[技术分析] SPY Seven Consecutive LL

silicon_beaver

SPY has seen seven consecutive LL. What's next?
I calculated its statistics. Historically, 6 out of 8 events, market bounced green next day (But eventually went lower). 2011 and 1998 were worst cases.

(event of 2011, next day was green, then down 3 other days. nightmare for most 道上玩人).
Consecutive    Next_Day_Up    Down    Even
N=1 (Lows)    600    537    9   
N=2               344    277    5   
N=3               166    140    1   
N=4                 76    63        
N=5                  47    21        
N=6                  18    11        
N=7                      6    2      
N=8                      1    3        
N=9                      1    1        
N=10                          1        
N=11                    1            
N=12                          1   


N=7 events as below.   
dates of last events
7/25/2011
10/2/2008
6/18/2007
9/13/2005
1/14/2003
1/8/2002
7/20/1998
3/24/1994

silicon_beaver

chart and table also seen here.
(no idea to post them here  )
http://www.chineseindc.com/blog/ ... o=blog&id=23738

西门吹雪

LuckyHappy

dsp

cellphone

支持一下。

看法，在（Ａ）浪中应该更熊一点。

6th-sense

回复 1# silicon_beaver


后面应该。。。
跌
大跌
跌跌跌

啥。。。。

cellphone

回复  silicon_beaver


后面应该。。。
跌
大跌
跌跌跌:yct44 ...
6th-sense 发表于 2012-10-28 18:36

俺喜欢阴跌，每天5点的那种。每天都给牛牛一点希望，但每天5点，整死牛牛

tfmegatron

cellphone

On bad side, if you consider next days (with 5-day spacing), after seven consecutive LL, s ...
silicon_beaver 发表于 2012-10-28 19:27

   
Hum, valuable table. It's indeed a bearish bias

silicon_beaver

Re-calculation (updated with latest Event 10/18 - 10/28 seven consecutive LL)

下载 (19.25 KB)

2012-11-1 01:03

silicon_beaver

After seven consecutive LL, next days with 5-day spacing, seemed bloody. see below:
10 5-day means 50 days. i.e. after 50 days, statistics says still high chance to see a down market.

下载 (20.12 KB)

2012-11-1 01:05

catbear

我现在都不敢谈统计结果了。

按统计， 选举日100% 比上周一（1433）高。现在是1412，还剩下4天了。。。