S&P 500 forecast — bootstrap Monte-Carlo
The index-level S&P 500 forecast bootstrap-resamples historical daily log-returns (EWMA-weighted drift, empirical fat-tailed shock distribution) thousands of times to build a distribution of future price paths — distinct from the per-ticker Schrödinger/Feynman quantum model used elsewhere on the site (see methodology).
Current S&P 500 index level: 7483.24. EWMA-weighted annualised drift: +20.5%. Annualised volatility: 14.1%. 90-day 90% band: 7016–9208.
Frequently asked questions
- How is the S&P 500 index forecast built?
- A Monte-Carlo simulation bootstrap-resamples historical daily log-returns (EWMA-weighted drift, empirical shock distribution so fat tails and skew are preserved) thousands of times to build a distribution of future price paths, summarised as a median path with 5th/95th percentile bands. Educational research; not investment advice.
- Is this the same model as the per-ticker forecasts?
- No. Individual S&P 500 tickers are forecast with the Schrödinger-equation + Feynman path-integral quantum model (see /capabilities). This index-level forecast is a separate, simpler bootstrap Monte-Carlo built on aggregate S&P 500 price history.
Educational research only — not investment advice.