Glossary/Investor behavior

Recency Bias

Also known as Recency effect

Recency bias gives disproportionate weight to recent events when estimating probabilities, trends, or future returns.

Editorially reviewed 2026-07-30

Why recency bias matters

It encourages performance chasing, abandonment after short weakness, and assumptions that the current regime will persist.

How it is applied

Investors use long samples, multiple regimes, rolling results, valuation, base rates, and predetermined rebalance rules.

Portfolio example

After several strong equity years, an investor raises expected return and reduces perceived risk just before conditions reverse.

How to interpret it

Recent information can be relevant, but its weight should reflect persistence and evidence.

Limitations and common misconceptions

Long histories may include obsolete regimes, so combating recency does not mean ignoring structural change.

Sources and further reading