是否 higher chance to bounce if more days in down?

silicon_beaver

SPX has been red in seven consecutive days. 好凄凉的一周。
Every tomorrow is expected green, by bulls.

I was wondering if, more days in down, higher chance tomorrow to go green.
This weekend, I calculated the SPX historical data using yahoo finance data (since Jan 03 1950). My conclusion is
No. There is no positive implication.

Below is calculation result (statistical analysis), assume market SPX has been in red “N” days.
N        next day green         red        unchanged
N=12        1        0        
N=11        2        1        
N=10        2        3        
N=09        6        5        
N=08        10        11        
N=07        22        21        
N=06        61        44        
N=05        114        105        
N=04        219        219        
N=03        489        438        3
N=02        915        930        13
N=01        1702        1858        30

Notes:
1. N > 12 days never occurs (hence, if we see 12 consecutive red days, tomorrow must go green, 100% sure).
2. In general, next day is almost always with 50-50 chance, under whatever “N” days red  (except N=6)
3. For present market, N=7, chance is 22-21 that tomorrow will go green or red.

My quantitative analysis series:
1. 过去几年中，SPX在200天均线下面的时间。
2. Close of Day of VIX vs. SPX

spo

EagleMM

shoujie

Good job

benbendan

NYQ

dsp

hunting

cat2011

liblib123

统计数字好像有点问题啊。next day green+red+unchanged应该等于（N-1)时的next day red 吧？N>=7后都不太对啊。还是我想错了？

wymond

silicon_beaver

Thanks liblib123 for pointing out an error, I have fixed it.
(N=7 is present case, needs a specific process, but I had forgot to remove it for next N=8, 9 ,... process)

dodofish

coolboy

mayoutu

楼主的意思是说，没有人活过120岁n天，那么如果将来有人活到120岁n+1天，必然立即死掉

Ed02

东北妞

linday

Thanks LZ for your hard work!

mayoutu

回复 linday 的帖子

linday  You don't understand statistics at all, sorry, that is what your question told me.  发表于 2011-11-30 21:23

Of course I know statistics. That's why I ironically ask that question.

catbear

最近10年的统计是什么？

60年太长了。