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小小低开，但是跳出了周五的range，因此no idea这个空要不要补。小小统计说，可能短期熊，但是会有反弹，看起来符合我说的tradable bottom close的说法，There have been 24 other times that SPY closed lower four days in a row, with a loss greater than -3%, then gapped down more than -0.25% the next morning. 19 of those times (79%), it was higher three trading days later, with a median return of +2.5%. The average drawdown (i.e. worst loss at any point during the trade) showed a median of -1.1%, compared to a median maximum gain of +4.0%. There is also a modest bullish bias to August option expiration, with SPY showing a positive return 73% of the time. And according to the ISE exchange, there was a large number of put options bought compared to call options on Friday. When the equity-only put/call ratio has dropped below 100, it actually was fairly bearish over the next couple of days, with the S&P positive only 36% of the time. But the three days after that were up 82% of the time. So if we do see some follow-through weakness early this week, it should be eased as we head closer to the end of the week.
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狗仔卡
发表于 2010-8-16 07:01 AM
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发表于 2010-8-16 07:01 AM
发表于 2010-8-16 07:02 AM
