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Average return and percent positive of all trading days in the current month historically for S&P 500.
Similar Weeks in S&P 500 10-Year History
An analysis of the S&P 500 returns following historical patterns that are highly correlated with the last five-trading-day trend of the S&P 500. There are 0 patterns with a 95% similarity over the past decade.
Last update date:
S&P 500 ()
Performances after signal
1 Week [%]
2 Weeks [%]
1 Month [%]
2 Months [%]
3 Months [%]
6 Months [%]
1 Year [%]
top stock trend score
The Absolute and Relative Trend Score Indicators use a weight of the evidence framework by aggregating ten trend-following indicators to deliver a comprehensive composite score for trend evaluation. Scores range from 0 (weakest) to 10 (strongest).
The Absolute Trend Score evaluates the strength of an asset’s individual trendThe Relative Trend Score gahe Absolute Trend Score evaluates the strength of an asset’s individual trend.
The Relative Trend Score gauges the strength of an asset's trend in comparison to the S&P 500, offering a view of its performance against the broader market.
Composite Trend Model Scoring Methodology
0 (Weakest) to 10 (Strongest)
Trend Score Condition
Relative Trend Score Conditions
Close > 50-Day Average = +1
Ratio > 50-Day Average Ratio = +1
Close > 100-Day Average = +1
Ratio > 100-Day Average Ratio = +1
Close > 200-Day Average = +1
Ratio > 200-Day Average Ratio = +1
50-Day Average Rising = +1
50-Day Average Ratio Rising = +1
100-Day Average Rising = +1
100-Day Average Ratio Rising = +1
200-Day Average Rising = +1
200-Day Average Ratio Rising = +1
50-Day Average > 100-Day Average = +1
50-Day Average Ratio > 100-Day Average Ratio = +1
50-Day Average > 200-Day Average = +1
50-Day Average Ratio > 200-Day Average Ratio = +1
100-Day Average > 200-Day Average = +1
100-Day Average Ratio > 200-Day Average Ratio = +1
Close above 63-Day High +1 until Close Below 63-Day Low
Ratio above 63-Day High Ratio +1 until Ratio Below 63-Day Low Ratio
The Absolute and Relative Trend Scores aggregate ten indicators into a composite score (0 to 10) to evaluate an asset’s individual trend strength or its performance relative to the S&P 500.
Last update date:
Stock Symbol
Trend Score
Relative Trend Score
# Days >= 8
Days with trend score ≥ 8
Macroeconomic Conditions
Macro Index Model: The U.S. stock market and the U.S. economy generally move in the same direction over the long term. However, significant declines of 30% or more in the stock market are often contextualized by macroeconomic deterioration. While macroeconomic conditions do not always deteriorate before a 30% decline begins, the bulk of such declines typically occur after significant macroeconomic deterioration has taken differentiate between temporary economic slowdowns and genuine macroeconomic issues, we have developed the Macro Index, which synthesizes 11 diverse economic indicators to provide a comprehensive assessment of the current state of the U.S. economy. These indicators include:
New Home Sales
Housing Starts
Building Permits
Initial Claims
Continued Claims
Heavy Truck Sales
10 year – 3 month Treasury yield curve
S&P 500 vs. its 10 month moving average
ISM manufacturing PMI
Margin debt
Year-over-year headline inflation
Bear Market Probability Model: This is a model outlined by Goldman Sachs using five fundamental inputs - the U.S. Unemployment Rate, ISM Manufacturing Index, Yield Curve, Inflation Rate, and P/E Ratio. Each month's reading is ranked versus all other historical readings and assigned a score. The higher the score, the higher the probability of a bear market in the months ahead. As outlined in a report from September 5, 2018 (see the archives), when the model was 20% - 29%, the S&P's average one-year return was +21%. But when the model was 80% - 89%, that average return plunged to -2%. So the higher the model, the greater the chance for a bear market, or at least negative forward returns.
This section features two key indicators that assess the U.S. economy's current state and stock market risks, offering insights into macroeconomic trends and investment implications.
