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Nick from The Inside Analyst's avatar

That's a very interesting article that reveals basically how long investors suffer (or wait) until they get back the investment. Normally, I'd expect a structural crisis like the financial crisis in 2007 or the great depression to cause greater "pain" than bubbles that burst without structural consequences like the dotcom bubble. However, the recovery period after the dotcom bubble was so much longer (reminds me of the Japanese stock market in the 90s) because it eventually followed a huge surge in prices that was hype driven. Would be interesting to have the same statistics with a normalized basis (such as relative valuation).

Value Investing's avatar

It’s not the crash, it’s your reaction that matters. Lower stock prices just mean higher future expected returns.

Compounding Quality's avatar

Absolutely. The art of execution is an amazing book regarding this topic!

MarketFighter's avatar

That’s an interesting measure. I would assume then, the bigger the pain the more you will feel inclined to sell - at prices that may turn out to be historically great buying opportunities.

Mark Ashley's avatar

"The market always recovers eventually" is THE key assumption here. Past = future.

Good on ya for reminding readers of "the lost decades" and that even IF "the market always recovers eventually," always consider one's own time horizon.

Keep up the good work!

Compounding Quality's avatar

Hi Mark,

Appreciated! The lost decade is also what we talked about in Tuesday’s article: https://www.compoundingquality.net/p/kaplans-pain-index

The Executive Lens's avatar

Excellent breakdown of the 'psychological cost' of investing. Kaplan’s Index perfectly captures why time is a more expensive resource than capital during a bear market.

From the Executive Lens perspective, these 'lost decades' or slow recoveries are exactly when insider signals become most potent. While the index measures pain, Insider Alignment measures confidence. If you see cluster buys during a long 'crawl back,' it’s the ultimate sign that those running the business see a recovery long before the index reflects it. Great perspective!

The Synthesis's avatar

Insider cluster buys during prolonged drawdowns are one of the few signals with genuine predictive power — executives are essentially betting their own capital that the pain index is overstating the damage. The asymmetry is interesting: insider sells are noisy, but insider buys during high-pain periods are almost always informational.