history data: election crash

cookies

 

 

Since the inception of the futures market, there has never been a time when we've seen a gap up on election day greater than +0.5%, so obviously we're seeing yet another unprecedented action here.

 

There were two times the futures gapped up less than 0.5%, in 1984 and 1988.  The market went just about straight down for six days afterward both times, losing 3.2% in 1984 and 4.0% in 1988.  Interestingly, buying after that short-term drop and holding for the intermediate-term would have worked out fabulously (gaining about +11% over three months both times).

 

(Disclaimer: This is NOT my market view and I simply post here FYI only)

xiaobailong

happypuppy

THanks Cookies! (BTW, your icon looks very cute!)

多吉

原帖由 cookies 于 2008-11-4 09:47 发表 12140     Since the inception of the futures market, there has never been a time when we've seen a gap up on election day greater than +0.5%, so obviously we're seeing yet another unprece ...

赞！一刀流！

Brainteaser

原帖由 多吉 于 2008-11-4 10:41 发表 赞！一刀流！

天心一刀流

多吉

原帖由 Brainteaser 于 2008-11-4 11:14 发表 天心一刀流

呵呵，俺以为是无心一刀流。。。

Poo

Good stats. thanks

marlin

balto

银河金星

yyber

赞。 这个结果和现在的情况很符合。

bigbadwolf

俺好土，一直心里念成北辰一流刀。暗赞楼主一定好刀法。

CoolMax

gold50

history will be made this year.

cheesecake

coolwind

Thanks! 早几天贴出来就更好了。

cookies

Well, as we all know, this year is a history-record time: we have experienced many cases which we thought to be impossible or they had never happened before.

 

 

 

 

 

小亥

今年是穿凿历史的一年。所以用以往的历史数据作出的判断往往不准。

Brainteaser

yager

（注：这个是链接，不占空间）