S&P500 Market Breadth Driven Short Term Forecast Starting Jul 25, 2016

By Lawrence

Review of Forecast for Jul 18, 2016


Limited upside as projected. No 1% down move so no follow through to the downside. Breadth sell setups not confirmed yet. The breadth analog model did a good job last week.

Forecast Starting Jul 25, 2016


Summary of the S&P500 short-term forecast based on my proprietary market breadth analog model as of the close of Jul 22, 2016:
  • Volatility short term cycle low in place
  • Breakout setup for 2% or more swing this week in either direction
  • 1% move in one direction will likely give us 2% in same direction
  • Breadth divergence sell setups in the making on multiple custom breadth indicators but not confirmed yet, need intraday confirmation

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Report Snapshot


custom_market_breadth_20160722

Short Explanation About The Model


My market breadth based analog model takes into account the short term volatility, daily market breadth readings and a few other intraday breadth data to identify the current market conditions. Using the information, the model then went through the historical data over the past 20 years to generate its statistical analysis. The model has been pretty good at identifying important swing tops and bottoms over the past few years by providing early warnings about potential volatility upticks.

For the technical explanation of the concept, you can read about it here, Market Breadth Primer: Market Breadth Analog Forecasting Method

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