Sentiment has fully reversed at new highs
Key points
- The Smart Money / Dumb Money Confidence spread has cycled from above +0.25 to below -0.25
- The previous cycle in May 2025 resolved with one of the best 6-month rallies in the dataset
- This time the S&P 500 sits at all-time highs and the cycle was rapid, 31 trading days or less
- Historically, rapid sentiment cycles at record peaks have led to difficult outcomes
The mood has swung
Here is a tale in two acts. First, from May 2025...
The Smart Money / Dumb Money Confidence spread crossed above +0.25. The S&P 500 sat near 6,000. The signal looked like it might be a problem. Historically, optimism at that level has been a mixed bag...And then a year later, the index had gained 52% over the next six months and kept climbing to 7,412. Now the spread has crossed back below -0.25.
The chart shows the full arc. It was not a slow drift from one extreme to the other. It was a sharp reversal.

The spread isn't all that extreme at -0.27, but it's at least through the lower threshold. Since 1999, the S&P 500 has returned an annualized 17.2% when the spread was above +0.25, 7.7% in the neutral zone, and 4.5% below -0.25. That's less than the other zones, but it's positive. The market has spent 37% of the past 27 yea
