Difference between revisions of "Historical view of the SnP 500 Index since 1927, when corona is rampant in mid-March 2020"

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This shows the worst 14-day periods in history on the US SnP500 Index from December 30, 1929 to March 16, 2020.
 
This shows the worst 14-day periods in history on the US SnP500 Index from December 30, 1929 to March 16, 2020.
   
We see that 2020 isn't included yet, but as I mentioned above, I read that March 16 represented the worst 18-day period since the 1929 crash, so it's a matter of details.
 
  +
We see the 2008 crash represented twice, the 1987 crash, and a lot of crazy around 1929 and going forward.
  +
 
We also see that 2020 isn't included yet, but as I mentioned above, I read that March 16 represented the worst 18-day period since the 1929 crash, so it's a matter of details, most likely.
   
 
I clearly see that the code appears to be working as intended, though, by picking out the 1929 + aftermath and the 1987 crash and the 2008 crash.
 
I clearly see that the code appears to be working as intended, though, by picking out the 1929 + aftermath and the 1987 crash and the 2008 crash.
   
 
[[Image:Snp500dev-2020-03-16-worst-14-day-periods.jpg]]
 
[[Image:Snp500dev-2020-03-16-worst-14-day-periods.jpg]]
 
   
 
== The last two months ==
 
== The last two months ==

Revision as of 12:08, 17 March 2020

In this article you will find an historical view of the SnP 500 Index, and access to the code to produce it yourself, available on GitHub here. Here I use 14-day periods

I won't say or conclude much, but just present the numbers and the tool to acquire the same knowledge. I should optimize it as it took about 3 hours or so to process from December 1927 to today. I use the Yahoo financial data here, available for free.



The best 14-day periods ever

I took every SnP 500 14-day period from December 30, 1927 to March 13, 2020 and pulled out the best ones. With my current code and method it will take about 3 hours for each time period you want to calculate for, so if I want to know the 7-day trend, I will have to re-run the code that populates the variable "$weekly" and change to subtract 7 days instead of 14. It occurs to me that I could use a 1-day interval and aggregate the results with post-processing to calculate all other intervals, based on that. It might not even be faster though, I haven't thought it through.

Incidentally, I read that yesterday represented the worst 18-day streak in history (March 16, 2020), without calculating myself, which is what gave me the idea to write this. Apparently, we have not yet hit the worst 14-day streak in history if my calculations are to be trusted.

Snp500dev-2020-03-16-best-14-day-periods.jpg

The worst 14-day periods ever

This shows the worst 14-day periods in history on the US SnP500 Index from December 30, 1929 to March 16, 2020.

We see the 2008 crash represented twice, the 1987 crash, and a lot of crazy around 1929 and going forward.

We also see that 2020 isn't included yet, but as I mentioned above, I read that March 16 represented the worst 18-day period since the 1929 crash, so it's a matter of details, most likely.

I clearly see that the code appears to be working as intended, though, by picking out the 1929 + aftermath and the 1987 crash and the 2008 crash.

Snp500dev-2020-03-16-worst-14-day-periods.jpg

The last two months

Indeed we see that March 2nd to March 16th 2020 is not so good for the SnP 500 index. Down 29.5 % according to my calculations.

Snp500 dev last couple of months.jpg

Here's a PowerShell transcript file with some of my session that gives the right people all they need to do the same: https://github.com/EliteLoser/Finance/blob/master/SnP500/snp500-14-dagers-analyse.txt