US Common Stock 5 Day Thrust Ratio Has Pushed Over 76%

5 Day Thrust >76%

Yesterday the US Common Stock 4% Up 4% Down on high volume 5 day thrust  pushed over 76%. When this happens and the S&P500 is above the 200ma, it usually results in a higher S&P500 with a 69% win rate over 5 days and 94% win rate 1 year later...

Additionally, The Zweig Breadth thrust generated a signal 20121223 and has a 86 and 88% probability of a higher S&P500 6 and 12 months later.... The Zweig breadth thrust criteria is strict. It must rise from below 0.4 to over 0.615 in a ten day period. A borderline signal generated 20160225 where it rose from 0.4 to over .615 over a ten day period, it was equal to .4 and not below, and thus does not satisfy the criteria and is not counted in the below stats.

The ROC50 rose over 14% on 20160425 and has a 85% probability of being up 12 months later....

S&P500 Price And Volume Contraction

S&P500 Price And Volume Contraction.

Last Thursday the S&P500 True Range dropped below the lower bollinger band, that is 2x standard deviations away from the 20day simple moving average. On Friday, 1 day later, volume contracted below the lower bollinger band. This price range contraction followed by volume contraction bodes well for the market on shorter and longer time periods.  Shorter time periods are calling for an average gain of 2.27% over a 5 to 10 day period at a 80 to 100% win rate.

Methodology: 
Days in sample: 23291
Data set inception: 1928
Search for SPX Total Volume < lower bollinger band, when SPX price >200ma and True Range < lower bollinger band within the previous 10 trading days.
Number of occurrences since 1928: 5
Filter Duplicate Days: 0

SPX Close >200ma, Total Volume Below Lower Bollinger Band When True Range Below Lower Bollinger Band During Previous 10 Trading Days

June Historically Has A 53.40% Proability Of Being An Up Month

A monthly S&P500 seasonality study was conducted on a data set going back to 1928. 

June historically has the probability of being an up month 53.40% of the time. With an average gain of 4.08% and average loss of 3.17%. The most frequent sized gain was in the 3% range.

Methodology:

Months In Sample: 1062

Total Junes In Sample: 88

Month Close - Previous Month Close / Previous Month Close *100

Total count positive and negative months

Dataset: 19280131 To Present

June Statistics