Stock Market Rallies Since 1900

By Barry Ritholtz - February 11th, 2012, 3:00PM

This was supposed to launch Saturday at 3pm, but didn’t — I must have screwed up the posting schedule somehow. Family is in from Chicago and I did not notice it.

Well, belatedly, here is the Chart of the Day‘s look at duration and intensity of Market Rallies:
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UPDATE: Februry 12, 2012 7:33pm

Patrick Neid in comments astutely observes that using the Oct 2011 vs March 09 is rather incorrect and/or misleading. If we use March 2009 as a start date, this is a much older rally.

I will tag CotD and ask them what is the basis of the starting days — did the Flash Crash or the August 2011 correction end that rally?

PERMALINK
Category: Markets.

Comments

Please use the comments to demonstrate your own ignorance, unfamiliarity with empirical data, ability to repeat discredited memes, and lack of respect for scientific knowledge. Also, be sure to create straw men and argue against things I have neither said nor even implied. Any irrelevancies you can mention will also be appreciated. Lastly, kindly forgo all civility in your discourse . . . you are, after all, anonymous.

4 Responses to “Stock Market Rallies Since 1900”

Patrick Neid Says:
February 12th, 2012 at 7:31 am
Interesting start date–Oct 2011 vs March 09. Viewed from 2009 we are getting pretty long in the tooth.

“Also, most major rallies (78%) resulted in a gain of between 30% and 150% (29.8% to 150.5% to be exact) and lasted between 200 and 800 trading days (9.5 months to 3.2 years) ”

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BR: Yeah, thats an excellent point — I missed that
nofoulsontheplayground Says:
February 12th, 2012 at 2:30 pm
It is quite possible the COTD figured the drop into the 1074 SPX low this fall was a bear market, as it was more than 20% off the 1370 May 2011 highs. As such, they may be classifying the move up off those lows as a new, bull move.
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