Hi, Cobra, 你是百科全书。请教: ”Hindenburg Omen signal from last Thursday (August 12th) was conf ... oldpigwang 发表于 2010-8-20 10:55
For what it's worth, the table below shows the S&P's performance after we got a second Hindenburg Omen signal within two weeks of the first one (I've excluded any that occurred on back-to-back sessions). The "Max Gain" and "Max Loss" columns show the S&P's best gain and worst loss during the next three months.
Date |
1 Week
Later |
2 Week
Later |
1 Month
Later |
3 Months
Later |
Max
Gain |
Max
Loss |
# Days
'Til Low |
05/20/65 |
-1.5% |
-2.3% |
-4.6% |
-2.7% |
0.3% |
-9.5% |
26 |
11/18/65 |
-0.2% |
-1.0% |
-0.6% |
0.5% |
2.7% |
-3.3% |
11 |
12/27/65 |
0.7% |
2.0% |
2.6% |
-2.2% |
3.5% |
-5.3% |
52 |
10/13/67 |
-0.7% |
-1.1% |
-4.8% |
-0.2% |
1.9% |
-6.2% |
18 |
03/26/74 |
-4.7% |
-5.5% |
-8.6% |
-9.2% |
0.3% |
-12.3% |
44 |
05/31/78 |
3.0% |
2.3% |
-1.7% |
6.3% |
9.3% |
-3.8% |
25 |
10/08/79 |
-5.9% |
-8.4% |
-7.9% |
-0.9% |
0.4% |
-9.9% |
13 |
12/26/79 |
-2.4% |
2.0% |
5.4% |
-8.4% |
11.5% |
-9.2% |
63 |
02/12/80 |
-1.2% |
-4.7% |
-10.4% |
-9.8% |
2.0% |
-20.1% |
30 |
07/22/86 |
-1.5% |
-0.5% |
4.9% |
-0.9% |
6.7% |
-4.2% |
48 |
07/10/90 |
3.1% |
-0.2% |
-5.1% |
-12.1% |
3.7% |
-17.0% |
56 |
12/19/91 |
6.3% |
9.3% |
7.9% |
7.5% |
10.1% |
- |
- |
12/20/99 |
2.8% |
-1.3% |
1.9% |
5.3% |
5.4% |
-6.6% |
46 |
04/17/06 |
1.8% |
1.6% |
0.5% |
-4.0% |
3.2% |
-5.1% |
40 |
06/21/07 |
-1.1% |
0.5% |
1.3% |
-0.2% |
2.2% |
-10.0% |
38 |
07/18/07 |
-1.8% |
-5.2% |
-8.7% |
-0.5% |
1.9% |
-11.4% |
20 |
10/25/07 |
-0.4% |
-2.6% |
-7.1% |
-10.6% |
2.5% |
-16.1% |
59 |
|
|
|
|
|
|
|
|
Median |
-0.7% |
-1.0% |
-1.7% |
-0.9% |
2.7% |
-9.2% |
39 |
% Positive |
35% |
35% |
41% |
24% |
|
|
| |