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(ZT) Statistics about Fed Day and After

已有 476 次阅读2009-4-29 08:39 AM

The last six times we had a scheduled FOMC meeting, the market typically responded in joyous fashion, closing in positive territory five times with an overall average of a huge +2.4%.

 

But a cruel fact of life is that the hangover is never as much fun as the party, and over the next two days the S&P was positive only one out of the six, with an overall average of -1.6%.  It would average -2.8% without including that one winning trade, which happened to give back all its gains and then some within four more sessions.

 

We've gapped up by +1% or more the morning of a scheduled meeting only twice before, on 03/18/08 and 01/28/09.  Both times, the S&P managed to add an additional +1% or more during the day.  But the harder you party, the worse the hangover (usually), and the next day the S&P was lower by more than -2.5% both times.

 

Even if we relax the gap and only look for +0.5% openings, the pattern is pretty much the same.  The S&P closed higher than the open 9 out of 10 times by an average of +1.2%.  But by two days later, the S&P showed a positive return only 1 out of the 10 times with an average of -1.7% (and that one positive outlier gave back its gains the following day).

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发表评论 评论 (11 个评论)

回复 gear 2009-4-29 08:47 AM
回复 waterwater 2009-4-29 08:54 AM
回复 fu2008 2009-4-29 09:21 AM
回复 like2swing 2009-4-29 11:16 AM
Thanks. good to know.
回复 Fan8an 2009-4-29 11:32 AM
thanks
回复 tryittry 2009-4-29 11:46 AM
Short after the close, I got it.
Thanks!
回复 wisgo 2009-4-29 12:10 PM
very good stats to know, thanks.
回复 Amy 2009-4-29 06:33 PM
回复 hfdcai2000 2009-4-29 09:08 PM
   
回复 seafood 2009-4-29 09:31 PM
回复 moneymaker 2009-4-29 10:41 PM
Cobra has said this already: if you are a bloody hairy guy, instead of a pretty sweet girl, don't to Cobra.  

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