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MRCI's Inter-Market Correlations

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Multi-Year Correlation Studies as of 11/10/26
DJIA Index and S&P 500 Index
Year DJIA Index S&P 500 Index  
Ending Daily Weekly Daily Weekly Average
 
2026 84% 88% 87% 91% 87%
2025 87% 86% 90% 88% 88%
2024 25% -11% 11% -14% 3%
2023 -30% 49% -15% 51% 14%
2022 91% 88% 94% 94% 92%
2021 31% 45% 69% 74% 55%
2020 58% 79% 60% 80% 69%
2019 90% 92% 91% 93% 91%
2018 87% 84% 89% 85% 86%
2017 10% 40% 21% 52% 31%
2016 54% 77% 71% 84% 71%
2015 85% 88% 92% 93% 89%
2014 85% 84% 88% 86% 86%
2013 52% 75% 40% 68% 59%
2012 65% 81% 52% 75% 68%
2011 81% 4% 81% 1% 42%
2010 -73% -81% -69% -81% -76%
2009 -59% -12% -65% -28% -41%
2008 90% 93% 88% 93% 91%
2007 74% 81% 81% 88% 81%
2006 32% 70% 75% 85% 65%
2005 80% 62% 84% 67% 73%
2004 -31% -57% -36% -65% -47%
2003 -72% -77% -84% -90% -81%
2002 -41% -43% -79% -63% -57%
2001 29% 62% 69% 80% 60%
2000 75% 84% 77% 88% 81%
1999 74% 85% 86% 91% 84%
1998 91% 94% 91% 95% 93%
1997 87% 91% 91% 93% 91%
1996 84% 89% 82% 84% 85%
1995 81% 84% 57% 79% 75%
1994 72% 81% 87% 90% 83%
1993 78% 75% 77% 78% 77%
1992 47% 65% 56% 63% 58%
1991 61% 77% 48% 73% 65%
1990 88% 42% 89% 52% 68%
1989 -50% 12% -42% 14% -16%
1988 80% 88% 77% 87% 83%
1987 88% 91% 87% 91% 89%
1986 85% 69% 86% 78% 79%
1985 10% 65% 22% 67% 41%
1984 91% 77% 90% 78% 84%
1983 -57% -29% -58% -19% -41%
1982 49% 59% 67% 81% 64%
1981 54% 50% 82% 83% 67%
1980 38% -18% 72% 58% 37%
1979 -54% -74% -5% -36% -42%
1978 -76% 9% -46% 41% -18%
1977 77% 67% 78% 68% 73%
1976 -6% -42% -17% -58% -31%
1975 -79% -79% -88% -84% -82%
1974 -17% 18% -1% 44% 11%
1973 44% 73% 64% 80% 65%
1972 75% 26% 67% 19% 47%
1971 -88% -83% -88% -83% -86%
1970 -18% -6% 19% 45% 10%
1969 45% 36% 80% 76% 59%
1968 -16% -28% 30% 21% 1%
1967 -34% 8% -37% 7% -14%
1966 78% 86% 84% 88% 84%
1965 88% 87% 91% 88% 88%
1964 45% 17% 37% 20% 30%
1963 -56% -10% -44% 19% -23%
1962 69% 57% 80% 72% 70%
1961 -7% 60% -32% 55% 19%
1960 94% 85% 92% 84% 89%
1959 8% -12% 17% -11% 0%
1958 -30% 28% -32% 31% -1%
1957 81% 86% 86% 90% 86%
1956 93% 93% 94% 94% 93%
1955 80% 82% 76% 77% 79%
1954 26% 55% 10% 57% 37%
1953 76% 82% 87% 88% 83%
1952 87% 91% 89% 93% 90%
1951 88% 79% 89% 75% 83%
1950 -18% 0% -9% 2% -6%
1949 52% -26% 55% -26% 14%
1948 -67% -10% -78% -33% -47%
1947 68% 81% 61% 79% 72%
1946 86% 85% 90% 89% 87%
1945 63% 79% 69% 81% 73%
1944 91% 64% 91% 72% 79%
1943 -65% -70% -62% -71% -67%
1942 -53% -54% -63% -67% -59%
1941 -33% 5% -45% -21% -24%
1940 63% -19% 53% -33% 16%
1939 -67% -59% -74% -70% -67%
1938 38% 70% 16% 61% 46%
1937 91% 91% 92% 90% 91%
1936 73% 76% 19% 25% 48%
1935 50% 73% 35% 64% 56%
1934 62% -34% 66% -26% 17%
1933 -88% -90% -88% -92% -90%
1932 -93% -92% -95% -92% -93%
1931 -74% -14% -58% -7% -38%
1930 90% 91% 89% 86% 89%
1929 86% 89% 72% 66% 79%
1928 82% 89%     86%
1927 86% 89%     87%
1926 93% 89%     91%

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