All Down Day研究结果

dividend_growth

俺的统计从20070103开始，用的是SPX, AGG, GLD, USO, UUP, VIX（这里可能有误，如果能用WTIC, USD更好，但俺没有数据）：

6个全跌的日子：20090428, 20080903

除VIX外都跌的日子：20090213, 20090107, 20070626, 20070620, 20070605

市场第二天的表现：
20080904 SPX -38.15 -2.99%
20090214 SPX -37.67 -4.56%
20090108 SPX +3.08 +0.34%
20070627 SPX +13.45 +0.90%
20070621 SPX +9.35 +0.62%
20070606 SPX -13.57 -0.89%

市场一周后的表现：
20080910 SPX -42.94 -3.37%
20090220 SPX -56.79 -6.87%
20090114 SPX -64.03 -7.06%
20090702 SPX +26.54 +1.78%
20090627 SPX -6.50 -0.43%
20090612 SPX -37.95 -2.48%

wxw

good job!

何鸿燊

日期好像乖乖的。

javamood

bushbreeze

好帖。看来明天一天可能震荡，但收盘不会大跌或大升，但顶也许大概可能就是876了

mlif

back to the future

dsp

谢谢！看来这周要终结7连绿了。

ripplelet

dingdingding~

小亥

nice job!

小亥

Glad to know the future

20090702 SPX +26.54 +1.78%
20090627 SPX -6.50 -0.43%
20090612 SPX -37.95 -2.48%

xiaozhu

20090702???

xiaobailong

Glad to know the future

20090702 SPX +26.54 +1.78%
20090627 SPX -6.50 -0.43%
20090612 SPX -37.95 -2.48%
小亥 发表于 2009-4-29 02:54

看贴真仔细啊。应该是２００７年。

xiaobailong

如果有人能做一个十年统计，从１９９９年开始，就更好了。

qiangge

xiaoxiaozhang

小咪

1# dividend_growth


谢谢Jerry小老鼠

johndai

顶

maserati

1# dividend_growth

"市场一周后的表现：
20080910 SPX -42.94 -3.37%
20090220 SPX -56.79 -6.87%
20090114 SPX -64.03 -7.06%
20090702 SPX +26.54 +1.78%
20090627 SPX -6.50 -0.43%
20090612 SPX -37.95 -2.48%"

Just wanna point out the bold ones are typo (2007 not 2009). Looks like that downside overweights upside.

stone

Thanks D_G!

菜鸟