CONVEX
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▍ STATISTICAL PROJECTION · YEAR-END 2026

Based on current macro regime conditions and s&p 500 equal weight (rsp)'s historical behaviour in similar regimes, the model projects $212 by 2026-12-31 ( +4.8% from $202 today). The 68% confidence range is $181 to $243; the wider 95% range is $151 to $273. Methodology below the headline.

Central Estimate
$212
+4.8% vs current $202
68% Range (±1σ)
$181 to $243
95% Range (±1.96σ)
$151 to $273
Blended from 4 regime anchors· sample-weighted
VIX · Normal (15-25)
+7.1%n=1,199 · w=33%
10Y-2Y Yield Curve · Flat (0-100bps)
+11.9%n=1,337 · w=37%
HY OAS Spread · Tight (<350bps)
+2.2%n=912 · w=25%
Trade-Weighted Dollar · Weak (bottom tercile)
+8.1%n=171 · w=5%
METHOD: CENTRAL = SAMPLE-WEIGHTED MEAN OF PER-ANCHOR CURRENT-REGIME 1Y AVERAGES, SCALED TO 156-DAY HORIZON. BAND = ±σ√T USING 19.6% ANNUALIZED REALIZED VOL.
EXPECTED TO BE $212 BY 2026-12-31 (HIGHER FROM $202 ON 2026-05-18). NOT INVESTMENT ADVICE.
▍ MODEL · STATISTICAL FORECAST · 2026

S&P 500 Equal Weight (RSP) Forecast 2026

Quantitative analysis from 2,116 observations of S&P 500 Equal Weight (RSP) history, joined to four universal macro regime classifications. Numbers are computed, not narrated.

ByConvex Research Desk·Edited byBen Bleier·
RSP · LAST
$202.33
AS OF 2026-05-18
Percentile · 25Y History
97.9th
▍ HEADLINE SIGNAL · CONTRARIAN BEARISH
Hist. Avg +252d
+2.2%
vs +8.5% unconditional · -6.3%pp below
When HY OAS Spread sits in its Tight (<350bps) regime — as it does today (2.76) — S&P 500 Equal Weight (RSP) has historically returned an average of +2.17% over the next 252 trading days, 6.3pp below the all-history average of +8.51%. Sample: 912 observations, 63.6% hit rate.
METHOD: PERCENTILE-RANK MATCHED, LOOK-AHEAD-BIAS-FREE·NOT A FORECAST·HISTORICAL CONDITIONAL AVERAGE

Regime Scan[01/04]

VIX
Normal (15-25)
+7.1%+1Y AVG
Δ -1.4%pp · n=1,199
10Y-2Y Yield Curve
Flat (0-100bps)
+11.9%+1Y AVG
Δ +3.4%pp · n=1,337
HY OAS Spread
Tight (<350bps)
+2.2%+1Y AVG
Δ -6.3%pp · n=912

Δ = divergence from +8.5% unconditional all-history average

Performance by Window[02]

WINDOWNANN RETANN VOLRET/VOLHIT %TOTAL
1Y26212.08%11.64%1.0449.0%12.00%
3Y76312.07%13.86%0.8752.0%40.71%
5Y1,2686.07%16.09%0.3851.6%34.26%
10Y2,1168.51%19.61%0.4353.3%98.03%
All2,1168.51%19.61%0.4353.3%98.03%

Annualized total return = (1 + total)^(1/years) - 1. Ret/Vol is the annualized return divided by annualized volatility (Sharpe-equivalent without risk-free subtraction). Hit % = pct of single periods that were positive.

Where We Are Now[03]

Percentile Rank
97.9th
71.66median 145.44204.97
Current value 201.5600 on a 2,116-observation history going back to Mar 23, 2020.
Volatility Regime
low
9.35%REALIZED 30D ANN
Sits at the 11.6th percentile vs full history. Median 13.43%.

Forward Returns by Macro Regime[04]

How S&P 500 Equal Weight (RSP) has performed historically conditional on the prevailing macro regime. The current bucket is highlighted; +1Y averages drive the headline signal above.

