Thomas Eduard Van Der Jagt / Profilo

A few days ago I finished another study here on MQL5. When I got home after eating ice cream with my girlfriend, I started wondering if there were any lesser-known correlations with the S&P 500, can't turn the brain off 😅

The result: the High Yield Credit Spread (HY OAS) lines up remarkably well with S&P 500 bottoms. Every major spike since 1990, dot-com, GFC, COVID, 2022, coincides almost perfectly with a market low. Credit markets quietly price in fear before equities do.

Not a trading signal, just an interesting pattern worth knowing. :)

This morning I analyzed MQL5 search trends from 2010 to 2026, focusing on key market events like the SNB shock, the 2017 crypto boom, COVID-19, the App Store removal, and the recent rise of AI. The data shows how external volatility and innovation consistently drive growth in algorithmic trading interest.

I researched how 10-year government bond yields have changed over the last 60 years in the US, UK, Germany, and Japan. This chart shows the big picture: from the record-high inflation of the 80s to the era of 'cheap money' and the recent spike in rates. What do you guys think about te recent spike and the history about it?

I analyzed over 60 VIX spikes since 1990. The data shows a clear pattern: when the VIX (Fear Index) hits a peak (dark red), the S&P 500 usually hits a low (dark blue).
This works for both big crashes and smaller market drops. For traders, these VIX spikes are great signals for market reversals. Check out the charts below to see the long-term and recent results!

i did today tests with different strategies and did it all in one chart together + the s&p 500 to see which strategy outperformed it and this was the result, i did it more for the fun to look of my python code did work and it did actually :)

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