S&P500 Market Breadth Driven Short Term Forecast Starting Nov 21, 2016

By Lawrence

Review of Forecast for Nov 14, 2016


Monday held up at previous week close as support and slow drift higher since. More upside expectation worked out with previous week higher challenged. No 1.5% drop so a slide to 2.5% did not materialize. The breadth analog model did a fair job last week.

Forecast Starting Nov 21, 2016


Summary of the S&P500 short-term forecast based on my proprietary market breadth analog model as of the close of Nov 18, 2016:
  • Volatility spike expected this week
  • Breadth based slingshot move in the making, more on this in Market Bias Observer Special Update
  • Breakout mode off the quiet tight range week in place, ready for 2% swings in both directions coming 2 weeks

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Report Snapshot


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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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