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2021-05

Date market possibly because
2021-05-18 down in anticipation of FOMC minutes on 2021-05-19.
2021-05-20 up initial claims data released at 8:30 am.
The data is for 5/15, expected = 460k, actual = 444k, prior = 478k.

market = sp500.

bps = day-over-day relative change of closing prices in bps. That is (P2/P1 * 100 * 100) rounded to the nearest integer.

Date market bps possibly because
2021-05-24 up 106
2021-06-04 up 88
2021-06-16 down -54 FOMC Rate Decision at 2 PM.
Actual = 0.125%, expected = 0.125%, prior = 0.125%

2021-07

Date Day market notes
2021-07-08 Thu previous close: 4358.13
today open: 4321.07
today close: 4320.82
close to close ret: -86 bps
Market went down a lot between 2021-07-07 close and 2021-07-08 open.
It then recovered during regular trading hours on 2021-07-08.
US 30 year treasury rate dipped below 1.90.
2021-07-19 Mon previous close: 4,327.16
today open: 4,296.40
today close: 4,258.49
close to close ret: <fill this; should be in bps>
Possibly because
  • 10-year treasury yield went down by 12 bps (was 1.31 on Fri 2021-07-16, 1.19 on Mon 2021-07-19)
  • 30-year treasury yield went down by 12 bps (was 1.93 on Fri 2021-07-16, 1.81 on Fri 2021-07-19)
  • Biggest intra-day 10-year treasury yield drop since 2021-02-26
  • US China tensions
    • US said China is responsible for the Microsoft Exchange hack
2021-07-20 Tue previous close: 4,258.49
today open: 4,265.11
today close: 4,323.06
close to close ret: <fill this; should be in bps>

2022-05

asof | 2022-05-05 12:04 pm

  • S&P 500 dropped 4.1%
  • 10-year Treasury yield rose from 2.914% to 3.084%.

2022-09-13

On 2022-09-13

  • S&P 500 dropped from 4,110.41 (closing price on 2022-09-12) to 3,932.69 (closing price on 2022-09-13)
  • S&P 500 return = -4.32% (= round(((3932.69 / 4110.41) - 1)*100, 2)
  • 10-year U.S. Treasury yield went up from 3.297% to 3.422%
  • CPI annual return
    • 2022-08, 8.3%
    • 2022-07, 8.5%
    • 2022-06, 9.1%
  • core CPI annual return
    • 2022-08, 6.3%
    • 2022-07, 5.9%
    • 2022-06, 5.9%

Ref:-

2023-04-20 why is costco up today?

Observation:

  • time = 2023-04-20 12:04 pm
  • prices = {VOO: \$378.69, COST: \$508.36}
  • returns = {VOO: 48 bps, COST: 249 bps}

Hypothesis:

2023-05-22 Why is Costco down today?

Observation:

Stock 2023-05-19 close (\$) 2023-05-22 close (\$) 2023-05-22 return (bps)
COST 496.52 491.87 -94
VOO 384.57 384.78 5

Is there anything that could explain this?

I checked

What else?

Ref:

2023-08-18 VOO vs. 10 year treasuries yield

  • From Aug 1st 2023 through Aug 17th 2023, VOO went down ~5% (from \$420 to \$400); US 10 year note went up 25 bps (from 4.05 bps to 4.30 bps).
public/sotm/updown.txt · Last modified: 2023/08/18 15:23 by raju