WarrenCo

Where Are We in the Cycle?

Howard Marks’ first question, answered with data instead of mood: five late-cycle gauges against their own ten-year history, seventeen late-1999 parallels, and the price of admission to equities since 1970. Pendulum tilting toward greed. Not a timing signal — a margin-of-safety dial. Updated June 12, 2026.

FEAR GREED midpoint Tilting toward greed 2 of 5 gauges in greed territory, 0 in fear

Five gauges, one pendulum

Each gauge is scored only against its own ten-year distribution — no composite, no weighting to argue about. Tight credit spreads and a sleepy VIX read as complacency; an inverted yield curve reads as late-cycle regardless of percentile.

GaugeToday10-yr pctile Where in its range (shaded = complacency zone) 10 years, monthlyRead
Credit
HY credit spread
2.78% 14th tight
Credit
IG credit spread
0.75% 5th very tight, complacency
Curve
10Y minus 2Y
+0.42% 49th positive (+0.42)
Curve
10Y minus 3M
+0.69% 57th positive (+0.69)
Sentiment
VIX
16.05 43rd near average

Late 1999, side by side

6 of 11 comparable indicators are MORE extreme today than at the late-1999 peak (0 equal, 5 less extreme). The count matters less than its direction over time.

IndicatorTodayLate-1999 peakVerdict
Valuation
Shiller Excess CAPE Yield 1.32 -1.52 less extreme
CAPE (Shiller PE10) 39.6 44.2 less extreme
Buffett Indicator (Wilshire 5000 / GDP) 219 150 MORE extreme
Psychology
US household equities as % of financial assets 41.50 38.00 MORE extreme
Leverage
Margin debt / nominal GDP 3.20 2.70 MORE extreme
Breadth & concentration
RSP/SPY 60d relative return (%) -2.15 n/a no 1999 peer
S&P 500 top-5 weight (concentration) 28.50 18.00 MORE extreme
S&P 500 top-10 weight 38.50 25.00 MORE extreme
Leadership
QQQ/SPY 126d relative return (%) 4.39 74.96 less extreme
Mania symptoms
IPOs raised, trailing 12m ($B) 38.0 97.0 less extreme
Profitless IPO share (% of count) 65.00 81.00 less extreme
Crypto total market cap ($T) 3.60 0.00 no 1999 peer
Credit & volatility
HY credit spread (OAS) 2.78 n/a no 1999 peer
IG credit spread (OAS) 0.75 n/a no 1999 peer
10Y minus 2Y 0.42 -0.44 no 1999 peer
10Y minus 3M 0.69 0.29 no 1999 peer
VIX 16.1 23.3 MORE extreme

The price of admission

The Shiller Excess CAPE Yield — the cyclically-adjusted earnings yield minus the real 10-year Treasury yield — is the cushion equities offer over bonds. At 1.32% (13th percentile since 1970), the cushion is thin: expensive markets don’t forecast a crash, they forecast low returns and demand fatter discounts on every purchase.

-2%0%2%4%6%8%10%197019801990200020102020median 3.1%Jan 2000: -1.52%1.32%Jun 2026

The crowd

University of Michigan consumer sentiment is at 49.8 — the lowest reading in the series’ history, which begins in 1952. Readings this depressed have historically been both a contrarian floor for stocks and a recession lead. We treat it as both: a reason not to flee, and a reason to demand a discount.

5060708090100110196019701980199020002010202049.8Apr 2026

What this implies

The pendulum is tilting toward greed. Not the kind of euphoria that demands an exit, but the kind of complacency that demands a tighter definition of margin of safety. Be selective. The price of admission to a fair market is patience.
Channeling Howard Marks — generated from today’s gauge readings.

Sources & method. Five-gauge pendulum: daily FRED series HY OAS, IG OAS, 10Y−2Y, 10Y−3M, VIX, each ranked in its own 10-year window. Late-1999 panel as of 2026-06-10: FRED, Yahoo Finance, Shiller’s public dataset, Z.1 household equity share, FINRA margin statistics, and IPO tallies; “MORE extreme” means beyond the late-1999 peak in the late-cycle direction (±3% band counts as equal). Excess CAPE Yield: (1/CAPE) − real 10-year Treasury yield, monthly, latest reading Jun 2026. Consumer sentiment: FRED UMCSENT. Rebuilt each market day from the same pipeline that writes the research logs.