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L.6 · INTERMEDIATE · 2 MIN

Recency Bias: The Tyranny of Recent Events

Recency bias causes investors to overweight recent events and underweight historical patterns. After a bull market, investors expect more gains. After a crash, they expect more pain. Both projections are usually wrong at extremes.

Quiz · 5 questions ↓
§ 01
Recent EventRecency-Driven BehaviorHistorical Reality
3-year bull marketIncrease equity allocation, add leverageLong bull markets increase reversion risk
Market crashSell everything, go to cashStocks historically recover within 2–3 years
Sector outperformancePile into the hot sectorSector rotation means today’s leader is often tomorrow’s laggard
Low volatilityReduce hedges, sell insuranceLow vol periods often precede vol spikes
§ 02

Recency bias explains why retail inflows peak at market tops and outflows peak at market bottoms. Investors extrapolate the recent past into the future, which is exactly wrong at turning points.

§ 03
Check fund flow data — when did retail investors put the most money into equity funds? It’s almost always after a strong rally. When did they pull the most? After a crash. This is recency bias at the aggregate level.
§ 04
The market has been flat for 3 years. Your friend says ‘stocks don’t go up anymore — I’m moving to bonds.’ What bias is at work?
§ 05

Base rates beat recency. Instead of asking ‘what happened recently?’ ask ‘what has happened historically in similar situations?’ Markets have recovered from every crash, and flat periods have been followed by some of the strongest rallies.

Five questions · AI feedback

Sit with the ideas.

After 2022's bear market (-20%), only 20% of retail investors expected positive returns in 2023. The S&P 500 then returned +26% in 2023. What does this pattern most clearly illustrate?

Why:
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