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发表于 2010-8-17 10:58 AM
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错啦！应该是Omen发生后一腚有100%的crash。但是，crash前并不一腚有Omen发生。。。一个是一腚，一个是 ...
shoujie 发表于 2010-8-17 12:47 
看一下老蛇的转帖：
http://www.hutong9.net/viewthrea ... &extra=page%3D2
Based upon the five parameters noted above, here抯 what we found: Confirmed Hindenburg Omens are very rare. There have been only 27 confirmed Hindenburg Omen signals over the past 22 years. June 16th抯 is the 27th. This is amazing when you consider that during that time span, there were roughly 5,900 trading days. Of those 5,900 trading days where it was possible to generate a Hindenburg Omen, only 191 (3.2 percent) generated one, clustering into 27 confirmed potential stock market crash signals.
If we define a crash as a 15% decline, of the previous 26 confirmed Hindenburg Omen signals, seven (27.0 percent ) were followed by financial system threatening, life-as-we-know-it threatening stock market crashes. Three (11.5 percent) more were followed by stock market selling panics (10% to 14.9% declines). Four more (15.4 percent) resulted in sharp declines (8% to 9.9% drops). Six (23.0 percent) were followed by meaningful declines (5% to 7.9%), four (15.4 percent) saw mild declines (2.0% to 4.9%), and two (7.7 percent) were failures, with subsequent declines of 2.0% or less. Put another way, there is a 27 percent probability that a stock market crash ?the big one ?will occur after we get a confirmed (more than one in a cluster) Hindenburg Omen. There is a 38.5 percent probability that at least a panic sell-off will occur. There is a 53.9 percent probability that a sharp decline greater than 8.0 % will occur, and there is a 76.9 percent probability that a stock market decline of at least 5 percent will occur. Only one out of roughly 13 times will this signal fail.
All the biggies over the past 23 years were preceded and identified by this signal (as defined with our five conditions). |
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狗仔卡
发表于 2010-8-17 10:54 AM
