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BofA: S&P 500 on track for stronger 2H after positive 1H

Published 01/07/2024, 09:58
© Pavlo Gonchar / SOPA Images/Sipa via Reuters Connect
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Following a positive first half (1H) of 2024, the S&P 500 (SPX) is poised for a stronger second half of the year, Bank of America (NYSE:BAC) strategists said in a recent note.

The benchmark equity index surged 14.48% in 1H, marking the 16th strongest first-half performance since 1928.

“When the SPX rallies over the first six months of the year, the index is stronger over the rest of the year and is up 74% of the time on average with median returns of 5.70%) and 6.56%, respectively,” BofA strategists highlighted.

“The SPX is up 68% of the time on average with median returns of 4.15% (SPX 5685) and 4.96% (SPX 5730), respectively, for all second half (2H) periods going back to 1928,” they added.

The first half of this year represents the 26th instance where the S&P 500 has surged between 10% and 20% in the initial six months of the year. This sets a positive precedent, with the SPX historically rising 88% of the time in the second half, averaging a return of 8.58% and a median return of 10.13%.

In Presidential election years, a positive first half increases the likelihood of the SPX trading higher in the second half, with an 88% chance of gains, BofA noted. However, the average and median returns are lower at 6.98% and 5.47%, respectively.

Historically, during the last six months of all Presidential election years since 1928, the SPX has risen 83% of the time, with average returns of 7.26% and median returns of 6.12%, strategists said.

But for the S&P 500 to stage a strong second half, staying above its 200-day moving average (MA) is key.

According to BofA, the first half of 2024 marked the 36th occasion since 1929 where the S&P 500 did not close below its 200-day MA during the initial six months of the year.

“The SPX has had only 14 calendar years without a daily close below its 200-day MA, which means that the index has had at least one close below this MA in the second half of the year 60% of the time after not closing below it during the first half,” strategists noted.

Strategists suggest 2024 might mirror 2021, 2017, and 2013, when the SPX stayed above its 200-day MA all year, continuing rallies from significant lows in 2020, 2016, and 2011. This scenario forecasts average and median SPX returns of 12% and 11.02%.

If the SPX drops below its 200-day MA in the second half, expected average and median returns are 0.60% and 2.43%, strategists highlighted.

“This is lackluster for 2H but should not derail a solid 2024,” they said.

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