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The golden cross could provide a bullish signal, usually shines when associated with recessions - BofA

Published 06/02/2023, 14:18
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SPY
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By Sam Boughedda

In a research note last Friday, BofA analysts said that the "golden cross" could provide a bullish signal for U.S. equities.

A "golden cross" is a bullish technical signal that occurs when the 50-day moving average (MA) moves above the 200-day MA.

"On 2/2/2023, the S&P 500 (SPX) triggered its 49th golden cross since 1928. SPX returns after a golden cross are the most solid 30, 65 and 195 days after the signal with the index up 75% of the time on stronger than average returns," explained the analysts. "The 260-day returns after a golden cross are somewhat stronger than average and show the SPX up 68.8% of the time with an average return of 9.7% (10.7% median). This compares to the average 260-day SPX return of 7.8% (9.1% median) with the SPX up 68.6% of the time going back to 1928."

The analysts also pointed out that the golden cross last week marks the 20th time that it has occurred with a declining 200-day MA going back to 1928. In these scenarios, the SPX is up 73.7% of the time 260 days later with stronger average and median returns of 14.1% and 14.9%, respectively, they said.

They also stated that the golden cross shines when associated with recessions, usually occurring late or coming out of a recession.

"The SPX golden cross can provide a solid bullish signal for U.S. equities when associated with NBER recessions," added the analysts. "Unless the U.S. economy is already in recession or the U.S. equity market is extremely forward-looking this cycle, these golden cross signals typically occur toward the end or just coming out of the recession."

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