SteadyTapeQuantitative Market Research

Google Trends Sentiment

Median 1M return: +4.7%, 75% win rate.

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Retail sentiment from Google Trends search-volume composites for fear and greed terms.

Fear Index (z)
+0.34
Threshold: >1.5
Greed Index (z)
+2.04
Threshold: >1.5
Net Sentiment
+1.69
Greed − Fear
Fear Spike Events
12
since 2004
Greed Spike Events
43
since 2004

When to run this study

Run weekly or after significant market events. Most valuable when the market has made a sharp move and you want to gauge whether retail panic or euphoria is at an extreme. Fear spikes are historically contrarian buy signals; greed spikes signal elevated risk of near-term mean reversion.

Historical results

Fear Spike Episodes — SPY Forward Returns (12 signals)

Signal DateSPY PriceTop Term1M3M6M1Y
2025-03-01567.69"recession" (49)-124.3413.0518.12
2024-08-01522.01"recession" (28)1.3812.5813.4421.04
2022-06-01368.86"recession" (100)0.144.761.7412.16
2022-04-01423.52"recession" (41)-8.09-12.78-18.26-7.03
2020-04-01255.73"recession" (35)5.1214.6625.7350.28
2020-02-01303.59"recession" (17)-10.46-11.451.7518.89
2018-12-01235.02"recession" (20)-3.684.7410.2621.84
2018-02-01230.16"market crash" (27)6.644.769.205.39
2016-11-01185.76"market crash" (13)4.667.6011.5621.67
2016-01-01162.22"market crash" (11)-2.077.1011.9520.93
2015-08-01173.82"market crash" (16)-7.391.53-8.617.19
2008-09-0190.94"recession" (36)-29.41-29.01-38.81-14.67