US Equity Markets: Signs of Intensifying Boom Bust Cycles

More evidence where US equity markets seem as increasingly being influenced by monetary policy propelled tidal flows.

Again another marvelous observation as exhibited by the chart above and the comment below by Bespoke Invest

we have made numerous references to how the increased volatility this Summer has caused a big uptick in the number of 'all or nothing' days for the equity market. We consider 'all or nothing' days in the market to be days where the net daily A/D reading in the S&P 500 exceeds plus or minus 400.

So far this year there have been 38 days where the net A/D reading for the S&P 500 was above +400 or below -400. On an annualized basis, this now puts 2011 on pace to see 54 'all or nothing' days, which would make it the most volatile year since at least 1990.

The amplifying accounts of market breadth volatility signifies as intensifying price distortions which have been symptomatic of the escalating government interventions in the US financial and monetary system, which I would add as being transmitted or diffused worldwide.