Last update date:
S&P 500 ()
Macro Index Model ()
Bear Market Probability Model()
SPY One Month New High and New Low %
SPY 4 week high %: This shows the percentage of stocks in the named exchange-traded fund (ETF) that are currently trading at a 4-week high. This is a breadth figure, so we can see the participation among members of the fund. Oftentimes at turning points, the underlying breadth will diverge positively (at bottoms) or negatively (at tops) from the index. It is also useful to monitor extremes in the breadth figures. When so many components of an index are doing well or poorly, we usually see the index make a counter move in the days, weeks or months following the extreme.
SPY 4 week low %: This shows the percentage of stocks in the named exchange-traded fund (ETF) that are currently trading at a 4-week low This is a breadth figure, so we can see the participation among members of the fund. Oftentimes at turning points, the underlying breadth will diverge positively (at bottoms) or negatively (at tops) from the index. It is also useful to monitor extremes in the breadth figures. When so many components of an index are doing well or poorly, we usually see the index make a counter move in the days, weeks or months following the extreme.
This section shows two key indicators for the S&P 500 (via SPY ETF) tracking the percentage of stocks at four-week highs or lows. They help assess market breadth and potential turning points.
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President
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Founder
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Founder and CEO
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Chief Investment Strategist
{SentimenTrader.com’s Smart Money / Dumb Money Confidence} is one of my favorite sentiment indexes…
Charles Schwab & Co., Inc
Tony Dwyer
U.S. Portfolio Strategist
Without question, SentimenTrader.com is the best value on the web. Jason’s analysis enables traders/investors to understand and take advantage of stock market behavior.
Canaccord Genuity
Dr. Alexander Elder
Author, Trading for a Living
Jason Goepfert who runs SentimenTrader is a hard worker, always looking for new angles from which to read the mass mind. If you are interested in how mass psychology affects the markets and the signals it generates, I suggest you follow the link below. Needless to say, I receive zero compensation for this recommendation — I mention this only as a service to you.
spiketrade.com
Stuart Walton
General Partner
Hands down the best value on the Street…thanks for making my job easier. Really like your style and your service.
Trek Capital Mgmt., LLC
Keith Richards
Portfolio Manager
I believe that SentimenTrader is one of the best analytical tools out there, giving traders a genuine edge in today’s uncertain markets. Jason provides a full list of sentiment and breadth indicators along with instructions for their interpretation. He also sends subscribers a daily emailed newsletter that I consider worth the subscription cost by itself.
ValueTrend Wealth Management
Fari Hamzei
Founder
Jason Goepfert’s SentimenTrader daily report is in a class by itself. Over the years, the data and analysis provided by this publication have proved insightful to me in my own analysis of the market — helping me maintain my top ranking nationally as a market timer with Timer Digest. This is the first time I have endorsed a market letter, and I am pleased to do so.
Hamzei Analytics, LLC
Don Hays
President
Jason Goepfert, President and CEO of Sundial Capital Research, is…a statistician par excellence…I would suggest that you try this service in your personal repertoire.
Hays Advisory Group
Dr. Brett Steenbarger
Psychologist and Author
Other sites that I find helpful for putting data together into a big picture view include…SentimenTrader. Lots of good…indicators are followed on the site.
brettsteenbarger.com
Dan Fitzpatrick
Founder
SentimenTrader is a unique and very valuable resource that I use to help me get a handle on what’s really going on.
Stock Market Mentor
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Founder and CEO
I’ve never seen such a unique and skilled approach to sentiment and its financial applications.
Minyanville
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Chief Investment Strategist
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Trader and Author
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President
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True Wealth, Daily Wealth, Sjuggerud Confidential
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Chief Executive Officer
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Ritholtz Wealth Management LLC
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Founding member of CMT Association
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Author of Deemer on Technical Analysis
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Founder
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All Star Charts
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Fleckenstein Capital
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Client Prior to 2018
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Professional Trader
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Client Prior to 2018
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