Iran war | RecessionAlert

Tag Archives | Iran war

MARKETS: Bull Flows. Bear Physics. One Timeline.

By RecessionALERT on April 23, 2026 in Research Papers

For three years the US equity market ignored soft recession signals and was arguably right to. It now faces its first hard signal — the largest oil supply disruption in history — and thirteen consecutive up-days into a Federal Reserve pause suggest the same mechanisms that dismissed the soft signals may dismiss it. Mechanical buyers carry the tape. Demand destruction already sits in the weekly data. Q2 earnings are the collision point. Between now and late August, the market will answer.

Read full story · Comments are closed

MIB: Oil Crosses $100, Record G7 SPR Release, FOMC Blackout Begins & February CPI Due Tomorrow

By RecessionALERT on March 9, 2026 in Reflections

WTI crude breached $100/bbl intraday (peak $119) — biggest oil supply disruption in history. G7+IEA authorized a record 300-400M barrel SPR release. Trump told CBS “war is very complete” — Dow swung from -900 to +239 in hours (S&P +0.83%, Nasdaq +1.38%). NOC +6%, LMT hit all-time high as defense broke out. CCL -6%, RCL -4% as cruise lines bled. Oracle reports tonight; February CPI drops tomorrow.

Read full story · Comments are closed

MIB: Stagflation Confirmed — 92K Jobs Vanish, WTI Hits $88, and Trump Demands Iran’s Unconditional Surrender

By RecessionALERT on March 6, 2026 in Reflections

Feb payrolls -92K (S&P -1.3%), worst miss in years — unemployment jumped to 4.4%. Trump demands Iran ‘unconditional surrender’; WTI surged to $88 as Hormuz stays shut (Day 7). GDPNow crashed to 2.1% from 3.0% in four days. MRVL +23.2% on AI data center blowout. Fed cuts repriced to July; markets now price two 2026 cuts.

Read full story · Comments are closed

IMPORTANT DISCLAIMERS: Although many of our models rely heavily on back-testing, optimisation and probability methods, please note that past performance is NO GUARANTEE for future returns. No system devised by man can predict the future, let alone the future of the markets and economies. What we have are sets of mathematical models that use historical data and varying theories to pinpoint places in time when the STATISTICAL LIKELYHOOD of calling the start and end to recessions is the greatest. In the midst of all the best mathematical models, you can have geo-political events, wars, terrorist attacks, natural disasters and even nuclear accidents that tip everything upside down. This is always a risk factor you need to factor in on any recession call no matter how confident you are in a signal. The SuperIndexes are created through mathematical and statistical optimisation techniques that best fit the historical NBER data. There is no guarantee that out-of-sample performance will match that of prior in-sample performance.