Extending a run

10/15/24
  • S&P 500 started week with fresh highs
  • Index looking for sixth week of gains
  • Unusual volume in WSC options

The S&P 500 (SPX) kicked off this week with another record high, carrying over the bullish momentum from its fifth-straight up week.

Although the SPX has enjoyed two other five-week winning streaks this year, it hasn’t strung together six consecutive up weeks since last December. In fact, six out of the past seven five-week streaks (dating back to 2019) were followed by down weeks.

While the market’s historical odds of extending a five-week streak to six weeks aren’t quite a low as this recent snapshot may suggest, the SPX has, historically, had some trouble in this department. Since 1958, when the SPX followed a down week with a five-week winning streak, it closed lower the next week 56 out of 101 times, with an average return of -0.14%:1

Chart 1: S&P 500 returns after five-straight up weeks, 1958-2024.

Source: Power E*TRADE. (For illustrative purposes. Not a recommendation.)


But as the chart shows, the SPX also tended to bounce back the following week, closing higher 68 out of 101 times, with an average return of +0.49%.

Market Mover Update: Even though WillScot (WSC) traded quietly on Monday, gaining less than the SPX, its call options volume was more than 100 times average, thanks to two 10,100-contract positions in the April $45 and $55 calls:

Chart 2: WillScot (WSC) April calls, 10/14/24. Heavy volume in OTM calls

Source: Power E*TRADE. (For illustrative purposes. Not a recommendation.)


A large bull call spread—i.e., long the $45 calls and short the $55 calls, to take advantage of a possible up move? Perhaps, but even if it’s not, activity like this will likely keep WSC on more than a few trading screens in the coming weeks. (The company is currently scheduled to release earnings on October 30.)

Today’s earnings include: Albertson’s (ACI), Bank of America (BAC), Citigroup (C), Goldman Sachs (GS), Johnson & Johnson (JNJ), Progressive (PGR), UnitedHealth (UNH), Walgreen's (WBA), Smart Global (SGH), United Airlines (UAL).

Today’s numbers include: Empire State Manufacturing Index (8:30 a.m.).

 

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1 All figures reflect S&P 500 (SPX) weekly prices, 1958-2024. Supporting document available upon request.

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