S&P 500

The worst performers are the first sell candidates for investors looking to shed assets.

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What were QE2 and Operation Twist intended for if not to save Europe?

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Is there an historical precedent for important stock market highs to occur in the same month for three or more consecutive years? YES. In 1938-1942 the S&P 500 registered key highs during the first two weeks of January for five straight years.

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While this is not our forecast, some investors will no doubt be mortified to learn that a “typical” calendar year (again, if there were such a thing) contains a drawdown as large as –13.5%.

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Exploring VLT (Very Long Term) Momentum readings in foreign markets versus the S&P 500.

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How is the U.S. stacking up relative to foreign markets since 2009 market lows?

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Trying to forget the April tops of the past two years appears to be difficult for many as sentiment measures remain relatively dismal (which is a stock market positive). What insight can we gain from this?

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Could it be possible we’re on the doorstep of another great secular run in stocks? Well… no.

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Apple now comprises 4.4% of the S&P 500, making it the fifth entrant into the Four Percent Club since 1990.

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It’s April once again… Are we due for yet another market top? Some perspectives on the possibility of attaining a new all-time market high in the current cyclical bull, and what may drive the upside.

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A discussion on mounting Apple insanity and an old study revisited focusing on long term corporate survivorship— “Is Apple Forever?”

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Things seem calm on the surface… is a little March Madness in store?

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Leuthold’s Eric Weigel examines both positive and negative tail risk among asset classes over two time periods… the recent volatile era versus a preceding, not-as-volatile time period.

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Even though the major indices ended the year flat for the most part, volatility measures paint a different story.

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Andy Engel revisits our Stock/Bond Performance Differential study which examines rolling stock/bond spreads over various time periods and subsequent asset class returns.  It appears that trends are finally reverting slowly toward the norm.

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A rather surprising discovery when comparing intraday versus overnight market price action, and perhaps a “Smart Money” buy signal revealed as well?

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Most costly market decoy in the last six weeks has been unusual (relative) strength of the Dow and S&P 500 indexes. Resilience in blue chips is characteristic of the early and middle phases of a bear market, but recent blue chip performance has been so stellar (again, in a relative sense) that most investors curled up comfortably in the “correction” camp…while small caps, cyclicals and virtually all foreign markets were screaming “BEAR!”

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This month’s “Of Special Interest” examines the bear market facts. Doug Ramsey doesn’t expect the current bear market to reach historical bear market medians in terms of decline or duration. Non-economic bear markets are usually much shorter than recession-induced bears.

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The yellow metal itself celebrated 40 years of “independence” by pulling ahead of the S&P 500 on a cumulative, total return basis since the gold window was closed.

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Several U.S. indexes and world stock markets have already lost 20% or more from recent peaks, satisfying the parameter for a bear market.

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