Apr

8

 Since January, 1967 there have been 90 instances when the NY Stock Exchange "New 52-week Low List" had exactly zero stocks. Although the data are subject to revision, it appears that this happened most recently on March 26th.

This appears to be a fairly bullish omen. After this event, the one month S&P return is:

Mean return: 1.83%

Median return: 2.00%

St Dev: 3.21%

During the entire period since January, 1967 to present, the one month S&P return is:

Mean return: 0.53%

Median return: 0.85%

St Dev: 4.5%


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