JPMorgan Model Says Stocks in Free Fall Mean Recession Is a Lock

  • Implied odds of downturn jump to 92% from 51% in August
  • Spreading volatility is ‘ultimate sign of contagion’: HSBC

Source: NanoStockk/iStockphoto

Lock
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The US stock market is sending a crystal clear signal on its view of the economy -- a recession is all but imminent.

That’s the verdict from a trading model created by JPMorgan Chase & Co. strategists. It’s now saying the S&P 500’s 6.5% rout since the Federal Reserve turned extremely hawkish last week implies a 92% probability of US recession, up from 51% in August. Other assets are also flashing a similar warning. Pricing of base metals now carries a recession probability of 96%, up from 84% in August.