Bear Market Probability Index
Current Bear Market Probability:
45.61%
0.0151
3.42%
Bear Market Probability over the next 24 months
As of end of month: 03-2024
Average:
19.84%
Maximum:
87.03%
Minimum:
3.57%
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.