Some FOMC Day Statistics

bucks

FYI ONLY.

Here FOMC day is defined as the day with a FOMC statement release. It may be scheduled or unscheduled.

Following table lists the date, the SPX close, and the Close% in next day, 5 days and 10 days. It's a quick work, hopefully it's error-free. (BULL or BEAR uses SMA20 as the reference line.

As Cobra said, post-FOMC day tends to go opposite. It also doens't look in short-term post-FOMC days have much up room. Well, of course it depends on market conditions.

buohya

d

acura

thx

sunnysunny

这个贴一定要顶!

90ufo

Thanks for all three of your statistical analysis posts!