Technical analysis for shorts & longs Message Board

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Strategies & Market Trends : Technical analysis for shorts & longs

SPY 683.21

+0.2%

Jan 2 4:00 PM EST

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To: Johnny Canuck who wrote (35497)	12/11/2001 2:32:47 AM
From: Lachesis Atropos	Read Replies (1) of 69381

Hi Harry For each ticker (for each meeting, I took the closing price (c1) 4 trading days before the FOMC meeting and the closing price (c2) 4 days after the FOMC. Then summed (c2/c1) and divided by ten.) and stored the ticker's result. Then sorted by the tickers by the average to rank them. For example to get the average (1.79%) for ticker A (AGILENT TECH): yyyymmdd c1 yyyymmdd c2 (c2/c1)-1 Meeting date 20001227 55.94 20010109 53.00 -5.25% 3-Jan 20010125 55.25 20010206 50.97 -7.75% 31-Jan 20010314 35.30 20010326 37.07 5.01% 20-Mar 20010411 31.68 20010424 37.22 17.49% 18-Apr 20010509 39.00 20010521 38.00 -2.56% 15-May 20010621 29.58 20010703 32.52 9.94% 27-Jun 20010815 27.85 20010827 27.16 -2.48% 21-Aug 20010905 24.60 20010921 20.15 -18.09% 17-Sep 20010926 19.30 20011008 21.42 10.98% 2-Oct 20011031 22.27 20011112 24.64 10.64% 6-Nov Average --> 1.79% Yes the average return was after the FOMC meetings.

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