Two-Month Thrust Barometer
Trailing 2-month gain +4.8% (below +15% thrust)
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S&P 500 gained >=15% over the trailing two months -- a momentum "face-ripper" historically followed by more upside over 1/3/6 months.
- 6 signals since 1950-01-01.
- Trailing 2-month gain +4.8% (below +15% thrust)
Trailing 2-Mo
+4.8%
Threshold
+15%
Thrusts
6
since 1950
6M Median
+17.2%
100% win
When to run this study
Run at month-end. Fires when the S&P 500 has gained >= threshold (default 15%) over the trailing two months -- a momentum "face-ripper" that has historically been followed by more upside over 1/3/6 months.
Historical results
Forward S&P returns after a 2-month thrust
| Window | N | Win% | Median | Mean |
|---|---|---|---|---|
| 1M | 6 | 83.30 | 2 | 2.19 |
| 3M | 5 | 100 | 11.72 | 9.76 |
| 6M | 5 | 100 | 17.22 | 15.49 |