Data &
Technology
Research
Reports
Report Solutions
Reports Library
Actionable
Strategies
Free
Resources
Simple Backtest Calculator
Simple Seasonality Calculator
The Kelly Criterion Calculator
Sentiment Geo Map
Public Research Reports
Free Webinar
Pricing
Company
About
Meet Our Team
In the News
Testimonials
Client Success Stories
Contact
Log inLoginSign up
< BACK TO ALL REPORTS

Investors' Very (Very, Very) Good Year

Jason Goepfert
2019-12-24
null

The value of household equities in 2019 is going to show one of the best gains on record.

Investors’ very good year

The value of American households’ holdings in corporate equities and mutual funds has surged 25% over the past year to a new high. This ranks 2019 among the very best since 1951.

Once the calendar turned after other "very good years", a hangover often begun. Even if we look at any quarter when this triggered and not just Q4, then we see the same pattern. Very poor returns over the next 2-4 weeks, with high risk and low reward, then about-average returns after that.


Equity Put/Call

The Equity Put/Call Ratio can slip into trends over time. Our de-trended look at the ratio is now at its lowest level since January 2018. Stocks tanked and VIX spiked the last time the ratio was this low.

To avoid recency bias, we can look at every case in which the Equity Put/Call ratio (de-trended) fell to -0.145.

As you can see, the S&P's returns over the next few months were consistently worse than average.

This is an abridged version of our recent reports and notes. For immediate access with no obligation, sign up for a 30-day free trial now.

We also looked at:

  • What happens when equity hedging plunges
  • The Nasdaq Composite enjoyed its 8th straight record close
  • The 7-day average intraday range in the S&P 500 futures is at a record low
  • Small options traders are buying lots of speculative calls
  • Every major market is on track to rally in 2019 for the 1st time in 13 years
  • The Value Line Geometric Average has broken out
  • What it means when the 5-day New High / New Low Ratio hits a 6-month high
  • The Australian dollar just ended a historic streak
DATA &
TECHnologies
IndicatorEdge
‍
BackTestEdge
‍
Other Tools
‍
DataEdge API
RESEARCH
reports
Research Solution
‍
Reports Library
‍
actionable
Strategies
Trading Strategies
‍
Smart Stock Scanner
‍
FREE
RESOUrCES
Simple Backtest
Calculator
Simple Seasonality
Calculator
The Kelly Criterion
Calculator
Sentiment Geo Map
‍
Public Research Reports
‍
Free Webinar
COMPANY
‍
About
‍
Meet our Team
‍
In the News
‍
Testimonials
‍
Client Success Stories
Pricing
Bundle pricing
‍
Announcements
‍
FAQ
© 2024 Sundial Capital Research Inc. All rights reserved.
Setsail Marketing
TermsPrivacyAffiliate Program
Risk Disclosure: Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

Testimonial Disclosure: Testimonials appearing on this website may not be representative of other clients or customers and is not a guarantee of future performance or success.