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Economic Data Comparison and SPY Price Modeling Based on 2015 Rate hikes

The last rate hikes happened in December, 2015. The current rate hikes are about to happen. Bellow are some economic data comparison between the 2 periods.

Type 2015/12 2022/2
DXY 98.24 96.03
OIL (WTI) 35.88 93.96
10 Year Rate 2.24% 1.918%
Gold 1068.80 1858.68

SPY Price Simnulation Based on 2015 Decameber to 2019 July SPY Daily Return Data.

I chose the SPY closing prices from 2015/12/14 to 2019/7/15 which is approximatly the period of the last rate hikes. Then I use these closing prices to calculate the mean daily return and daily return standard deviation for simulate possible future SPY price movement.
  • Mean daily return:
  • Daily return standard deviation:
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