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Rare Thanksgiving week S@P buy signal

edited 11:52AM in Fund Discussions
Yes, I know this could be considered playing with numbers and curve fitting etc. I only post it because it comes from legendary technical analyst Wayne Whaley. Last week the S@P had a 3.7% gain. Since 1930 there have only been 15 Thanksgiving weeks that saw 2%+ gains. Over the ensuing 13 months to the end of the following year all 15 signals were positive with an average gain of 22.9%. 3%+ gains are even rarer with average gains of 29.8%. In the investment world the less amount of signals historically the most potent its relevancy. The reason for that we can debate another time.

Since I can’t post tables etc. maybe @yogibearbull could post the table showing drawdowns etc.

Comments

  • edited 12:16PM
    From X/Twitter LINK

    image
  • edited 4:32PM
    Thank you both.

    If we have number crunchers - data miners in the forum, it would be good to know,

    Which one of those 15 Novembers ended with negative to less than 1% gain?
    Which one of those 15 subsequent years are mid-term election years?

    YBB, a number of instances in the last column show 0.0. Is it not for Max Drawdown during the 13 month period? Clue me in pl.

    Edited to fix the missing %age sign.
  • edited 3:20PM
    With +25% S&P gains for 2023 and 2024, and a +16% 2025 YTD, an average gain of 22.9% (or higher) for 2026 EOY?

    Interesting. When was the last 4-yr period of 90% S&P gains? Never mind the higher Nasdaq gains?
  • Since fundamental analysis is seemingly no longer meaningful, looking for a technical analysis to justify this market might be just the trick.
  • @BaluBalu, looking specifically at 2020 and using Whaley's table-row and PV for visualization of data from 12/2020-12/2021, it seems that MaxDD should be in Sept/Oct - PV shows -4.66% for VFINX.

    Whaley maybe using the DD for the entire period and that would be 0.00 (i.e. the last DD data, or DecDD, but that isn't really MaxDD). May be you or @Junkster could follow up with WW at X/Twitter https://x.com/WayneWhaley1136 .

    I do follow him at X/Twitter.

    https://www.portfoliovisualizer.com/backtest-portfolio?s=y&sl=16BdDIaUEJiFnzdRWmtOtM
  • From Michael Antonelli market strategist at Baird - since 1929 only one recession has started in year two of a Presidential cycle. So if you are looking for a recession in 2026 you are up against daunting odds.
  • In this environment, the media will keep mentioning Fed rate cuts and the market will dance higher. Watch the carnival in action.

    "...fundamental analysis" - what the heck is that? Pfffttt. Mining the data doesn't produce golden nuggets.

    Playin in the rich man's casino here, and they don't like to lose $$$. Gotta keep it going, too big and important to fail.
  • Thanks, YBB.
  • edited 4:43PM
    Junkster said:

    From Michael Antonelli market strategist at Baird - since 1929 only one recession has started in year two of a Presidential cycle. So if you are looking for a recession in 2026 you are up against daunting odds.

    Thanks, Junkster, for your posts. No, I am / was not anticipating a recession next year.

    Please keep posting and do not worry about how members interpret your posts.

  • Junkster said:

    From Michael Antonelli market strategist at Baird - since 1929 only one recession has started in year two of a Presidential cycle. So if you are looking for a recession in 2026 you are up against daunting odds.

    Isn't that like betting on how a coin will land because it landed one way over some period of tosses? I never got past arithmetic, so I'm none to sharp on odds outside of Bridge hands; and it has been a while since I studied the splits.

    And why since 1929, since Trump is the first president since Grover Cleveland to serve non-consecutive terms? Well. Who wants to talk about that at this time of year?

    Anyway, I'm not now setting up for a recession specifically. For the time being--which could end anytime, or last a long time--I'm paying attention to inflation and rates in the IRA, and letting the taxable run.
  • JD_co said:

    In this environment, the media will keep mentioning Fed rate cuts and the market will dance higher. Watch the carnival in action.

    "...fundamental analysis" - what the heck is that? Pfffttt. Mining the data doesn't produce golden nuggets.