VIX
Volatility regime: Low (<15), Normal (15-25), Elevated (25-40), Extreme (>40)
CURRENT: 17.26 Normal (15-25)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Low (<15)537-0.04%-1.49%5.26%5.67%75.8%
Normal (15-25)1,1990.52%3.77%7.15%7.29%73.2%
Elevated (25-40)3264.24%8.27%20.98%15.30%77.7%
Extreme (>40)3911.29%25.08%60.56%64.17%100.0%
10Y-2Y Yield Curve
Yield curve regime: Inverted (<0bps), Flat (0-100bps), Steep (>100bps)
CURRENT: 0.50 Flat (0-100bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Inverted (<0bps)5431.30%4.51%11.04%10.24%94.8%
Flat (0-100bps)1,3370.91%2.92%11.92%7.26%73.8%
Steep (>100bps)2082.38%4.23%-2.35%-4.87%31.7%
HY OAS Spread
Credit regime: Tight (<350bps), Normal (350-500bps), Stressed (>500bps)
CURRENT: 2.76 Tight (<350bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Tight (<350bps)9120.44%1.53%2.17%3.87%63.6%
Normal (350-500bps)9700.53%2.34%8.82%8.93%77.6%
Stressed (>500bps)2206.89%15.88%39.61%41.61%100.0%
Trade-Weighted Dollar
Dollar regime: bottom/middle/top tercile of trailing 5Y rolling distribution
CURRENT: 118.04 Weak (bottom tercile)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Weak (bottom tercile)1711.72%8.83%8.15%6.89%58.0%
Neutral (middle)4801.73%3.27%1.82%-1.48%47.5%
Strong (top tercile)1,4220.89%3.08%11.97%9.07%82.6%

Forward returns are forward-looking from each historical observation in the bucket; +252d corresponds to one trading year. Buckets with fewer than 5 forward-return observations are reported as n/a. These are conditional historical averages, not forecasts.

Lead-Lag Relationships[05]

For each universally-recognised leading indicator, the lag at which the daily-return correlation peaks. Positive lag means the anchor leads S&P 500 Equal Weight (RSP); negative means it lags.

ANCHORROLEPEAK LAGPEAK CORRZERO-LAGRELATIONSHIP
VIXVolatility leader0d-0.660-0.660coincident
HY OAS SpreadCredit risk leader0d-0.580-0.580coincident
Trade-Weighted DollarFX driver0d-0.328-0.328coincident
10Y Treasury YieldDiscount-rate driver0d0.3050.305coincident
CopperGlobal growth proxy0d0.2630.263coincident
Baa-10Y SpreadCredit risk (slow)0d-0.239-0.239coincident
Initial Jobless ClaimsLabor leader-5d-0.227-0.083lags target by 5d
NFCIFinancial conditions-4d-0.215-0.073coincident
10Y-2Y Yield SpreadRecession leader-3d-0.0780.007weak
U-Mich Consumer SentimentSurvey leader0d0.0000.000weak

Pearson correlation of daily returns over up to 25 years of overlapping history, searched across a ±60-day lag grid. Indicators classified as “weak” don't have meaningful predictive power at daily resolution; many of these (yield curve, NFCI, sentiment) lead at monthly/quarterly horizons instead.

Historical Analogs[06]

Periods where S&P 500 Equal Weight (RSP) sat at a similar percentile rank to today, with what happened over the next 30 / 90 / 252 trading days. Analogs are clustered to avoid double-counting nearby dates.

DATEVALUE+30D+90D+1Y
May 16, 2025179.99002.16%3.74%13.08%
Feb 14, 2025181.0800-4.34%-0.47%12.42%
Nov 15, 2024180.9400-3.16%-4.26%1.93%
Aug 16, 2024170.78004.91%4.00%9.22%
May 17, 2024168.0400-2.59%6.10%4.49%

Worst Historical Drawdown[07]

-39.63%PEAK-TO-TROUGH
Peak Feb 12, 2020 → trough Mar 23, 2020. Recovered to prior peak on Nov 9, 2020 (231 days).
All-time high: 204.9700 on Feb 27, 2026 · Current DD from ATH: -1.66%

Cross-Asset Correlations · 1Y[08]

