数理预测 VIX vs. SPX. VIX daily hi outside upper BB consecutively seven days

silicon_beaver

VIX daily hi outside upper BB consecutively (as of 05/31/2013, seven days, N=7) and and last day up over 10%
(please read VIX and SPX charts above)

数理预测
What' next days?

When N>=6 (i.e. N=6, 7, 10, and 12. see below table), next day all went up/green. pay attention to 9/2/2008, it took N=4, 10, 12 three events.

Most recent one was 12/19/2012 (I marked it on the VIX chart). The green was on 12/31/2012 (up 23.76 pts) and on Jan 02 2013 (up 36.23 pts).

because N=7 now (from 05/22/2013), hence, Monday should go green.



BXZL

葡萄柚

chinesebuffet

终于等到牛郎回来发贴了！ 无脑顶！

silicon_beaver

chinesebuffet 发表于 2013-6-2 10:49 AM
终于等到牛郎回来发贴了！ 无脑顶！

My dream was 1700. possibly a no-go this time. Ben ruined the party.   

silicon_beaver

I couldn't revise my post?

Here is a reduced version of the calculation table. easier to read.

股市估市

第4波的C，还会弹。

chinesebuffet

股市估市 发表于 2013-6-2 01:29 PM
第4波的C，还会弹。

1612到底！

higherhigh

lilitulip

Simpletrader

Great stuff

oldfox

Ed02

开小差

where have u been

九天

决定在美国开市前Lang SP June 2013。现在1628。

silicon_beaver

ok.
The Monday green is done. Statistics works when it does.

Ed02

aimei

葡萄柚

今天真的收绿了。

ctcld

Good One

dsp

good