过去几年中，SPX在200天均线下面的时间。

silicon_beaver

It's a project proposed by CoolMax LaoDa (Linked)

I only know market events since year 2008.
When every time SPX 200SMA does intersect/crossover with SPX daily chart, I set a divide. Year 2008 to 2011 now, divided into three sections, read SPX chart below (be careful, each section is NOT same length, but close):



Period of 9/14/2010 to 10/19/2011
08/02/2011 is a turning point.
All days since 08/02/2011 are under 200SMA, total 56 days as of 10/19/2011.
Prior to 08/02/2011 all above 200SMA, total 224 days.
10/03/2011 is with greatest offset below 200SMA (-180.17).
In contrast, 02/18/2011 is with greatest offset above 200SMA (+177.53).

Period of 06/01/2009 to 09/10/2010
ups and downs.
under 200SMA, total 71 days.
above 200SMA, total 253 days.
07/02/2010 is with greatest offset below 200SMA (-89.19).
10/15/2009 is with greatest offset above 200SMA (+187.48).

Period of 01/02/2008 to 05/29/2009 (this period everyone remember)
all under 200SMA, total 255 days.
11/20/2008 is with greatest offset below 200SMA (-494.26).
05/19/2008 is with least offset below 200SMA (-1.12).

SMA, simple moving average

dsp

Good job.

silicon_beaver

The comparison tells,
present market looks bearish, but not a big bear. However, it may develop into a big one if not move above the 200MA quickly (since now far below 200SMA, these days dragging down the 200SMA quick in oncoming weeks)

wyjhyd

makes sense, pull back gets bigger each time.
have a feel it may go long way this time.

Bencat

good job,

匪兵甲

momotalk

usamonkey

sc168

correction is coming but bull is not dead yet

紫荷

小鸟

spicyfreak

Cannot be dead when POMO and helicopter BEN is around, extraordinary time requires extraordinary thinking.

stonehorse

Fan8an

dodofish

atrader

csw2002

You need to check longer timeframe. Going back to 60's and 70's, there were numerous cases of market staying below 200 DMA for multiple months before rallying back above 200 DMA and many of them made higher highs. There are simply insufficient testable statistical evidence to suggest bearish or bullish case will prevail at the moment.

jymlo88

leftright

silicon_beaver

csw2002 发表于 2011-10-20 17:27
You need to check longer timeframe. Going back to 60's and 70's, there were numerous cases of market ...

Thanks for the feedback.

I have the calculated data up to 1950 Jan 01.
Frankly, I don't know which specific years people have interests. From 1950 to today, it’s over sixty years.

I could upload the data some where so anyone who has interests could use it or run analysis self using g the data.