Quantitative Analysis /
United States of America

S&P 500 over-extension and capitulation

  • The S&P 500 index is up 19.8% ytd and 34.9% over the past 12 months

  • Analysing its divergence from a two-year moving average highlights the magnitude of its over-extension

  • Our machine-learning forecast has the S&P 500 hitting 5,000, before succumbing to a capitulation event

S&P 500 over-extension and capitulation
James Huckle
James Huckle

Quantitative Analyst

Tellimer Research
21 September 2021
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