2020-04-01 Bloomberg Markets Magazine

(Jacob Rumans) #1
In the past 50 years,
there have been three
crises in which the
S&P 500 dropped
about 50%.

In the 52-week period
after each of the
40 previous 20%
drawdowns, there
were 30 gains and
10 losses. The mean
performance was
a 9.2% gain. The
maximum gain
was 48%, and the
maximum loss
was almost 49%.

Fig. 1 Run {GPL} to create a logarithmic chart.


Fig. 2 Run {TSIG } for trading signal analysis.


Fig. 3 Click the Market Impact tab to visualize recovery time after past drawdowns.


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