Recession signal
🌍 MacroData or markets point to contraction — an inverted yield curve, rising unemployment, contracting PMIs.
Typical size
1-5% on the index; far more for cyclicals
Timeframe
Weeks to months, ahead of the actual downturn
Evidence
0 logged events
Why it moves the price
Lowers expected earnings across the market, with damage concentrated in cyclical industries whose profits swing hardest with the economy.
What separates a good call from a naive one
Markets anticipate recessions rather than confirm them, and have signalled more downturns than have occurred. Defensives outperform on the signal, but the largest returns historically come from buying cyclicals while the data still looks terrible.
Measured impact
Every logged event is measured against real closing prices: the move from the close before the event, compared with the S&P 500 over the same window.
Next day
Not measured yet
After 1 week
Not measured yet
After 1 month
Not measured yet
No measured verdict yet — 0 events logged. Three or more are needed before the data says anything useful.
The evidence (0)
Every row is a real event, measured against actual closing prices.
Measured from historical closing prices. Past reactions do not guarantee future ones. Not financial advice.