Hi Harry I am not sure how I did that :-(
Here is what I got so far for the S&P 500 from 1960 todate:
The first line reads like this, "One 1 down day that fell
0.50% followed by an up day occurred 0.71% of the time.
NDwn, Percent, UpProb
1, 0.50%, 0.71%
1, 0.51%, 0.62%
1, 0.52%, 0.18%
1, 0.53%, 0.62%
1, 0.54%, 0.44%
1, 0.55%, 0.62%
1, 0.56%, 0.62%
1, 0.57%, 0.62%
1, 0.58%, 0.71%
1, 0.59%, 0.18%
1, 0.60%, 0.80%
1, 0.61%, 0.62%
1, 0.62%, 0.36%
1, 0.63%, 0.44%
1, 0.64%, 0.80%
1, 0.65%, 0.71%
1, 0.66%, 0.44%
1, 0.67%, 0.53%
1, 0.68%, 0.44%
1, 0.69%, 0.71%
1, 0.70%, 0.62%
1, 0.71%, 0.18%
1, 0.72%, 0.44%
1, 0.73%, 0.44%
1, 0.74%, 0.62%
1, 0.75%, 0.62%
1, 0.76%, 0.27%
1, 0.77%, 0.44%
1, 0.78%, 0.36%
1, 0.79%, 0.62%
1, 0.80%, 0.53%
1, 0.81%, 0.53%
1, 0.82%, 0.80%
1, 0.83%, 0.27%
1, 0.84%, 0.36%
1, 0.85%, 0.36%
1, 0.86%, 0.18%
1, 0.87%, 0.27%
1, 0.88%, 0.36%
1, 0.89%, 0.09%
1, 0.90%, 0.44%
1, 0.91%, 0.44%
1, 0.92%, 0.36%
1, 0.93%, 0.18%
1, 0.94%, 0.27%
1, 0.95%, 0.36%
1, 0.96%, 0.36%
1, 0.97%, 0.44%
1, 0.98%, 0.36%
1, 0.99%, 0.27%
1, 1.00%, 0.09%
1, 1.01%, 0.09%
1, 1.02%, 0.27%
1, 1.03%, 0.27%
1, 1.04%, 0.18%
1, 1.05%, 0.53%
1, 1.06%, 0.80%
1, 1.07%, 0.27%
1, 1.08%, 0.44%
1, 1.09%, 0.18%
1, 1.11%, 0.09%
1, 1.12%, 0.44%
1, 1.13%, 0.27%
1, 1.14%, 0.44%
1, 1.15%, 0.36%
1, 1.16%, 0.36%
1, 1.17%, 0.18%
1, 1.18%, 0.53%
1, 1.19%, 0.53%
1, 1.20%, 0.36%
1, 1.23%, 0.09%
1, 1.24%, 0.18%
1, 1.25%, 0.27%
1, 1.26%, 0.18%
1, 1.27%, 0.27%
1, 1.28%, 0.18%
1, 1.29%, 0.09%
1, 1.31%, 0.18%
1, 1.32%, 0.09%
1, 1.34%, 0.27%
1, 1.35%, 0.18%
1, 1.36%, 0.09%
1, 1.37%, 0.09%
1, 1.38%, 0.18%
1, 1.40%, 0.18%
1, 1.41%, 0.18%
1, 1.42%, 0.18%
1, 1.44%, 0.18%
1, 1.46%, 0.09%
1, 1.48%, 0.09%
1, 1.49%, 0.09%
1, 1.50%, 0.18%
1, 1.51%, 0.09%
1, 1.52%, 0.18%
1, 1.53%, 0.09%
1, 1.55%, 0.09%
1, 1.56%, 0.18%
1, 1.57%, 0.09%
1, 1.59%, 0.09%
1, 1.60%, 0.09%
1, 1.62%, 0.09%
1, 1.63%, 0.09%
1, 1.64%, 0.18%
1, 1.66%, 0.09%
1, 1.67%, 0.18%
1, 1.71%, 0.09%
1, 1.72%, 0.18%
1, 1.73%, 0.09%
1, 1.75%, 0.09%
1, 1.76%, 0.09%
1, 1.77%, 0.18%
1, 1.79%, 0.09%
1, 1.80%, 0.09%
1, 1.81%, 0.27%
1, 1.82%, 0.09%
1, 1.87%, 0.09%
