As of Oct 14, 2026 close
S&P 500 is above its short-, medium-, and long-term trend, with low and easing volatility.
S&P 500 · IVV ETF proxy · Past 12 months. The dashed line is the 200-day average; the strip shows historical trend direction. Adjusted prices include distributions.
As of Oct 14, 2026 close
U.S. Aggregate Bonds is below its short-, medium-, and long-term trend, with low but rising volatility.
U.S. Aggregate Bonds · AGG ETF proxy · Past 12 months. The dashed line is the 200-day average; the strip shows historical trend direction. Adjusted prices include distributions.
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Share of S&P 500 stocks trading above their own 50-, 100- and 200-day moving average — how broadly the market is participating in the trend.
Historical figures are monthly observations of 10/20/40-week trend equivalents (point-in-time membership, since 1996-10); current readings are the live reading.
| Measure | Current | 1 week ago | 4 weeks ago | Direction | Current streak |
|---|---|---|---|---|---|
| 50-Day | 37% | 35% | 31% | Stable | 7 weeks below 50% |
| 100-Day | 42% | 39% | 42% | Widening | 4 weeks below 50% |
| 200-Day | 51% | 51% | 52% | Stable | 1 week above 50% |
50-day = short-term participation · 100-day = medium-term · 200-day = long-term. "1 week ago" / "4 weeks ago" use the last completed calendar week's reading, not a partial trading week. Direction moves at a ±2-point threshold; smaller moves read as Stable.
360 completed month-ends, 1996-10-25 onward, each the last weekly bar of the month, measured on 10/20/40 weekly bars for the point-in-time index (≥ 95% of members priced). The ringed dot is the live reading, which is a different construction. Methodology weekly-bars-monthly-v1.
Current Trend uses daily closes and actual 50-/100-/200-trading-day averages. Risk uses annualized 63-session realized volatility versus its expanding historical average and its level 63 sessions earlier. Position is the no-lookahead expanding percentile of distance from the 200-day average. Episode and forward-outcome statistics above remain weekly historical analysis and are never a forecast.
Twelve market exposures, coloured by the size and direction of returns.
Total return from adjusted closes. A dash means the measure is not available for that exposure at this session — never a zero.
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