thetrading.tools
InternalsUpdated daily after close · as of 2026-06-26

Hidden Bear Index: Is the Average Stock Worse Off Than the Index?

The S&P 500 is cap-weighted, so a few mega-caps can hold it near highs while the broad market lags. The Hidden Bear Index compares two real drawdowns: the equal-weight S&P 500 (RSP) — the average stock — and the cap-weighted S&P 500, each measured from its own 52-week high. When the average stock falls far below the index, a correction is happening beneath a calm tape.

Today's reading

As of market close on June 26, 2026, the average stock — the equal-weight S&P 500 (RSP) — is 1.2% below its 52-week high while the cap-weighted S&P 500 is 3.8% off its own, leaving the average stock 2.6 points ahead of the index. Beneath the surface there is wide dispersion: the median individual stock is 18.9% below its own high and 48% of stocks are more than 20% below theirs. The regime reads Broad. After similar Broad readings since 2010, the S&P 500 was higher six months later 64% of the time (+3.4% average) — a regime read, not a timing signal.

Source
Daily closes for RSP (equal-weight S&P 500) + SPY, plus ~5,000 US common stocks for the dispersion read
Methodology
RSP drawdown vs SPY's, each from its trailing-252-day high; gap = RSP − SPY; rebased performance overlay; full-universe dispersion (median drawdown, % of stocks 10/20/30% below their highs)
Updates
Daily after US market close (~1pm PT)Last: 2026-06-26
Maintained & reviewed by Yuriy Matso — methodology shown on the page.
Hidden bear2026-06-26
BROAD
flat
The average stock is -1.2% below its high — 2.6pp ahead of the S&P's -3.8%.
Average stock
-1.2%
S&P 500
-3.8%
Gap
+2.6pp

Beneath the surface: the median individual stock is -18.9% below its own 52-week high, and 48% of stocks are more than 20% below theirs.

After Broad readings since 2010 (n=357), the S&P 500 was higher 6 months later 64% of the time, +3.4% on average. A regime read, not a timing signal.

01

The average stock vs the index

Window:loading…
Loading…
average stock — equal-weight S&P 500 (RSP) S&P 500 (SPY) the hidden-bear gap

Both lines are real drawdowns from each series' own 52-week high, so both reach 0% at new highs. The “average stock” is the equal-weight S&P 500 (RSP) — every member counts the same, so it isn't carried by the mega-caps. When it sinks far below the cap-weighted S&P, the index is being held up by a shrinking set of leaders.

02

Performance: the average stock vs the index

Loading…
average stock — equal-weight S&P 500 (RSP) S&P 500 (SPY)rebased to 100 at the start of the window

Total-price performance of the two, rebased to 100. When the cap-weighted S&P (slate) pulls above the equal-weight average stock (orange), the index's gains are concentrated in its largest names — the hallmark of a narrow market. Uses the investable equal-weight S&P 500 (RSP), which is survivorship-free, so the comparison is honest (an in-house equal-weight of the full universe would be inflated by survivorship).

03

What the S&P 500 did next — by regime, since 2010

RegimeDays (n)SPY +1mSPY +3mSPY +6m+6m win%
Broad(today)357+0.0%+1.0%+3.4%64%
Hidden Bear454+1.5%+4.1%+9.6%93%
Washout72+8.5%+15.3%+22.8%100%
Mixed2886+0.9%+2.9%+5.5%79%

Forward returns use SPY closes ~21 / 63 / 126 trading days after every day classified into each regime since 2010. Read as regime context, not a trigger — counterintuitively the beaten-down states (Washout, then Hidden Bear, where the average stock is lagging) preceded the strongest forward returns as the broad market mean-reverted, while Broad participation — already strong — was the most muted. The Washout sample is small and survivorship-flattered.

How Hidden Bear Index Works

  1. 1
    Take the "average stock" as the equal-weight S&P 500 (RSP)
    We use the investable equal-weight S&P 500 (the RSP ETF) as the average stock — every member counts the same, so it reflects the typical large-cap name rather than the mega-caps that dominate the cap-weighted index. RSP is a real, survivorship-free index that makes new highs and falls into genuine drawdowns (an in-house equal-weight of the full universe would be inflated by survivorship, so we avoid it for performance).
  2. 2
    Measure both drawdowns from their own 52-week highs
    We take RSP's drawdown from its trailing-252-day high and the S&P 500's (SPY) from its own. Both are real series that touch 0% at new highs and deepen in selloffs, so they are directly comparable. A rebased performance overlay shows their return divergence over the window.
  3. 3
    Compare them — the "hidden bear" gap
    The gap is the average stock's drawdown minus the S&P's. A large negative gap means the average stock is far worse off than the headline index — the index is being carried by a shrinking set of leaders while the broad market corrects quietly. A positive gap means broad participation: the average stock is keeping up with or ahead of the index.
  4. 4
    Read the regime, the dispersion, and what came next
    A rule labels the market Broad (average stock keeping up), Hidden Bear (index calm but the average stock lagging), Washout (both deeply down), or Mixed. We also surface the full-universe dispersion — the median individual stock's distance from its own 52-week high and the share of stocks 10/20/30% below theirs — and what the S&P 500 did over the following 1, 3 and 6 months from each regime since 2010.

