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发表于 2016-3-17 10:29 PM
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过山车 发表于 2016-3-17 07:31 PM 
明天该反转了,再不反转,情况就复杂了,熊车就要出轨了
可能要到下周。我那有个专门研究顶和底的瑞士人,他的数据指向下周。
When I have the time, I always like using my data to produce info
that might prove helpful. Given the stronger than expected move today, I
thought I would look at:
Trend days up (at least so far it is a trend day) in the midcaps on the Thursday before opex
• There have been 11 in the last 7 years
• 4 were higher on opex day and made post opex tops
• 3 were lower on opex day and made post opex tops
• 1 Topped on Opex Thursday
• 1 Gapped up, made a low below the Thursday lows and then rallied
• Two were not relevant as they were in a bottoming process
Here is the data:
1. May 09 – (not relevant) – was near corrective lows. Rallied all opex
Thursday. Fell to a corrective low on opex Friday and rallied.
2. Oct 09 – (Lower on opex day – post opex top) Closed at the highs on
opex Thursday. Gapped down and closed lower on opex day – but then
rallied the following week a bit above the Thursday highs, stalling out
and rolling over on the Wednesday post opex
3. Feb 10 – (Lower on opex day – post opex top) Market gapped down on
opex Friday and then continued rally until Monday post opex before
pulling back to the 20 day MA
4. Feb 12 – (Higher on Opex Day and then small post opex top) Gapped
down on Opex Thursday and rallied all day. Kept going until a gap up on
the Tuesday post opex / post holiday failed, but the pullback was small
5. Mar 12 – (Higher on opex day and then a small post opex top) Market
kept going until topping on the Monday post opex and then pulled back
until the following Friday as it pulled back to below the opex Thursday
lows
6. Aug 12 – (Higher on Opex Day and then small post opex top) Market
closed strong and gapped up on o pex day and had a hammer day.. Market
did not go far until a gap up on the Tuesday post opex failed and the
market pulled back to the 20 day MA
7. Mar 13 – (Topped on Opex Thursday and fell) topped out near the close
on opex Thursday and fell to a low pre FOMC on the Tuesday post opex –
just a minor pullback
8. Jul 13 – (Lower on Opex Day and then small post opex top) Super
strong market – did gap down on opex day and then kept moving higher.
Finally minor topped on the Wednesday post opex.
9. Aug 14 – (Did make a lower low on opex day and then rallied) Market
had bottomed the previous week and was strong all of opex week, it was
higher all Thursday. Gapped up on the Friday and fell sharply until
early afternoon and then reversed and kept climbing in to September
10. Oct 14 – (Not relevant) Major low on Opex Wednesday and the market was off!
11. May 15 – (Higher on Opex Day and then small post opex top) had sold
off in to opex Tuesday and then the market was relentlessly higher with a
small gap up hanging man on opex day and then another surge on the
Monday post opex – market then stalled and reversed on Wednesday post
opex – but the pull back took some time
Quite the persistent market – I thought we had consigned it to history. |
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