SPX since 1980s & 10Y Bonds. "Manual Guide" Technical analysis !
Simple manual guide to better understand the relations, if there is any, between SPX & US10Y BONDS
This is combing our four last studies into one comprehensive idea to try and figure out the patterns
in both instruments. Thanks for your understanding if i missed one here or there or made some
mistakes here and there.
*** THE KEY FOR THE WHOLE STUDY IS : Daily Golden Cross (75% success) + Weekly kissing/cross
(75% success rate) 200weekly MA = 75 % success rate we will get a pullback or a correction***
----------------------------------------------
Starting with closest,2009-2021, crashes of SPX & US10Y BONDS price at that moment. (Idea included)
2.3xx
2.5xx
2.9xx
3.4xx
3.7xx
All the above #s happened during the while the rate was actually going down, in our case today the rate is going
up from most extremes low. Will it continue to go up/down is beyond my knowledge/experience.
------------------------------------------------------------------------------------------
General perspective:
------------------------------
1/ Using weekly Crosses on the US10Y have a 50-50 chance, not sensitive to the volatility
of 10Y Bond. Therefore, do not come close to it :-).
2/ Since 1980 , past 41 years, we have 8 Golden & Death Crosses on the daily.
3/ Since 1980, past 41 years, there is 75 % chance to get a 20% correction or more while we are under the
daily Golden Cross.
4/Since 1980, there is a 25% chance to get a 20% correction or while we are under the
daily Death Cross.
5/Since 1980,past 41 years, not surprisingly we have the largest single percentage gain from
a reasonable bottom before a 20% correction or more "244% up " to be exact as it is the
case for all indictors since March's low all are our of the ordinary readings.
6/ as of today, we are under the "GoldenCross" = 75 % correction.
7/ we have 4 possible dats plotted on the chart for such event to take place , one of them
we are already in !!! Next one is April 1, 2021.
----------------------------------------------------------------------------------
Data for Kissing/Crossing 200Weekly MA:
2017-2019? One year nothing then 11%/20%
2015-2016 : 14%
2015-9 months sideways then 12%
2015 xxxx nothing
2013-2014 Long bull move. 9% pullback.
2011- 8%
2011- 7%
2010- 17%
2005-2007 : xxx long Bull move the crash
05-6%
05- 7%
04- 8%
1999-13%/10%/13% then crash
1997- 10% the bull move.
1996-8% Choppy Market then bull move
1994-9% then big bullish market ( 1 Year choppy market)
20%
11%
7%
7%
8%
36%
14 %
----------------------------------------------------------------------
Summary: 24 signals Kissing or Crossing 200W MA.
18 signals we went down @ kissing/crossing or
Kissing/crossing happened a during pullbacks/correction
6 signals months-Year nothing happened then crash crossing
down.
75% success rate we will get a pullback/correction
kissing/crossing 200w MA.
25% we will continue a Bullish till crossing down then crash
- 2 Years after crossing then crash 2007
-2015 cross up/down = Nothing happen to SPX !!!
-------------------------------------------------------------------
Since the 80s every time we get a spike in US10Y Bonds SPX got a correction with a
minimum of 20% and maximum of 57 % the question is where & when. Therefore,
looking back to all the data available on Tradingview since 80s to 2021 we have
measure the spike's percentage of 20% and more and the distance from the Golden Crosses & Death
Crosses and showed the crash percentage as results of that. Surprisingly the weekly
Golden Cross are 50-50 chance not the normal with indicators so the results are shown
not plotted for the weekly. As for the daily all the work is plotted on the chart for
your reference. Feel free to print, share, redistribute and publish this study for the
benefit of any one out there. How to read the table below, just follow the steps:
1. Fist percentage is the gain of US10Y from the last reasonable low.
2. Second percentage is the % of the actual crashes.
3. The distance between the Gold Cross & the peak of the crash it self.
4. G.C = Golden Cross. D.C Death Cross
244 % up So far- ???? so far
144% up -20%- 305D G.C
59 % up -20%-70D G.C
70% up -57%- 20D D.C
64 % up -50%- 363D G.C
(-24% Down) -22% -357D D.C xxx.
18% up -20%-78D G.C
28% up -36%- 130D G.C
43% up- -27%- 53D G.C
3 G. Crosses Vs 4 D. Crosses "Irrelevant weekly"
6 G. Crosses Vs 2 D. Crosses " 75% G. Cross "
---------------------------------------------
Ideas:
This is combing our four last studies into one comprehensive idea to try and figure out the patterns
in both instruments. Thanks for your understanding if i missed one here or there or made some
mistakes here and there.
