EMC Gestion de Fortune SA a développé, au fil des années, un modèle d’appréhension du risque sur le marché américain des actions baptisé : « Market pulse ». L’approche combine la finance comportementale, l’analyse des forces internes régissant l’offre et la demande, l’étude des cycles et des mouvements de prix. Ce modèle permet d’évaluer en permanence le risque global du marché sur une échelle de 0 à 100.
Monday 21st September 2026 (S&P 500 7764.7 + 114,20)
After having gyrated around the 7600 level recently, the S&P 500 found a good support there from which it has rebounded swiftly, led by chip stocks and mega cap stocks. As mentioned recently, the leadership of the market is very narrow and led by exciting stories around AI. This is confirmed by daily breadth that wasn’t that impressive: 2871 stocks advanced, 1731 declined. Options traders have started to play the upside as measured by put/call ratios. Our short-term trading model has started to turn up as most of systematic ones.
Very short-term oscillator: positive
Short-term oscillator: negative
RVI trend: negative
Trend short-term (5 days): up
Trend mid-term (8 days): down
Differential of trend: down
Risk profile index: 45 (scale of 1 (low risk) to 100 (high risk))
Have a nice day!
OR
