22 September 2015 - Has the U.S. equity market entered a new volatility regime?

Has the U.S. equity market entered a new volatility regime?

 

Our Market Stress Indicator has remained in defensive position for 4 weeks, signaling ongoing risk of further downside volatility.  This is a very long time for our system to remain defensive, and this is not consistent with a short selloff within a broader bull market...

Please note that the excerpts from client notes and market commentaries speak only as of the date that they were originally distributed.  We do not undertake to update them, and accordingly they may have become inaccurate with the passage of time.  If you have questions about any of our materials we invite you to contact us.