08/17/2009 白天灌水

trueself

tianshi1013

Good morning

trueself

ice_tea

zao

Cobra

The S&P was earlier indicated to gap lower by more than -2%, the first time we'd seen a gap down that large since March 30th.  When the S&P futures have opened -1.5% or lower on a Monday, then they managed to close higher than the open only 40% of the time (8 out of 20 occurrences), with an average return of -1.6%.  When Friday was also down, then Monday's win rate dropped to 36%, so obviously there weren't a lot of times we saw an immediate rebound.



However, buying the close on Monday and holding through Wednesday's close led to 75% winning trades anytime Monday gapped down -1.5% or more, and of those 11 times that Friday also closed negatively, then buying Monday's close and holding for two days led to 91% winners with an average return of +3.6%.

yoy_158

大家早

trueself

The S&P was earlier indicated to gap lower by more than -2%, the first time we'd seen a gap down that large since March 30th.  When the S&P futures have opened -1.5% or lower on a Monday, then they ma ...
Cobra 发表于 2009-8-17 09:03

thanks!

slcgh

老熊把前排甲座全占了，打屁股！

Cooker

Morning

MFTHT

Morning.

rosyrosy

Morning!

target1

Thanks, Cobra!

weigoodone01

zpwang

ding,laoda

palm

morning.

Cobra

绿线为Support。

slp

noenoe

zhishun

抄底at the close?

The S&P was earlier indicated to gap lower by more than -2%, the first time we'd seen a gap down that large since March 30th.  When the S&P futures have opened -1.5% or lower on a Monday, then they ma ...
Cobra 发表于 2009-8-17 09:03

dara

haha, good morning