Who Uses Hidden Bear Index

Risk Managers
A wide hidden-bear gap — the index near highs while the median stock is down 15-20% — is the classic late-cycle fragility setup. It flags that the market's strength is concentrated and the cushion under the index is thin, even when headline volatility is low.
Tactical Allocators
Use the regime as context, not a trigger. Counterintuitively the beaten-down states have mean-reverted best: since 2010 the Washout and Hidden Bear regimes (average stock lagging) preceded the strongest forward S&P returns, while the Broad regime — already strong — was the most muted. Pair it with trend and volatility before acting.
Stock Pickers
When the typical stock is deep below its high while the index is calm, far more individual names are on sale than the index suggests — a backdrop that favors selective buying over indexing.
Commentators & Researchers
A dated, defensible answer to "is the average stock already in a correction while the S&P is at record highs?" — with the full history and the forward-return base rates to back it.

Pro Tips

01
It is a regime gauge, not a timing trigger
The relationship to forward returns is contrarian: since 2010 the states where the average stock was lagging or washed out (Hidden Bear, Washout) mean-reverted to the strongest forward S&P returns, while Broad participation — already strong — was the most muted. Read it for context — whether the index is being carried by a few names — not as a clean buy/sell line.
02
Watch the trend, not just the level
The level says how deep the damage is; the broadening/narrowing thrust says which way it is resolving. "Hidden Bear but broadening" (the typical stock starting to outrun the index) is a very different message than "Hidden Bear and narrowing."
03
Mind the survivorship caveat
The universe is today's listed stocks, so names that went to zero are gone. That inflates the deep-drawdown buckets' forward returns — washout numbers look rosier than a point-in-time investor experienced. Treat the deep end as directional, not precise.
04
Cross-check with classic breadth
Confirm a wide gap against the advance-decline line and new highs vs lows. Hidden weakness plus a rolling-over A-D line and expanding new lows is a stronger warning than the gap alone.

Common Issues & Solutions

Why does this differ from "the S&P is at all-time highs"?
That is exactly the point. The S&P is cap-weighted, so a handful of mega-caps can hold it near records while the median stock is well below its own 52-week high. The Hidden Bear Index measures the typical stock, which is often a different — and more cautious — story than the index headline.
Is a wide gap automatically bearish?
No — and historically the opposite. A wide negative gap (the average stock lagging the index) signals concentration, but since 2010 it has more often been a mean-reversion setup: the Hidden Bear and Washout regimes preceded above-average forward S&P returns as the beaten-down average stock caught up. It is breadth context, not a short trigger.
Why is the washout regime's forward return so high?
Partly real mean-reversion (everything is already down) and partly survivorship bias: our universe is today's survivors, so deeply drawn-down stocks that recovered are overrepresented and those that delisted are gone. We show the number but flag it as directional, not a precise expectation.

Frequently Asked Questions

What is the Hidden Bear Index?
It compares two real drawdowns: the equal-weight S&P 500 (the RSP ETF — the "average stock") and the cap-weighted S&P 500 (SPY), each measured from its own 52-week high. Because the S&P is cap-weighted, a few mega-caps can hold it near record highs while the average stock lags. When the equal-weight average stock falls far below the index, a "hidden bear" — a correction beneath a calm tape — is underway.
Is the average stock worse off than the S&P right now?
The live reading at the top of this page answers that each close: the equal-weight average stock's drawdown from its high, the S&P's, and the gap between them. A negative gap means the average stock is further underwater than the index (a hidden bear); a positive gap means broad participation. We also show the dispersion beneath the surface — how far the median individual stock is from its own high and the share of stocks 20%+ below theirs.
Does a wide hidden-bear gap predict a crash?
Not on its own. A wide gap signals concentration and fragility, and since 2010 those Hidden Bear and Washout readings (average stock lagging) more often preceded above-average forward S&P returns as the beaten-down average stock mean-reverted. It is breadth context, not a crash signal or a timing trigger.
How is it calculated?
For every common stock we compute its drawdown from its highest close over the trailing 252 trading days, then take the cross-sectional median across the universe and compare it to the S&P 500's own drawdown. We also count the share of stocks more than 10%, 20% and 30% below their highs and a 63-day broadening thrust (equal-weight vs index momentum). It is computed from daily closes since 2010 and updated after every US market close.
What happened to the S&P 500 after past readings?
The table on this page shows forward S&P 500 returns from each regime since 2010. counterintuitively, the beaten-down states (Washout, then Hidden Bear) preceded the strongest forward returns, while Broad participation — already strong — was the most muted. The Washout figures come from a small, survivorship-flattered sample, so treat the deep end as directional.

Explore Other Tools

Last updated: 2026-06-26