Bear Market Probability Index

Summary Model Data
Current Bear Market Probability: 26.89% 0.0193 7.73%
Bear Market Probability over the next 24 months
As of end of month: 06-2025

Average: 19.34%
Maximum: 86.58%
Minimum: 2.96%

The Bear Market Probability can be more technically described as the probability of a bear market given the yield curve ("P[BM|YC]"). Additionally, we define the Bear Market Probability as the chance of a Stock Market decline that is 20% or greater over the next 24 months. We also define the Yield Curve here as a comparison of the federal funds and 10 year treasury rates.