牛的日子 还长着呢

silicon_beaver

If Bull plans to run 100's days as usual.
(about 20's day to continue, i.e. four weeks)



In above chart, I calcualte the days of "Close above 200SMA".
Last time I did this was 2011, but for Bear (过去几年中，SPX在200天均线下面的时间。).

DCE

从另一方面说，股市在200天下很短，在上很长。上次是224天，这次远超224天

silicon_beaver

Some statistics

Close above 200SMA (consecutive):
Present is 86 days. Historical mean is 177 days. So Present number far below the mean value.

Close above 200SMA (consecutive) by percentage:
Present is 8.40% (yesterday close 1552 was 120 points higher than 200SMA 1432). Historical mean is 7.12%. In this way, seems Present overshoots a little bit.

Close_above_200SMA (in total)         10833 days (since Jan 1st 1950)
Close_under_200SMA (in total)        4876 days (since Jan 1st 1950)

ddd

对胡同里的邻居们更有意义的可能是 days above 50SMA and 34SMA.

coexist

good chart

silicon_beaver

ddd 发表于 2013-3-26 06:44 PM 对胡同里的邻居们更有意义的可能是 days above 50SMA and 34SMA.

Here you go, for 50SMA


Statistics
Close above 50SMA (consecutive): Present is 58 days. Historical mean is 55 days.
Close above 50SMA (consecutive) by percentage: Present is 2.22% (yesterday close 1552 was 34 points higher than 50SMA 1518). Historical mean is 2.93%.

Close_above_50SMA (in total): 9982 days (since Jan 1st 1950)
Close_under_50SMA (in total): 5877 days (since Jan 1st 1950)

kkgrd

Bencat

donalan

befriend

5883

郁闷，这个月不炒股，只看黄色小说算了

hunting

牛兄的功力大增，，，顶一个，，

ddd

silicon_beaver 发表于 2013-3-26 07:04 PM
Here you go, for 50SMAStatistics
Close above 50SMA (consecutive): Present is 58 days. Historical  ...

aimei

疯牛无法无天了

jymlo88

zmkh

牛牛们玩起刻舟求剑了。

九天

超过２００ＳＭＡ的平均天数１７７天，目前８５天，长期牛的日子长着呢。
超过　５０ＳＭＡ的平均天数　５５天，目前５８天，短期牛市概率小。

非常好的统计。
如果是短期统计，你们就可以写源码模拟验证了，而且实战中的确有数理统计程序交易。可能保密的ＨＦＴ里用。

lilitulip

到了200 SMA 时，似乎是调整快结束时，但对于预报调整从而close position 好像有些滞后？ 谢谢。

小牛

真的跌不下去啊。
俺就是防止5月离场

silicon_beaver

lilitulip 发表于 2013-3-27 08:29 AM
到了200 SMA 时，似乎是调整快结束时，但对于预报调整从而close position 好像有些滞后？ 谢谢。

LT 预报 is always laggard.

Getting peak then starting to pullback would be earlier. As you said, at 100th day, 到了200 SMA，似乎是调整快结束了。