Historical Bear Market Contractions

With the Dow’s 8 consecutive day winning streak now over, its a good time to think a bit about the past. If you haven’t figured it out yet, I’m a student of market history. I frequently look to past situations to draw (admittedly imperfect) historical parallels.

To me, the popular 1995 soft landing scenario is hardly parallel for a number of reasons. I beleive the 1972-73 era is a much better parallel in many ways — the massive liquidity injection we’ve seen being the prime difference; the same goes for Doug Kass 1937 comparo.

Check out this chart from the 2005 bidecennial report from the SIA:
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click for larger graphicContractions
graphic courtesy of SIFMA

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Not that what has happened in the past is determinative — too many variables need to line up just so — but it certainly can be instructive about what might happen.

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Note to WSJ Graphic Department: Its been my experience that when depicting a longer time period (107 years!), a logarithmic chart is far more effective way to present the information, and avoids that "skyscraper effect."

Streak

(Just one man’s opinion, and you know I love your work)


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Source:
Equity Ownership in America
Securities Industry and Financial Markets Association, 2005
http://www.sia.com/research/pdf/EquityOwnership05.pdf

Dow Ends Run at History
Stocks Swing and Miss, And Streak Dies at 8;
Record of 1897 Is Safe

E.S. BROWNING
WSJ, April 12, 2007; Page C1
http://online.wsj.com/article/SB117634358273067250.html

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What's been said:

Discussions found on the web:
  1. TrendWatcher commented on Apr 12

    Nice find with the SIA contraction chart. They found a creative, easy to understand way to present that data set.

    also, re: using log scale, you have my vote.

  2. johntron commented on Apr 12

    other lame/worthless perspective charts are those real-time/tick-by-tick charts from CNBC which only show you the ticks for a span of the prior fifteen minutes.

  3. TheFinancialPhilosopher commented on Apr 12

    As Mark Twain said, “History doesn’t repeat itself, but it does rhyme.” Are we looking for “the rhyme” in all the right places? As financial bloggers, it is easy to get caught up in displaying our intelligence rather than stating the simple and obvious from time to time. For example, shouldn’t we mention the “baby boom” effect on our economy from time to time? Is this demographic trend too simple to discuss or at least include as a side comment? Do you believe that the largest portion of the population in the heaviest consuming country in the world that also happens to be in their peak earning, spending, and investing years could have some impact on the economy and financial markets or is that just a “given” in our “equation?” To me, “The Big Picture” means that we do not miss the forest for the trees. It seems we all are looking at the trees so intensely and so consistently that a fire could start without us even knowing it…

    Kent (aka “The Financial Philosopher”)

  4. Lauriston commented on Apr 12

    Kent,

    I agree with you. As I said before, the Chinese have a saying, “Poverty is the common face of all scholars.”

    better to follow price action… and try to make money that way than to try and intellectualize a marketplace made up of psychotic participants

  5. badhaikuguy commented on Apr 12

    Price and volume tell all.

  6. Greg0658 commented on Apr 12

    ps – I’ve been noticing a number of deaths in the 50’s age group around here. Don’t know if BR has access to birth/death charts post 2000.

  7. jim r commented on Apr 12

    BR,

    the sia chart is very informative. what is less clear to me, is what is your analysis of the period likely to follw in our near future, and how does that correspond to the chart? thanks

  8. Francois commented on Apr 12

    Note to the would-be trend followers (“price action is the only thing” and all that jazz)

    There is NOTHING that prevent a trader that uses price and volume as the only variables that matters to do some macro-econ analysis. Look at the reports from John Henry’s firm; or Bill Dunn. And what about Jon Johnson from InvestmentHouse.com?…to name just a few very successful traders.

    They post about macro-econ all the time. But they are very clear about it: It is not these analysis that will influence the way they trade.

    What in the world makes you think that BR and Associates are different? Why do you assume that it is the basis of their trading method?

    Instead of getting lost in pure speculation, why don’t you ASK Barry? Is it THAT difficult?

    Pfft!

    Francois

  9. fat mary commented on Apr 12

    just buy program after buy program today, man this market is rocking…

  10. michael schumacher commented on Apr 12

    fat mary…

    It’s gotten almost comical at this point. They don’t even try to hide it..just wave upon wave of buying over the ask….

    I’ve given up and am neural in trading …however this cannot end well if it continues.

    Ciao
    MS

  11. Barry Ritholtz commented on Apr 12

    badhaikuguy:

    If Price and Volume tell all, what is VOLUME telling you over the past few weeks?

  12. tc commented on Apr 13

    i observe that the BP’s comments are *always* trying to lure readers to believe economic downturn / stock market crash is coming.

    getting tired of the unbalanced view points

  13. greg0658 commented on Apr 13

    there is no downturn chance

    there is no spoon

    this is all an illusion on the road to Jubilee

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