S&P500 Quarterly Bust Model

[nodoodahs]

The reading for this Friday's close is 10.9% odds of a bust in the next 13 weeks - keeping in mind a "bust" is a close of 10% or more below this Friday's close ... not exactly a rare event, but the odds since 1982 are about 8.37% so this is an elevated reading and in the 7th decile.

This, combined with a Return model prediction that is "about average" and an EPCR model prediction that is "above average" gives a mixed signal at best.
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I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

[nodoodahs]

Reading is down this week to 12.6%, 8th decile reading.
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I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

[nodoodahs]

19.8%. Low 10th decile.
_________________
I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

[nodoodahs]

Have to go back to April '05 to get a bust signal this high. Model output places odds at 19%. This is near the top of the 9th decile. If we get a reading solidly in the 10th I'm gonna be putting stops under all my equity positions ...
_________________
I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

[nodoodahs]

Highest "bust" reading since April '05, a 15.3% chance. Money is being flung from the helicopter ....
_________________
I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.