1, 1.88%, 0.09%
1, 1.90%, 0.09%
1, 1.91%, 0.18%
1, 1.95%, 0.09%
1, 1.97%, 0.09%
1, 2.03%, 0.09%
1, 2.04%, 0.18%
1, 2.06%, 0.09%
1, 2.07%, 0.18%
1, 2.08%, 0.18%
1, 2.10%, 0.18%
1, 2.12%, 0.09%
1, 2.15%, 0.09%
1, 2.16%, 0.09%
1, 2.18%, 0.09%
1, 2.19%, 0.27%
1, 2.20%, 0.09%
1, 2.21%, 0.27%
1, 2.27%, 0.18%
1, 2.32%, 0.09%
1, 2.34%, 0.09%
1, 2.38%, 0.09%
1, 2.46%, 0.09%
1, 2.50%, 0.09%
1, 2.52%, 0.09%
1, 2.53%, 0.09%
1, 2.55%, 0.18%
1, 2.62%, 0.09%
1, 2.64%, 0.18%
1, 2.71%, 0.18%
1, 2.76%, 0.09%
1, 2.77%, 0.09%
1, 2.79%, 0.09%
1, 2.92%, 0.09%
1, 3.04%, 0.09%
1, 3.15%, 0.18%
1, 3.30%, 0.09%
1, 3.63%, 0.09%
1, 3.68%, 0.09%
2, 0.50%, 0.44%
2, 0.51%, 0.44%
2, 0.52%, 0.62%
2, 0.53%, 0.44%
2, 0.54%, 0.36%
2, 0.55%, 0.62%
2, 0.56%, 0.27%
2, 0.57%, 0.44%
2, 0.58%, 0.36%
2, 0.59%, 0.44%
2, 0.60%, 0.36%
2, 0.61%, 0.62%
2, 0.62%, 0.44%
2, 0.63%, 0.27%
2, 0.65%, 0.18%
2, 0.66%, 0.27%
2, 0.67%, 0.36%
2, 0.68%, 0.44%
2, 0.69%, 0.44%
2, 0.70%, 0.36%
2, 0.71%, 0.53%
2, 0.72%, 0.36%
2, 0.73%, 0.53%
2, 0.74%, 0.36%
2, 0.75%, 0.36%
2, 0.76%, 0.09%
2, 0.77%, 0.18%
2, 0.78%, 0.36%
2, 0.79%, 0.36%
2, 0.80%, 0.36%
2, 0.81%, 0.09%
2, 0.82%, 0.62%
2, 0.83%, 0.62%
2, 0.84%, 0.09%
2, 0.85%, 0.18%
2, 0.86%, 0.27%
2, 0.87%, 0.27%
2, 0.89%, 0.09%
2, 0.90%, 0.18%
2, 0.91%, 0.09%
2, 0.92%, 0.36%
2, 0.93%, 0.09%
2, 0.94%, 0.18%
2, 0.95%, 0.09%
2, 0.96%, 0.53%
2, 0.97%, 0.09%
2, 0.98%, 0.09%
2, 1.00%, 0.09%
2, 1.01%, 0.18%
2, 1.02%, 0.44%
2, 1.03%, 0.09%
2, 1.04%, 0.09%
2, 1.05%, 0.09%
2, 1.06%, 0.27%
2, 1.08%, 0.09%
2, 1.09%, 0.09%
2, 1.10%, 0.18%
2, 1.11%, 0.18%
2, 1.12%, 0.18%
2, 1.13%, 0.09%
2, 1.14%, 0.18%
2, 1.15%, 0.18%
2, 1.16%, 0.27%
2, 1.17%, 0.36%
2, 1.18%, 0.09%
2, 1.20%, 0.18%
2, 1.21%, 0.09%
2, 1.22%, 0.09%
2, 1.23%, 0.27%
2, 1.24%, 0.09%
2, 1.25%, 0.18%
2, 1.26%, 0.09%
2, 1.28%, 0.09%
2, 1.29%, 0.18%
2, 1.30%, 0.09%
2, 1.31%, 0.09%
2, 1.34%, 0.27%
2, 1.37%, 0.36%
2, 1.41%, 0.09%
2, 1.43%, 0.18%
2, 1.44%, 0.18%
2, 1.45%, 0.09%
2, 1.46%, 0.18%
2, 1.47%, 0.18%
2, 1.49%, 0.18%
2, 1.50%, 0.09%
2, 1.52%, 0.09%
2, 1.53%, 0.09%
2, 1.55%, 0.18%
2, 1.56%, 0.18%
2, 1.57%, 0.18%
2, 1.59%, 0.09%
