5 red days in a row for SPY, what's 6th?

nova · 发表于 2011-4-13 08:38 PM

本帖最后由 nova 于 2011-4-14 00:10 编辑

down 5 days, but lost only 1.6%
Here is what I got

5 down days in a row has happened 35 times since 1993, average 5.2% lost.
6th down day happened 9 times.
Only 3 times out of 35 are down less than 1.6%, then the 6th day changes less than 0.5%(two green and one red).
If 6th day is red, then we will have a down day next more likely (5 out of 9).

See what was going on when SPY was down 5 days in a row from 2/18/2004 with less than 1.5% lost
any similarity?
4-13-2011 9-21-25 PM.png

胡同儿串子 · 发表于 2011-4-13 08:45 PM

源济 · 发表于 2011-4-13 08:56 PM

nanosensor · 发表于 2011-4-13 09:00 PM

ppteam · 发表于 2011-4-13 09:02 PM

how to profit from this stats?

牛熊 · 发表于 2011-4-13 09:03 PM

Fan8an · 发表于 2011-4-13 09:59 PM

永恒罗马 · 发表于 2011-4-13 11:11 PM

wave · 发表于 2011-4-14 02:24 AM

丛林法则 · 发表于 2011-4-14 04:58 AM

ppteam 发表于 2011-4-13 22:02
how to profit from this stats?

I do not think any such trick can earn more money than market return

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[灌水] 5 red days in a row for SPY, what's 6th?

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