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Reading the Tea Leaves After the Dow's Golden Cross

Since 2003, the Dow has been higher six and 12 months after golden crosses

Mar 20, 2019 at 1:37 PM
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Just three short months ago, Wall Street was talking about the major market indexes forming a "death cross." This week, however, the Dow Jones Industrial Average (DJI) just saw its 50-day and 200-day moving averages make a "golden cross," typically seen as a bullish sign of things to come. As such, we decided to take a look at how the blue-chip index performs after a golden cross, historically, to see if this technical indicator really is a good omen for stocks.

The last time the Dow made a golden cross was in April 2016 -- again, just three months after a death cross. Prior to that, you'd have to go back to December 2015 for a golden cross.

Dow chart since 2015

After both of those signals, the Dow went on to rally more than 13% over the next 12 months. The golden cross before that, in January 2013, preceded a 20.53% surge in the DJI over the next year. In fact, the index hasn't been lower a year after a golden cross since 2002, according to data from Schaeffer's Senior Quantitative Analyst Rocky White. Looking at post-2002 returns after golden crosses, the DJI has averaged a six-month gain of 7.08% and a one-year gain of 10%.

Dow after golden crosses since 2000

Looking at Dow stats since 1950, though, paints a slightly less rosy picture. A month after golden crosses, the DJI was down 0.16%, on average, and higher just over half the time. That's better than the Dow's average monthly loss of 0.3% after a death cross, but below its average anytime one-month gain of 0.68%.

It's a similar story looking three, six, and 12 months out. After a golden cross, the DJI was higher at each of these checkpoints, with stronger returns than after a death cross -- but not as strong as anytime. Of all four checkpoints, the index was most likely to be positive six months later, with an above-average win rate of 71.7%.

Dow returns after crosses vs anytime

In conclusion, while the Dow's returns after golden crosses since 1950 aren't much to write home about, they exceed the index's returns after the ominous-sounding death cross. And isolating the data to look at post-golden-cross signals since 2003, the Dow was higher six months and one year later 100% of the time, with stronger-than-usual returns.

 

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