S&P 500

SPX & Russel 2000 since 2003 "Bands of brothers ride together"

296
Getting divergence between these 2 indexes and crossing below zero line or just above the zero line
we get a heads up kind of signals for higher volatility in SPX. Median of 44 days and Average of 45 days
to pullbacks. Median & Average pullback of 9.9 % & 10 %.

DATA:
- 29 day to 11% pullback
- 71 days to 4% pullback
-58 days to 10% pullback
-39 days to 15% pullback
- 3 day to 5% pullback
-Mid of 4% pullback
-1 day to 3% pullback
- 92 days to 12% pullback
- Double: 44 & 6 days to 20% correction
-62 days to 12% pullback
-90 days to 8 % pullback.
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0.01 readings
-Zero Days to 10% pullback
-69 days to 6 % pullback
-3 days for a 3% pullback
-49 days for a 6 % pullback





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