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SPX_VS_200DMA

S&P 500 price vs its 200-day moving average — regime filter

derivedlive

Official name: S&P 500 vs 200-Day Moving Average

Frequency: DailyUnits: Ratio13 990 observations

Latest value

1.0232

as of 2026-04-10

All-time percentile

38th

1-year change

+11.8%

all-time low: 0.6035all-time high: 1.23

Time series

Showing 628 of 1 255 data points

About this series

The ratio of the S&P 500 daily close to its 200-day simple moving average. Values above 1.0 mean the index is trading above its 200DMA (uptrend regime); below 1.0 means below (downtrend regime).

Why it matters: The 200-day moving average is one of the oldest and most-used trend filters in investing. A simple rule — "only hold equities when SPX is above its 200DMA" — has historically reduced drawdowns significantly with only modest loss of return. It's not a trading signal by itself, but a regime classifier: is the trend up or down?

How to read it: 1.0 is the cross line. Well above 1.0 (e.g. 1.10 = 10% above 200DMA) = strong uptrend, arguably overextended. Well below 1.0 (e.g. 0.90 = 10% below) = strong downtrend, potentially oversold. Crosses of 1.0 are classic regime-change signals, but they lag the actual turn by weeks to months.

Caveats: The 200DMA is a lagging indicator by construction — it responds slowly to recent moves. It generates whipsaws in choppy markets (frequent false crosses). Best combined with other signals, not used alone.