U.S. Model's Annual Deciles
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Year
One
Two
Three
Four
Five
Six
Seven
Eight
Nine
Ten
SP500
Slope
RSquared
1994-18.40%-8.82%-5.71%-3.79%-1.25%0.51%-1.26%1.54%10.88%17.15%1.32%3.05%87.96%
199516.28%22.86%27.36%32.17%29.35%30.50%35.56%33.80%42.02%55.84%37.58%3.23%82.76%
19969.07%17.76%13.53%23.03%18.68%19.22%19.93%17.74%23.84%35.35%22.96%1.77%59.42%
19975.46%17.10%26.45%22.15%31.68%30.11%34.66%38.65%45.28%54.27%33.36%4.45%92.57%
1998-37.68%-20.58%-9.87%-4.81%-11.04%0.72%2.75%7.54%11.14%21.78%28.58%5.33%90.38%
19994.37%-5.55%6.35%6.80%9.00%7.62%9.11%19.34%22.82%89.34%21.04%6.27%50.83%
2000-56.27%-30.23%-14.26%-6.00%4.85%13.51%12.23%21.06%23.05%27.32%-9.10%8.27%88.33%
2001-7.88%10.34%11.09%16.41%16.56%21.03%16.21%27.22%29.08%34.14%-11.89%3.60%84.95%
2002-36.74%-30.37%-22.10%-19.07%-11.75%-10.39%-6.75%-7.95%-0.97%2.31%-22.10%4.04%94.89%
200353.76%40.89%48.77%43.31%51.14%52.91%62.25%72.11%91.82%126.12%28.68%7.17%67.45%
200410.13%12.25%12.63%13.89%12.21%17.11%17.83%17.13%18.58%32.09%10.88%1.70%68.74%
2005-7.60%-0.14%1.57%4.91%3.28%7.09%4.05%4.95%9.06%23.44%4.91%2.19%70.67%
200616.23%26.10%16.68%18.42%17.30%16.41%18.48%17.21%15.10%22.44%15.79%-0.12%1.11%
2007-34.28%-23.79%-11.50%-10.03%-5.88%-3.67%0.40%8.66%8.85%15.27%5.49%4.90%94.58%
2008-56.29%-52.84%-48.59%-42.50%-44.30%-42.52%-41.16%-40.57%-35.50%-34.26%-37.00%2.21%91.71%
200954.78%47.14%45.09%39.97%53.96%61.56%50.19%80.32%83.62%143.87%26.46%7.71%57.04%
201020.35%22.32%39.11%27.73%24.96%25.90%25.63%31.58%31.25%70.68%15.06%2.86%35.19%
2011-21.73%4.63%-6.87%-3.10%-7.25%-6.33%-0.85%24.02%1.77%2.30%2.11%2.17%32.14%
201211.14%18.19%17.49%23.33%15.42%21.35%18.89%22.35%17.03%17.69%16.00%0.41%12.24%
201331.19%32.93%41.09%39.40%32.26%34.22%40.54%45.05%50.35%59.04%32.39%2.41%67.1%
2014-16.63%-2.39%5.25%7.37%5.10%6.20%8.02%4.47%4.05%-1.95%13.69%1.07%19.0%
2015-15.82%-8.92%-6.12%0.76%-3.71%-3.14%0.89%1.71%3.44%7.86%1.38%2.06%84.1%
20169.30%13.60%14.52%18.66%20.67%17.35%17.79%21.73%23.47%28.52%11.97%1.65%84.2%
201713.38%16.32%16.01%18.04%13.45%18.33%13.74%12.83%16.09%16.85%21.83%0.03%0.3%
2018-17.45%-9.24%-8.12%-12.15%-5.48%-4.75%-7.72%-7.21%-0.87%1.89%-4.38%1.52%71.8%
201910.95%35.36%56.21%23.11%25.10%27.76%22.43%21.62%25.57%24.40%31.49%-0.73%3.5%
202013.76%-0.42%-5.81%-1.72%2.67%0.92%1.85%-4.98%-0.79%31.72%5.58%1.04%7.9%
Average-6.17%2.41%7.01%8.40%9.11%11.47%12.16%15.99%18.80%29.97%9.80%3.02%89.45%

       
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