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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 01/18/17
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2016 -10% 31% 1% 50% 18%
2015 44% 56% 44% 63% 52%
2014 52% 61% 53% 62% 57%
2013 51% 62% 56% 70% 60%
2012 17% 48% -2% 46% 27%
2011 21% -9% 20% -19% 3%
2010 20% -19% 19% -29% -2%
2009 -65% -44% -58% -40% -52%
2008 32% 50% 25% 53% 40%
2007 61% 69% 46% 66% 61%
2006 33% 54% 46% 70% 51%
2005 8% 17% 18% 25% 17%
2004 67% 21% 55% -10% 33%
2003 -37% -50% -47% -66% -50%
2002 -43% -42% -47% -41% -43%
2001 -4% 33% 8% 49% 22%
2000 61% 70% 49% 69% 62%
1999 29% 53% 37% 63% 46%
1998 42% 59% 51% 69% 55%
1997 42% 57% 39% 60% 49%
1996 64% 73% 64% 71% 68%
1995 5% 34% -18% 45% 17%
1994 70% 69% 45% 64% 62%
1993 22% 39% 32% 52% 36%
1992 57% 67% 60% 69% 64%
1991 -15% 28% -20% 36% 7%
1990 54% 33% 57% 37% 45%
1989 -12% 22% -3% 34% 10%
1988 11% 40% 15% 49% 29%
1987 46% 58% 47% 64% 54%
1986 54% 59% 45% 52% 52%
1985 -9% 40% 13% 56% 25%
1984 36% 41% 35% 39% 38%
1983 53% 52% 40% 48% 48%
1982 -41% -12% -22% 27% -12%
1981 45% 44% 50% 60% 50%
1980 -9% -33% 35% 34% 7%
1979 18% -22% 48% 5% 12%
1978 -62% -16% -61% 17% -30%
1977 24% 32% 38% 42% 34%
1976 63% 15% 50% -18% 28%
1975 -55% -59% -54% -59% -57%
1974 -65% -37% -66% -12% -45%
1973 56% 63% 51% 68% 60%
1972 17% -2% 20% -6% 7%
1971 4% -17% -18% -33% -16%
1970 -68% -58% -53% -11% -47%
1969 41% 35% 53% 58% 47%
1968 44% 23% 60% 49% 44%
1967 -69% -37% -68% -20% -48%
1966 35% 54% 35% 62% 47%
1965 42% 55% 41% 58% 49%
1964 52% 39% 48% 36% 44%
1963 -45% -17% -50% 7% -26%
1962 58% 58% 51% 54% 55%
1961 -33% 34% -5% 56% 13%
1960 32% 42% 26% 39% 35%
1959 74% 54% 76% 44% 62%
1958 -36% 2% -29% 22% -10%
1957 13% 46% 20% 57% 34%
1956 40% 55% 46% 62% 51%
1955 70% 76% 69% 73% 72%
1954 -20% 17% -44% 25% -6%
1953 28% 51% 36% 64% 45%
1952 34% 54% 36% 61% 46%
1951 44% 49% 46% 46% 46%
1950 43% 47% 30% 37% 39%
1949 16% -27% 35% -31% -2%
1948 10% 28% -0% 16% 13%
1947 -20% 19% -26% 26% -0%
1946 55% 63% 55% 65% 60%
1945 50% 60% 52% 69% 58%
1944 32% 27% 34% 33% 31%
1943 -5% -31% -1% -37% -18%
1942 -25% -32% -28% -41% -31%
1941 -49% -16% -56% -26% -37%
1940 2% -34% -2% -49% -21%
1939 11% 1% 4% -13% 1%
1938 -60% -2% -63% 12% -28%
1937 38% 53% 38% 51% 45%
1936 70% 76% 74% 69% 72%
1935 -11% 26% -31% 25% 2%
1934 52% -15% 43% -28% 13%
1933 -20% -49% -19% -56% -36%
1932 -43% -58% -45% -63% -52%
1931 -59% -28% -56% -19% -40%
1930 -1% 27% 13% 11% 13%
1929 55% 65% 83% 83% 71%
1928 57% 70%     63%
1927 11% 43%     27%
1926 49% 57%     53%
1925 66% 62%     64%
1924 -37% 23%     -7%

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Newsflash

Will the stock market continue its tradition of rallying into the new year?  Will there be another "Santa Claus rally?"

After a frightening decline after Brexit and another overnight in an initial response to Donald Trump's election upset, several US stock indices returned toward their all-time highs --- although some international markets are lagging.  Does that provide incredible opportunity?  But which way and when?

MRCI's Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russe ll 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.