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发表于 2011-10-23 10:59 AM
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Ok.
According CoolMax’s last suggestion, weekend I re-calculated every intersection/crossover point on SPX daily chart, then counted the days between each interval/spacing.
By 10/21/2011, market has been 58 days under 200sma. Similar cases are
Date Adj Close 200sma Offset Days of BB
6/3/1960 56.23 56.77 -0.54 -97
8/20/1982 113.02 114.74 -1.72 -71
10/21/2011 1238.25 1274.70 -36.45 -58
6/13/1994 459.1 461.98 -2.88 -54
4/3/1968 93.47 93.47 0.00 -50
Note
Days of BB: Days under (Bearish, negative) or above (Bullish, positive) 200sma, using yahoo SPX data since Jan 01 1950.
In last twenty years, only June 1994 was running into a similar situation (54 days under 200sma). Not sure if June 1994 considered as “Bearish”.
If we consider August 1982 as “Bearish” (71 days under 200sma), the present market has another 13 days to go.
Fully calculation data and interpretation. As Cobra said, human uses Bull to farm since its strength can last longer than Bear. 
I don’t attach any charts because charts over 61 years don’t provide details.
1.
Below are the five longest bearish periods, three of them happened in last ten years.
Date Adj Close 200sma Offset Days of BB
5/29/2009 919.14 928.61 -9.47 -358
9/24/1970 81.66 82.67 -1.01 -330
1/3/2002 1165.27 1166.72 -1.45 -314
1/28/1975 76.03 77.22 -1.19 -314
3/20/2003 875.67 893.35 -17.68 -245
2.
Below are the five longest bullish periods. None of them in last ten years. We miss strong Bulls.
Date Adj Close 200sma Offset Days of BB
4/29/1952 23.49 23.38 0.11 381
6/8/1965 85.93 85.92 0.01 386
7/12/1996 646.19 631.65 14.54 394
8/26/1998 1084.19 1058.13 26.06 525
5/22/1956 45.26 45.03 0.23 628
3.
The fully sorted days (Bear to Bull), from Jan 01 1950 to Oct 21 2011
Date Adj Close 200sma Offset Days of BB
5/29/2009 919.14 928.61 -9.47 -358
9/24/1970 81.66 82.67 -1.01 -330
1/3/2002 1165.27 1166.72 -1.45 -314
1/28/1975 76.03 77.22 -1.19 -314
3/20/2003 875.67 893.35 -17.68 -245
5/10/1982 118.38 119.47 -1.09 -185
4/14/1978 92.92 93.67 -0.75 -184
1/10/1967 82.81 83.19 -0.38 -174
4/17/1958 42.25 42.69 -0.44 -171
6/3/1988 266.45 267.17 -0.72 -161
11/21/1962 60.81 61.41 -0.60 -158
10/30/1953 24.54 24.65 -0.11 -151
8/2/1984 157.99 159.05 -1.06 -133
10/4/1973 108.41 109.38 -0.97 -121
1/23/1991 330.21 332.73 -2.52 -120
7/18/1977 100.95 101.11 -0.16 -119
4/30/1957 45.74 46.00 -0.26 -118
6/3/1960 56.23 56.77 -0.54 -97
8/20/1982 113.02 114.74 -1.72 -71
10/21/2011 1238.25 1274.70 -36.45 -58
6/13/1994 459.1 461.98 -2.88 -54
4/3/1968 93.47 93.47 0.00 -50
11/9/1960 55.35 55.53 -0.18 -46
8/11/1965 86.13 86.18 -0.05 -45
12/15/1971 98.54 98.77 -0.23 -44
5/6/1980 106.25 107.08 -0.83 -39
3/1/2002 1131.78 1152.86 -21.08 -38
7/29/1994 458.26 460.63 -2.37 -32
3/7/1990 336.95 338.95 -2.00 -32
9/1/2004 1105.91 1111.93 -6.02 -31
1/19/1977 103.85 102.98 0.87 33
9/15/2000 1465.81 1445.87 19.94 34
11/17/1986 243.21 237.94 5.27 34
1/15/1960 58.38 58.09 0.29 34
11/6/2007 1520.27 1482.94 37.33 41
5/4/1979 100.69 99.97 0.72 41
7/27/2000 1449.62 1423.16 26.46 42
12/2/1975 89.33 87.82 1.51 42
1/22/1968 94.03 93.80 0.23 42
6/17/1992 402.26 401.38 0.88 48
11/15/1988 268.34 266.31 2.03 52
8/19/1988 260.24 258.41 1.83 52
8/2/1990 351.48 345.20 6.28 61
9/12/1956 47.05 46.67 0.38 66
10/1/1992 416.29 412.46 3.83 73
8/13/1957 46.3 45.98 0.32 73
2/17/2000 1388.26 1361.81 26.45 78
4/7/1992 398.06 394.52 3.54 80
3/7/1980 106.9 106.79 0.11 81
2/26/1973 112.19 111.84 0.35 87
10/18/1979 103.61 102.62 0.99 96
10/4/2005 1214.47 1200.10 14.37 99
3/30/1953 25.61 25.32 0.29 100
10/14/1952 24.48 24.30 0.18 114
4/14/2005 1162.05 1153.51 8.54 117
10/25/1978 97.31 96.44 0.87 133
3/1/1966 90.06 89.57 0.49 139
5/22/2006 1262.07 1257.86 4.21 140
9/12/1975 83.3 83.19 0.11 156
2/18/1969 101.4 100.98 0.42 192
10/8/1976 102.56 101.65 0.91 202
11/2/1967 92.34 92.12 0.22 207
11/18/1991 385.24 380.73 4.51 208
10/13/1972 107.92 107.72 0.20 211
7/29/1971 96.02 95.66 0.36 213
5/19/2010 1115.05 1102.16 12.89 216
8/1/2011 1286.94 1285.41 1.53 224
9/22/1999 1310.51 1301.89 8.62 226
10/14/1987 305.23 298.32 6.91 227
9/11/1986 235.18 230.78 4.40 232
8/2/2007 1472.2 1450.33 21.87 243
5/4/1981 130.67 130.45 0.22 243
11/21/1963 71.62 69.97 1.65 252
9/16/1985 182.88 181.55 1.33 283
1/19/1990 339.15 335.32 3.83 293
7/15/2004 1106.69 1103.19 3.50 313
4/3/1962 68.81 68.75 0.06 332
12/13/1983 164.93 163.34 1.59 333
9/14/1959 56.99 56.92 0.07 355
3/24/1994 464.35 461.50 2.85 363
4/29/1952 23.49 23.38 0.11 381
6/8/1965 85.93 85.92 0.01 386
7/12/1996 646.19 631.65 14.54 394
8/26/1998 1084.19 1058.13 26.06 525
5/22/1956 45.26 45.03 0.23 628 |
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狗仔卡
发表于 2011-10-21 03:31 PM
