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The title says it all, but at the end of the day (or more accurately, at the end of the week and a half -on average), they are still just bear market rallies).

We have identified 5 bear market rallies based on 3-day , 5 -day, 7 day and 10 day cumulative return.  On an average bear market rallies last for 9 days with an average gain of 16% from trough-to-peak.This most recent bear rally run has been the most violent, and the largest single move in the history of the markets. That means that it is a possibility the bear market is over - not! I have run multiple scenario analyses, though, just to be sure.

Bear market rallies

Start date

End date

Number of days

% Change

1

9-Mar-09

23-Mar-09

11.0

21.6%

2

20-Jan-09

28-Jan-09

7.0

8.6%

3

20-Nov-08

8-Dec-08

12.0

20.9%

4

27-Oct-08

4-Nov-08

7.0

18.5%

5

10-Oct-08

20-Oct-08

7.0

9.6%

 

Average

 

8.8

15.8%

 

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