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标题: [技术分析] SPY Seven Consecutive LL [打印本页]

作者: silicon_beaver 时间: 2012-10-28 18:36 标题: SPY Seven Consecutive LL

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

作者: silicon_beaver 时间: 2012-10-28 18:40

chart and table also seen here.
(no idea to post them here

)
http://www.chineseindc.com/blog/ ... o=blog&id=23738

作者: 西门吹雪 时间: 2012-10-28 18:46

作者: LuckyHappy 时间: 2012-10-28 18:49

作者: dsp 时间: 2012-10-28 19:10

作者: cellphone 时间: 2012-10-28 19:26

支持一下。

看法，在（Ａ）浪中应该更熊一点。

作者: 6th-sense 时间: 2012-10-28 19:36

回复 1# silicon_beaver

后面应该。。。
跌

大跌

跌跌跌

啥。。。。

作者: cellphone 时间: 2012-10-28 20:03

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

作者: tfmegatron 时间: 2012-10-28 20:24

作者: cellphone 时间: 2012-10-28 20:57

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

作者: silicon_beaver 时间: 2012-11-1 01:03

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

图片附件: index.png (2012-11-1 01:03, 19.25 KB) / 下载次数 13
http://mail.yayabay.com/forum/attachment.php?aid=646034&k=b7c0762e6994bc0f525bc4ee4c7456e2&t=1732439034&sid=uamj9x

作者: silicon_beaver 时间: 2012-11-1 01:06

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.

图片附件: index1.png (2012-11-1 01:05, 20.12 KB) / 下载次数 13
http://mail.yayabay.com/forum/attachment.php?aid=646035&k=3917573dd07d666609681b96a11cbd85&t=1732439034&sid=uamj9x

作者: catbear 时间: 2012-11-1 01:52

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。。。

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