There were only 26 samples of a 19.7% rally in 63 trading days or less.
I wouldn't put money on a strategy with only 26 samples. My intention is to show that these big rallies lead to bigger rallies on average over the past 100 years.
I added 25th and 75th percentile ranges so you can see where half of the rallies ended up (yellow band). Notice how the bands start to get larger after 3-4 months. That means the crystal ball gets cloudy the further you go in time. No surprise, right?
This analysis only took a few minutes in Chat-GPT, but you'd be surprised how many traders would rather draw lines on charts instead of a backtest.
And the "inverted yield curves always lead to recession" types must have skipped over 1965.
Not only that, some of the best stock market rallies, like in 1995, occurred when the Fed was lowering rates.
My advice: Stop listening to fools!
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