*** THE KEY FOR THE WHOLE STUDY IS : Daily Golden Cross (75% success) + Weekly kissing/cross
(75% success rate) 200weekly MA = 75 % success rate we will get a pullback or a correction***
----------------------------------------------
Starting with closest,2009-2021, crashes of SPX & US10Y BONDS price at that moment. (Idea included)
2.3xx
2.5xx
2.9xx
3.4xx
3.7xx
All the above #s happened during the while the rate was actually going down, in our case today the rate is going
up from most extremes low. Will it continue to go up/down is beyond my knowledge/experience.
------------------------------------------------------------------------------------------
General perspective:
------------------------------
1/ Using weekly Crosses on the US10Y have a 50-50 chance, not sensitive to the volatility
of 10Y Bond. Therefore, do not come close to it :-).
2/ Since 1980 , past 41 years, we have 8 Golden & Death Crosses on the daily.
3/ Since 1980, past 41 years, there is 75 % chance to get a 20% correction or more while we are under the
daily Golden Cross.
4/Since 1980, there is a 25% chance to get a 20% correction or while we are under the
daily Death Cross.
5/Since 1980,past 41 years, not surprisingly we have the largest single percentage gain from
a reasonable bottom before a 20% correction or more "244% up " to be exact as it is the
case for all indictors since March's low all are our of the ordinary readings.
6/ as of today, we are under the "GoldenCross" = 75 % correction.
7/ we have 4 possible dats plotted on the chart for such event to take place , one of them
we are already in !!! Next one is April 1, 2021.
----------------------------------------------------------------------------------
Data for Kissing/Crossing 200Weekly MA:
2017-2019? One year nothing then 11%/20%
2015-2016 : 14%
2015-9 months sideways then 12%
2015 xxxx nothing
2013-2014 Long bull move. 9% pullback.
2011- 8%
2011- 7%
2010- 17%
2005-2007 : xxx long Bull move the crash
05-6%
05- 7%
04- 8%
1999-13%/10%/13% then crash
1997- 10% the bull move.
1996-8% Choppy Market then bull move
1994-9% then big bullish market ( 1 Year choppy market)
20%
11%
7%
7%
8%
36%
14 %
----------------------------------------------------------------------
Summary: 24 signals Kissing or Crossing 200W MA.
18 signals we went down @ kissing/crossing or
Kissing/crossing happened a during pullbacks/correction
6 signals months-Year nothing happened then crash crossing
down.
75% success rate we will get a pullback/correction
kissing/crossing 200w MA.
25% we will continue a Bullish till crossing down then crash
- 2 Years after crossing then crash 2007
-2015 cross up/down = Nothing happen to SPX !!!
-------------------------------------------------------------------
Since the 80s every time we get a spike in US10Y Bonds SPX got a correction with a
minimum of 20% and maximum of 57 % the question is where & when. Therefore,
looking back to all the data available on Tradingview since 80s to 2021 we have
measure the spike's percentage of 20% and more and the distance from the Golden Crosses & Death
Crosses and showed the crash percentage as results of that. Surprisingly the weekly
Golden Cross are 50-50 chance not the normal with indicators so the results are shown
not plotted for the weekly. As for the daily all the work is plotted on the chart for
your reference. Feel free to print, share, redistribute and publish this study for the
benefit of any one out there. How to read the table below, just follow the steps:
1. Fist percentage is the gain of US10Y from the last reasonable low.
2. Second percentage is the % of the actual crashes.
3. The distance between the Gold Cross & the peak of the crash it self.
4. G.C = Golden Cross. D.C Death Cross
244 % up So far- ???? so far
144% up -20%- 305D G.C
59 % up -20%-70D G.C
70% up -57%- 20D D.C
64 % up -50%- 363D G.C
(-24% Down) -22% -357D D.C xxx.
18% up -20%-78D G.C
28% up -36%- 130D G.C
43% up- -27%- 53D G.C
3 G. Crosses Vs 4 D. Crosses "Irrelevant weekly"
6 G. Crosses Vs 2 D. Crosses " 75% G. Cross "
---------------------------------------------
Ideas:
Comment:
Correction signal is flashing with 75% success rate .
I do more in depth studies of stocks on my twitter account. Hope you would enjoy it there as you are enjoying it here.
****** Past performance is no guarantee of future results***
twitter.com/samitrading1
****** Past performance is no guarantee of future results***
twitter.com/samitrading1
Just found this info and wanted to share it with you guys. US10Y is actually underperforming in April relative to SPX with lower lows till mid of July. Also,
April is kind of a sideway movement for 10Y note with Max Gain of 3% and
minimum Gain of (-4%) n past 20 years. To conclude, we might not get a catalyst for a 2ed wave off the 10Y note. Or we might !!!!. For the bears out there you need to find something else for your 2ed wave.