What next day when SPY gaps up/down N days in a row

silicon_beaver · 发表于 2012-4-11 02:22 AM

本帖最后由 silicon_beaver 于 2012-4-16 19:54 编辑

It's statistics analysis of SPY historical data, according to the discussion by bucks (Be Prepared for the Worse when SPY gaps down 6 days in a row)

It's shown that five consecutive gap down in a row, happened three times historically. Next day all went to green.
Tomorrow (04/11/2012) will see market this time (i.e. Red N=5 case below).

Updated (04/16/2012):
For Red N=5 events, added the dates and the performances of following days: next, 2nd, 3rd, 4th, 5th next day.

silicon_beaver · 发表于 2012-4-11 02:34 AM

Wondering why yahoo SPY data updated so late. Until 23:00 my downloaded data still 04/02/2013. Almost midnight, yahoo SPY data eventually changed to 04/10/2012.
I didn't pay attention to this delay of SPY data before.

9号胡同 · 发表于 2012-4-11 05:28 AM

开小差 · 发表于 2012-4-11 07:05 AM

rightonmoney · 发表于 2012-4-11 10:11 AM

bububaba · 发表于 2012-4-11 02:56 PM

Do you have data about next 2, 3, 4, days etc?

silicon_beaver · 发表于 2012-4-11 02:58 PM

bububaba 发表于 2012-4-11 11:56
Do you have data about next 2, 3, 4, days etc?

After day I could re-calculate it.

bububaba · 发表于 2012-4-11 03:00 PM

回复 silicon_beaver 的帖子

多谢老大!

90ufo · 发表于 2012-4-11 07:36 PM

thanks!

ctcld · 发表于 2012-4-11 07:54 PM

bokchoy888 · 发表于 2012-4-11 08:04 PM

good work， thx！

silicon_beaver · 发表于 2012-4-11 09:50 PM

Updated:
For Red N=5 events, added the dates and the performances of following days: next, 2nd, 3rd, 4th, 5th next day.

Likely, a down-way to go.

bububaba · 发表于 2012-4-11 10:22 PM

回复 bububaba 的帖子

then we have a new low, as u said

Ed02 · 发表于 2012-4-11 10:50 PM

bokchoy888 · 发表于 2012-4-16 11:21 PM

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[数理预测] What next day when SPY gaps up/down N days in a row

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