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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