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Mar 26, 01:03 PM
S&P 500 Outperforms Model by 0.77% Amid Increased Volatility and 2.7% Gain Since March 10
Stocks
Business

S&P 500 Outperforms Model by 0.77% Amid Increased Volatility and 2.7% Gain Since March 10

Authors
  • Willie Delwiche, CMT, CFA
  • Exante Data
  • Nick Colas & Jessica Rabe (DataTrek)
4

Recent analyses indicate that the S&P 500 index has shown notable performance trends over the past 20 days, consistently tracking signals from global assets linked to risk sentiment. As of March 26, the S&P has cumulatively outperformed its model by 0.77%. Additionally, the index has seen a 2.7% increase since March 10, coinciding with fluctuations in the VIX, which closed one standard deviation above its long-term average on a specific day this month. Despite a recent 1% decline, the S&P 500 has recorded 13 such moves in the trailing 20 days, marking the highest frequency since 2022. On the day of the latest report, 75% of S&P 500 members outperformed the index, with 61% showing year-to-date gains.

Written with ChatGPT (GPT-4o mini).

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