07/02/2010 After Bell Quick Summary

Cobra

One trick for the next Tuesday, when both VIX and SPX closed in red, 25 out of 34 times (74%) a green day the next day.

 

 

Wondering what happened when box VIX and SPX closed in red for 2 days in a row? Well, not much edge since year 2000 if you buy at today’s close and sell at close the next Tuesday.

 

 

SPX has been down 5 days in a row, so what happened if you buy at close today and sell at close the next Tuesday?

 

 

Well, the results are impressive but there’s an issue (not bug) in the back test software. See chart below (red bars), it counts the 6/7/8 consecutive down days as 5 consecutive down days because they all fit for the condition I specified for the back test software. So basically the back test means you buy at today’s close and hold until the first green day, you always win since year 2000.

 

 

Again and again, whatever I present here is merely what I found, it never represents my view of the market as you all know I should never tell you that maybe this time is different, because it’s up to you to decide. Enjoy your long weekend and happy Independence Day!

donkeygirl

thanks

X中国陆军

Fig

nanosensor

Thanks

90ufo

http://seekingalpha.com/article/ ... treaks?source=yahoo    <== go to this URL to see a table (懒了,不转贴了).

B.I.G. Stats: DJI down 7 days in a row

Yesterday we noted that the percentage of stocks in the S&P 500 trading above their 50-day moving averages was down to levels not seen since the late 2008 collapse.

Now the Dow is on a 7-day losing streak, which also hasn't happened since late 2008 (10/9/08). There have been 32 prior 7-day losing streaks for the Dow over the last 50 years.

And just because the index has been down doesn't mean it's due for a rally. Historically the index has been essentially flat on day 8, and averaged a decline of 0.29% over the next week. The median change over the next week is even worse at -0.92%, and gains over the next week have only occurred 31% of the time. Back in October 2008 when the 7-day losing streak occurred, the Dow went on to decline 1.49% on day 8, but it was up 4.66% over the next week.

Cobra

90ufo 发表于 2010-7-2 17:31

    Thanks.

ranchgirl

I am starting to buy slowly for term holdings

hhli3

sniffer

回复 1# Cobra


  谢谢老蛇。祝周末愉快。今天关门海底捞了点刺激的。。等下周的国庆焰火。。。。。政府放花， 花街放炮。。。。等着，，

永恒罗马

navybean

Thanks

H@T

acoust

Newbull

huyi0001

quickcow

maldini

zleyre22

One trick for the next Tuesday, when both VIX&nbsp;and SPX closed in red, 25 out of 34 times (74%) a ...
Cobra 发表于 2010-7-2 17:16

100    % winning rate? can i buy after market?

新低手