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SPY Seven Consecutive LL

4已有 3302547 次阅读  2012-10-28 17:38   标签next  2011  eventually  events  market 
SPY has seen seven consecutive LL since 10/18/2012. What's next?
I calculated its statistics. Historically, 6 out of 8 events, market bounced green next day. But eventually went lower. 2011 and 1998 were worst cases.

(2011, next day was green, then down 3 other days. nightmare for most 道上玩人).





After seven consecutive LL, on bad side, if you consider next days (with 5-day spacing), seemed bloody. see below:
10 5-day means 50 days. i.e. after 50 days, statistics says still high chance to see a down market.



Update 10/31/2012 (next 1st day after last Friday.Monday and Tuesday closed due to Storm Sandy)
Yes. it's closed green.

Last update 11/09/2012
Followed-up the market change after 10/18/2012

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涂鸦板