BitcoinStrategy Analytics

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4.2% P.a. Is All We Get In The S&p500 In The Next Decade

Gerhard 1d ago · ♥ 0 · 💬 0 · 👁 6
We have simply run too much already
Asset
AssetSp500
ModeAutocorr
Indicators
Indicator 2SMA
Exposure & Leverage
SizingCompound
Date Range & Capital
Start1960-02-01
End2026-04-25
Capital$10000.0
Fee0.05%

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StatisticValue
Correlation
R² ⓘ0.881155
Pearson r ⓘ-0.9387
Spearman ρ ⓘ-0.9519
p-value ⓘ0.00e+00
Regression (log returns)
Slope ⓘ-0.7956
Intercept ⓘ972.25%
Std Error ⓘ0.0033
Data Points8,001
Past return zoneMean fwdMedian fwdCountWin Rate
Negative past 0.0% 0.0% 0 0.0%
Positive past 338.7% 279.0% 8001 100.0%
Best window in sweep: 4350 bars (17 years, 16 weeks) · R² = 0.8812 · Pearson r = -0.939 (mean reversion)
Heatmap peak: lookback = 4230 bars (16 years, 43 weeks, 2 days), forward = 4470 bars (17 years, 40 weeks, 6 days) · Pearson r = -0.939 · R² = 0.8820
Best price prediction
Each row uses the regression that fits its mode best. The model takes the most recent observed past lookback-day log return and projects a forward log return using the regression's slope and intercept; the predicted price applies that log return to today's close.
Same time window (1D sweep)
Lookback / Forward4350 bars (17 years, 16 weeks) / 4350 bars (17 years, 16 weeks)
Bars/year (asset density)251.3
Regression fitr = -0.939, R² = 0.8812 (8001 pts)
Slope / Intercept-0.7956 / +237.235%
Last close (2026-04-24)$7,165.08
Past 4350 bars (17y 16w) log return+206.72% (+690.28% simple)
Predicted forward log return+72.77% (+107.03% simple)
Annualized return (geometric) ⓘ+4.29%/yr (+4.20% log)
Predicted price on 2043-08-10$14,833.53
2D heatmap peak
Lookback / Forward4230 bars (16 years, 43 weeks, 2 days) / 4470 bars (17 years, 40 weeks, 6 days)
Bars/year (asset density)251.3
Regression fitr = -0.939, R² = 0.8820 (8001 pts)
Slope / Intercept-0.7909 / +237.365%
Last close (2026-04-24)$7,165.08
Past 4230 bars (16y 43w 2d) log return+205.33% (+679.39% simple)
Predicted forward log return+74.97% (+111.63% simple)
Annualized return (geometric) ⓘ+4.31%/yr (+4.22% log)
Predicted price on 2044-01-31$15,163.68

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