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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 03/30/17
Dow Jones and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2016 -26% 9% -18% 26% -2%
2015 71% 60% 63% 64% 64%
2014 67% 67% 68% 71% 68%
2013 71% 70% 72% 77% 73%
2012 48% 54% 28% 45% 44%
2011 55% 37% 51% 33% 44%
2010 27% -9% 28% -15% 8%
2009 -81% -74% -76% -70% -75%
2008 22% 35% 2% 26% 21%
2007 75% 77% 65% 71% 72%
2006 60% 58% 65% 68% 63%
2005 32% 40% 40% 51% 41%
2004 81% 54% 80% 31% 62%
2003 -58% -62% -63% -67% -62%
2002 -38% -40% -55% -54% -47%
2001 -23% 20% -33% 17% -5%
2000 62% 62% 61% 66% 63%
1999 57% 57% 61% 66% 60%
1998 64% 64% 70% 74% 68%
1997 71% 66% 65% 67% 67%
1996 81% 82% 78% 80% 81%
1995 41% 47% 30% 50% 42%
1994 84% 75% 58% 64% 70%
1993 45% 46% 59% 58% 52%
1992 75% 74% 72% 72% 73%
1991 15% 34% 10% 37% 24%
1990 64% 46% 62% 48% 55%
1989 2% 22% 10% 31% 16%
1988 3% 26% 5% 33% 17%
1987 72% 70% 70% 72% 71%
1986 80% 79% 70% 71% 75%
1985 24% 38% 51% 54% 42%
1984 42% 46% 39% 46% 43%
1983 74% 66% 67% 56% 66%
1982 -60% -36% -48% -4% -37%
1981 62% 56% 64% 65% 62%
1980 -9% -8% 55% 54% 23%
1979 15% -16% 55% 16% 17%
1978 -80% -55% -80% -25% -60%
1977 32% 38% 44% 51% 41%
1976 80% 50% 74% 20% 56%
1975 -58% -57% -57% -60% -58%
1974 -73% -50% -80% -41% -61%
1973 59% 57% 61% 64% 60%
1972 37% 36% 42% 36% 38%
1971 29% 2% 10% -14% 7%
1970 -82% -77% -80% -53% -73%
1969 45% 49% 57% 60% 53%
1968 31% 7% 54% 44% 34%
1967 -61% -49% -44% -25% -45%
1966 55% 56% 49% 58% 54%
1965 65% 62% 60% 64% 63%
1964 70% 60% 67% 57% 63%
1963 -30% -10% -36% 1% -19%
1962 64% 61% 62% 64% 63%
1961 0% 30% 45% 57% 33%
1960 39% 44% 27% 40% 38%
1959 86% 78% 85% 72% 80%
1958 -53% -40% -48% -31% -43%
1957 8% 32% 10% 39% 22%
1956 61% 60% 63% 66% 63%
1955 83% 84% 81% 83% 83%
1954 33% 38% 4% 28% 26%
1953 56% 53% 57% 61% 57%
1952 51% 53% 53% 60% 54%
1951 67% 67% 67% 67% 67%
1950 72% 66% 57% 52% 62%
1949 1% -12% 14% -8% -1%
1948 -12% -8% -18% -20% -14%
1947 -24% 7% -39% 5% -13%
1946 74% 73% 72% 74% 73%
1945 81% 62% 79% 67% 72%
1944 44% 38% 45% 44% 43%
1943 30% 5% 42% 9% 21%
1942 -62% -55% -59% -58% -59%
1941 -61% -59% -65% -67% -63%
1940 14% -7% 2% -22% -3%
1939 8% -7% 4% -19% -3%
1938 -76% -45% -79% -40% -60%
1937 63% 61% 58% 62% 61%
1936 83% 83% 88% 79% 83%
1935 1% 25% -58% 0% -8%
1934 63% 22% 57% 17% 40%
1933 -36% -45% -29% -47% -39%
1932 -62% -62% -62% -67% -64%
1931 -69% -56% -64% -50% -60%
1930 -3% 17% 6% 10% 7%
1929 78% 77% 90% 90% 84%
1928 72% 74%     73%
1927 29% 40%     35%
1926 63% 66%     64%
1925 82% 78%     80%
1924 -25% 21%     -2%

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Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.