What's the record for number of days in a year when SP500, Treasury Bonds and Gold were down at the same time?
Using data back to 1985 (ES, US and GC futures) most it happened in one year was 1992 (38 times) vs ~24 on average, 2010 and 2011 tied for least (11 times each).
-
-
Much more common pre-2001, average 28 days from 1985-2000 vs 21 times 2001-2020. In 2021 it has happened 7 times so far, on track to equal 1992 if it continues happening at this rate (but more likely this is an aberration that will regress to the mean).
Thanks. Twitter will use this to make your timeline better. UndoUndo
-
-
-
Early 1994 must’ve been rough as well as Greenspan tightened up. Correlation of all asset classes tend to happen during unexpected policy tightening or unexpected liquidity shocks. Those may be less days but the days tend to be larger in magnitude.
Thanks. Twitter will use this to make your timeline better. UndoUndo
-
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.