Bear Market Probability Index

Summary Model Data
Current Bear Market Probability: 48.04% -0.035 -6.78%
Bear Market Probability over the next 24 months
As of end of month: 08-2023

Average: 19.47%
Maximum: 87.27%
Minimum: 2.04%

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.