S&P 500
0.807
n=260
Nasdaq 100
0.653
n=260
20Y Treasury
0.241
n=260
Gold
0.135
n=260
Bitcoin
0.407
n=260

Largest Single-Period Moves[09]

▲ Up
  • Mar 24, 202010.68%
  • Mar 13, 20208.12%
  • Apr 9, 20258.00%
  • Apr 6, 20207.57%
  • Mar 26, 20205.76%
▼ Down
  • Mar 16, 2020-12.04%
  • Mar 12, 2020-10.09%
  • Mar 9, 2020-8.67%
  • Jun 11, 2020-6.92%
  • Mar 18, 2020-6.51%

Calendar-Month Seasonality[10]

Average single-period return aggregated by the calendar month in which the period ended.

MONTHAVG RETURNHIT %N
January0.11%58.2%182
February-0.01%57.6%172
March-0.09%47.4%196
April0.08%56.0%193
May0.03%46.0%187
June0.05%57.2%166
July0.16%57.1%170
August0.02%50.3%177
September-0.11%49.1%163
October0.01%52.8%178
November0.25%59.5%163
December-0.02%50.0%168

N = 2,116 OBS · GENERATED 2026-05-17 17:00Z

Forecast Approach

scenario weighted: We aggregate probability-weighted outcomes across active tracked scenarios, each with historical base rates and current heat scores. The projection above is the sample-weighted central estimate across current macro regime anchors; the scenario list below adds qualitative context.

Consensus source: Sell-side price targets

Key Drivers & Risks

  • Earnings growth
  • Valuations
  • Monetary policy
  • Risk appetite
  • Economic growth

Historical Volatility

Moderate-high: 15-25% annual range typical

Scenarios That Affect This Forecast

Frequently Asked Questions

What factors could push S&P 500 Equal Weight (RSP) higher?

The primary drivers that tend to lift S&P 500 Equal Weight (RSP) depend on the current macro regime. Equal-weight S&P 500, measures market breadth vs cap-weighted SPY. Convex tracks these drivers live across the Equity Index category and flags when multiple forces align in the same direction. See the "Key Drivers & Risks" section on this page for the current list, and check the regime dashboard for how the macro backdrop is currently tilted.

What factors could push S&P 500 Equal Weight (RSP) lower?

The same transmission channels that drive S&P 500 Equal Weight (RSP) higher operate in reverse when conditions flip. The risk drivers listed above map directly to scenarios that, if triggered, would pull this metric in the opposite direction. Convex aggregates these into a scenario-weighted probability distribution rather than a point forecast, so the magnitude depends on which scenarios activate.

Where does consensus see S&P 500 Equal Weight (RSP) heading?

Rather than publish a point target that goes stale the day after release, Convex assembles consensus from the macro regime classification, active scenario probabilities, and historical base rates. Point forecasts from banks and strategists are worth reading for context, but they typically cluster around the consensus and miss the tail events that actually move markets. The scenario-weighted approach here captures that tail risk explicitly.

What is the historical range for S&P 500 Equal Weight (RSP)?

Historical ranges for S&P 500 Equal Weight (RSP) vary dramatically by regime. A level that is extreme in Goldilocks can be routine in Stagflation, and vice versa. The Historical Volatility section on this page describes the typical range and regime-specific behavior. For the full multi-decade history, visit the S&P 500 Equal Weight (RSP) chart page, which includes selectable time ranges up to five years and downloadable data.

How often is the S&P 500 Equal Weight (RSP) forecast updated?

This forecast page recalculates whenever the underlying data or regime classification changes, typically within hours of new data releases. The scenario probabilities refresh daily as the macro state is regenerated. Specific drivers listed on this page reflect the current state of the Convex regime engine, not static historical assumptions.

Is this forecast actionable for trading?

Convex forecasts are informational and educational. They describe probability distributions and regime-conditional paths rather than specific entry and exit levels. Traders and portfolio managers use them alongside other inputs including position sizing rules, risk management, and their own conviction calibration. They are not investment advice.

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Forecasts are model-based projections derived from current regime classification, scenario probabilities, and historical patterns. They are not investment advice. All investments involve risk.