SS&P 500 Price Cycles: Trendline Analysis
This calculator conducts a detailed analysis of repeated price upsides and downsides (price cycles) and their trendlines for the S&P 500. Price data from ONLINE DATA ROBERT SHILLER.
Log Adjusted Closing Prices (Splits & Dividends) are particularly useful for multi-year periods of analysis.
Cycle Threshold Sensitivity (%) Min Swing values define the minimum percentage price change required to reverse a trend line or plot a new pivot point. It filters out minor market noise by ignoring moves smaller than the chosen threshold. Smaller swing values generate more price cycles than larger values.
This calculator was generated in part by Gemini-3.
Linear Trendline Statistics
| Trendline Metrics Summary | |
|---|---|
| Linear Regression Slope (m): | 0.002103 per monthly interval |
| Y-Intercept (b): | 4.9191 |
| Initial Trendline Value (1905-01-01): | 4.9191 |
| Final Trendline Value (2026-07-01): | 7.9857 |
| Current Price Deviation from Trendline (%): | +154.64% |
| Total Trendline Change: | +3.0667 |
| Total Trendline Growth (%): | +306.67% |
| Prices Above Trendline: | 734 (50.31%) |
| Prices Below Trendline: | 725 (49.69%) |
| Max Deviation Above Trendline (%): | +169.59% |
| Max Deviation Below Trendline (%): | -62.42% |
| Average Deviation Above Trendline (%): | +48.39% |
| Average Deviation Below Trendline (%): | -29.14% |
Cycle Peak Trendline Deviations (Highest to Lowest)
| Cycle # | Peak Date | Peak Price | Peak Trendline Price | Percent Deviation (%) |
|---|---|---|---|---|
| 1 | 1906-09-01 | $380.29 (Log: 5.9409) | $142.75 (Log: 4.9611) | +166.40% |
| 3 | 1929-09-01 | $587.41 (Log: 6.3757) | $255.10 (Log: 5.5416) | +130.27% |
| 2 | 1911-06-01 | $358.67 (Log: 5.8824) | $160.94 (Log: 5.0810) | +122.86% |
| 11 | 2000-08-01 | $2,791.01 (Log: 7.9342) | $1,527.80 (Log: 7.3316) | +82.68% |
| 7 | 1968-12-01 | $974.02 (Log: 6.8814) | $686.99 (Log: 6.5323) | +41.78% |
| 5 | 1937-02-01 | $417.01 (Log: 6.0331) | $307.61 (Log: 5.7288) | +35.56% |
| 12 | 2007-10-01 | $2,392.52 (Log: 7.7801) | $1,830.73 (Log: 7.5125) | +30.69% |
| 8 | 1973-01-01 | $902.37 (Log: 6.8050) | $761.57 (Log: 6.6354) | +18.49% |
| 4 | 1933-07-01 | $278.33 (Log: 5.6288) | $281.01 (Log: 5.6384) | -0.95% |
| 10 | 1987-08-01 | $934.85 (Log: 6.8404) | $1,100.44 (Log: 7.0035) | -15.05% |
| 6 | 1946-04-01 | $329.26 (Log: 5.7968) | $387.69 (Log: 5.9602) | -15.07% |
| 9 | 1976-09-01 | $594.67 (Log: 6.3880) | $835.41 (Log: 6.7279) | -28.82% |