Corporate Profit Share

Corporate profits as a share of the economy — where the share stands against its own trend, what followed similar readings, and how much the current print deserves to be trusted. Counts, never probabilities; no forecasts.

Current read · 2026Q2
12.07%
of GDP · estimate of Aug 26, 2026 · revision stage 2 of 3 · September annual update ahead
TRUST DIAL Revisions ran ~1-3% in quiet periods; around economic turns, first prints missed by 10-25% and usually understated the turn. First print Aug 26, 2026 · current estimate Aug 26, 2026. Why →
Why +0.70 pp this quarter: household saving +0.86, the statistical discrepancy +0.17, the state & local balance +0.09 · offset by the federal deficit −0.18, dividends recycling −0.12 · 3 other sources net −0.13
Margins vs trend
+1.41σ
Stretched above trend pale red · +1.0 to +2.0σ
crosses to deep red at +2.0σ
Position + direction
Stretched · rising
+1.41σ now vs +0.83σ a year ago
(2025Q2, the same expanding fit)

Why stretched above trend, rising: +1.0 ≤ σ < +2.0 → pale red at +1.41σ; rising = σ now (+1.41σ) above σ four quarters ago (+0.83σ, 2025Q2).

Closest to changing the read: the margin is 0.41σ above the +1.0σ line that would end pale red (neutral below it); 0.59σ below the +2.0σ line (deep red at it); the direction reads flat at +0.83σ, 0.58σ below today. Distances are today’s values, not forecasts. the ladder →

deep green <= -2.0σpale green -2.0 to -1.0σneutral -1.0 to +1.0σpale red +1.0 to +2.0σdeep red >= +2.0σthe five-rung scale, house ladder

The share against its own trend, 1986–2026

198819911994199720002003200620092011201420172020202320265%6%7%8%9%10%true-vintage era →
▬ share of GDP⋯ expanding trend−− ±1σ−− +2σ−− −2σ▬ NBER recessions

Log scale. The trend and envelope are expanding fits — each point uses only history to that quarter (today's revised values; the point-in-time honesty check lives in the methodology). Left of the divider the underlying data is revised-basis; true vintages begin 1991-12. Historical bands never change — only the right edge is live. The chart opens on the last 40 years; the full record from 1947 is in Expand.

The anchor moved

OLD NORM · 1947–1999 MEDIAN
6.10%
POST-2000 MEDIAN
9.77%
CURRENT · 2026Q2
12.07%

Whether the old norm still binds is exactly what the tested claim below could not settle — the share has sat above the 1947–1999 median for 22 straight years.

Margins vs trend — what followed each band

bandentriesS&P median +1ymedian +3yworst +3y
deep red5+8.1%+59.7%+31.9%
pale redTODAY20+16.4%+46.7%-12.2%
neutral23+13.9%+32.7%-25.1%
pale green10+24.4%+41.6%+7.1%
deep green2+16.4%+51.2%+42.2%

Colors state distance from trend, not a return forecast — the register is the only forward statement. The share has not read below −1σ since 1991 — the green rows are pre-1991 evidence. Forward figures are S&P total return · Shiller monthly convention, from each episode entry's quarter end; medians over completed windows only.

The shape of what followed — today's band

ONE DOT = ONE CLOSED PALE RED ENTRY · DECLINES RED

-12%0%+115%
+1y
+3y

1 of 19 ended lower at +1y · 2 of 17 at +3y

Colors state distance from trend, not a return forecast — the register is the only forward statement.

The band register

60 ENTRIES SINCE 1963 · NEWEST FIRST
entrybandσ at entrytime in bandS&P +1yS&P +3y
2025Q4 · openpale red+1.18σ3qopenopen
IN BAND 2025Q4 +1.18σ · 2026Q1 +1.11σ · 2026Q2 +1.41σ • OUTCOME open — the 1-year window resolves at 2026Q4 • NEXT BOUNDARY crosses to deep red at +2.0σ
2025Q1neutral+0.92σ3q+18.5%open
2024Q4pale red+1.02σ1q+15.4%open
2024Q1neutral+0.86σ3q+11.4%open
2023Q3pale red+1.05σ2q+29.4%open
2023Q2neutral+0.99σ1q+26.5%+78.3%
2023Q1pale red+1.04σ1q+32.3%+74.6%
2022Q4neutral+0.95σ1q+21.7%+82.7%
2022Q2pale red+1.13σ2q+13.3%+61.7%
2022Q1neutral+0.89σ1q-8.1%+35.4%

· A band entry is the quarter the reading changes band; consecutive same-band quarters are one occupancy. Every count opens to its individually listed episodes.

Colors state distance from trend, not a return forecast — the register is the only forward statement.

TESTED · WATCHABLE

Margin mean reversion

Across four elevated episodes since 1991, margins never closed half the gap back to their historical median in the modern era — zero reversions across all three post-2000 episodes at any horizon. Not a usable timing tool for 25 years; the register accrues as new episodes complete.

4 episodes · frozen pre-registration · both bases scored

TESTED · VALIDATED, n=3

Early recoveries are under-reported

All three qualifying recoveries (2001, 2009, 2020) were first reported weaker than they proved: episode revisions of +1.09, +1.57, +1.27 points of GDP share against an all-quarter median of +0.88. Three episodes is a small base; the claim is stated only that strongly.

feeds the trust dial · the trough quarter itself revised down in 2001

Context — kept beneath the insight layer by design

Full-history percentile (demoted to context): today sits at p100.0 of all revised history. The expanding percentile has been above its p80 line for 88 of the last 91 quarters — it describes a regime, not a signal.

How much first prints later moved
-0.95pp+2.22ppzero+0.88 medianmiddle 50% of revisions

how much first prints later moved (first release → today, all 140 vintage-true quarters)

Elevated spells (percentile basis): 1997–2000 · 2003–2009 · 2009–2019 (42 quarters) · 2020–present (open).

Where the profits come from →

Counts, never probabilities. No forecasts; no state verdicts. S&P figures are total return · Shiller monthly convention — dividends reinvested monthly (see "The total-return basis" on the Confluence methodology). Methodology →