Win Streaks of 12 Days or More and Future Returns A 12-day winning streak has pushed the Nasdaq-100 into rare territory. History is on the bulls’ side with similar streaks leading to positive returns…

Excess CAPE Yield and Subsequent 10-Year Real Return The excess CAPE yield, which measures the gap between bond yields and the inverse of the P/E ratio, indicates that U.S. stocks look pricey, making now a…