    Playin in the rich man's casino here, and they don't like to lose $$$. Gotta keep it going, too big and important to fail.

    As someone once said, if you torture the data long enough it will tell you anything you want it to.
  • edited 5:00PM
    Now, THAT I like.

    And there's one person on this board who consistently proves that to be true.
  • Of course this is the first time in our nations history that the president is actively trying to wreck the economy.. so this time it is different.
  • On the theme of torturing the data, some food for thought (via AI, not cross checked for accuracy)

    Typically, when the S&P 500 has effectively doubled (or nearly doubled) in a 3-year window, the subsequent 12 months are often a "hangover" period.
    In 6 out of the 7 historical cases, the market either crashed, corrected, or went flat in the year immediately following the peak. The only major exception was the late 1990s Dot-Com bubble, where the market continued to rally for two more years before eventually busting.
    Here is the performance of the S&P 500 in the 12 months following each of these massive 3-year runs.
    The "Next 12 Months" Performance Table
    | 3-Year Peak Era | Streak End Date | Next 12 Months Return | What Happened? |
    |---|---|---|---|
    | Roaring 20s | Aug 1929 | ~ -30% | The Great Crash. The market peaked in September and crashed in October. |
    | Depression Rebound | Feb 1937 | ~ -35% | The "Mistake of 1937." The Fed tightened rates prematurely, causing a massive recession. |
    | WWII Victory | May 1946 | -6.4% | Post-War Adjustments. Inflation spiked as price controls were removed, spooking the market. |
    | Post-War Boom | Aug 1956 | -5.6% | The Eisenhower Recession. The market entered a bear market the following year (1957). |
    | Pre-1987 Crash | Aug 1987 | ~ -14% | Black Monday. The market crashed 22% in a single day (Oct 19, 1987) just two months after the peak. |
    | Dot-Com Bubble | Dec 1997 | +28.6% | The Exception. The bubble kept inflating. The market didn't peak until 2000. |
    | COVID Stimulus | Dec 2021 | -18.1% | The Inflation Bear. Rates rose rapidly to fight inflation, causing the 2022 bear market. |
    | AI Boom (Current) | Nov 2025 | ? | We are here. |
    Key Takeaways
    * Mean Reversion is Powerful: When the market runs too hot (75%+ in 3 years), it borrows returns from the future. In almost every case, the market had to "digest" those gains through a decline or sideways movement.
    * The "1997" Exception: This is the one scenario bulls hope for today. In 1997, despite hitting high rolling returns, the internet boom was just getting started. The market ignored valuations and surged for two more years (1998 and 1999) before eventually crashing in 2000.
    * Speed Kills: The most dangerous peaks (1929, 1987) were the ones where the gains happened the fastest at the very end of the cycle.
    Summary: History suggests the odds of a negative or flat year in 2026 are elevated, simply because the market rarely sustains a >20% annualized pace for four years straight.
  • edited 8:34PM
    stayCalm said:

    On the theme of torturing the data...

    Typically, when the S&P 500 has effectively doubled (or nearly doubled) in a 3-year window, the subsequent 12 months are often a "hangover" period.
    In 6 out of the 7 historical cases, the market either crashed, corrected, or went flat in the year immediately following the peak. The only major exception was the late 1990s Dot-Com bubble, where the market continued to rally for two more years before eventually busting.

    ...
    Summary: History suggests the odds of a negative or flat year in 2026 are elevated, simply because the market rarely sustains a >20% annualized pace for four years straight.

    This is my thinking. Call it "mean reversion" or "bubble bursting" or anything at all, it still makes me wary.

    On a few notable occasions in my lifetime, I had belated wished I had stepped back and protected gains. And with many bond oefs looking to perform well in a falling rate environment, it may be a little less stressful to step away from FOMO?

    One can have a great time, and leave the party early to avoid the hangover. Do the "lessons of the past" apply here? In any case, at 66 years old, perhaps it is time to back off of risk some more and act my age? My current plan is to take another 5-10% off of equities in the next month or two.



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