2, 1.60%, 0.09%
2, 1.64%, 0.09%
2, 1.65%, 0.18%
2, 1.67%, 0.18%
2, 1.69%, 0.18%
2, 1.72%, 0.18%
2, 1.76%, 0.18%
2, 1.77%, 0.18%
2, 1.81%, 0.09%
2, 1.93%, 0.09%
2, 1.96%, 0.09%
2, 1.97%, 0.09%
2, 2.00%, 0.09%
2, 2.04%, 0.09%
2, 2.08%, 0.09%
2, 2.10%, 0.09%
2, 2.11%, 0.09%
2, 2.23%, 0.09%
2, 2.44%, 0.09%
2, 2.49%, 0.09%
2, 2.78%, 0.09%
2, 2.82%, 0.09%
2, 2.96%, 0.09%
2, 3.15%, 0.09%
3, 0.50%, 0.36%
3, 0.51%, 0.09%
3, 0.52%, 0.18%
3, 0.53%, 0.09%
3, 0.54%, 0.27%
3, 0.55%, 0.18%
3, 0.56%, 0.36%
3, 0.58%, 0.62%
3, 0.59%, 0.44%
3, 0.60%, 0.36%
3, 0.61%, 0.18%
3, 0.62%, 0.27%
3, 0.63%, 0.18%
3, 0.64%, 0.27%
3, 0.65%, 0.27%
3, 0.66%, 0.09%
3, 0.67%, 0.18%
3, 0.68%, 0.09%
3, 0.69%, 0.18%
3, 0.70%, 0.09%
3, 0.71%, 0.18%
3, 0.73%, 0.27%
3, 0.74%, 0.18%
3, 0.75%, 0.27%
3, 0.76%, 0.18%
3, 0.78%, 0.18%
3, 0.79%, 0.18%
3, 0.80%, 0.36%
3, 0.81%, 0.62%
3, 0.82%, 0.18%
3, 0.83%, 0.27%
3, 0.84%, 0.09%
3, 0.85%, 0.36%
3, 0.86%, 0.09%
3, 0.87%, 0.18%
3, 0.89%, 0.27%
3, 0.90%, 0.18%
3, 0.91%, 0.09%
3, 0.92%, 0.09%
3, 0.93%, 0.09%
3, 0.94%, 0.09%
3, 0.95%, 0.09%
3, 0.96%, 0.27%
3, 0.97%, 0.09%
3, 0.98%, 0.18%
3, 0.99%, 0.18%
3, 1.01%, 0.27%
3, 1.02%, 0.09%
3, 1.03%, 0.36%
3, 1.04%, 0.27%
3, 1.05%, 0.27%
3, 1.06%, 0.18%
3, 1.07%, 0.09%
3, 1.08%, 0.36%
3, 1.11%, 0.09%
3, 1.12%, 0.09%
3, 1.13%, 0.09%
3, 1.15%, 0.09%
3, 1.16%, 0.27%
3, 1.18%, 0.09%
3, 1.20%, 0.09%
3, 1.25%, 0.27%
3, 1.26%, 0.18%
3, 1.27%, 0.09%
3, 1.29%, 0.09%
3, 1.32%, 0.09%
3, 1.33%, 0.09%
3, 1.34%, 0.09%
3, 1.35%, 0.09%
3, 1.40%, 0.09%
3, 1.47%, 0.09%
3, 1.50%, 0.09%
3, 1.57%, 0.09%
3, 1.58%, 0.09%
3, 1.59%, 0.09%
3, 1.62%, 0.09%
3, 1.63%, 0.09%
3, 1.72%, 0.27%
3, 1.73%, 0.09%
3, 1.76%, 0.09%
3, 1.77%, 0.09%
3, 1.81%, 0.09%
3, 2.13%, 0.18%
3, 2.23%, 0.09%
3, 2.37%, 0.09%
3, 2.41%, 0.09%
3, 2.63%, 0.09%
3, 2.72%, 0.18%
3, 2.77%, 0.09%
4, 0.50%, 0.44%
4, 0.52%, 0.09%
4, 0.53%, 0.09%
4, 0.54%, 0.09%
4, 0.56%, 0.27%
4, 0.58%, 0.09%
4, 0.60%, 0.09%
4, 0.61%, 0.09%
4, 0.62%, 0.09%
4, 0.63%, 0.09%
4, 0.64%, 0.27%
4, 0.65%, 0.09%
4, 0.66%, 0.36%
4, 0.67%, 0.18%
4, 0.68%, 0.18%
4, 0.69%, 0.18%
4, 0.70%, 0.18%
4, 0.71%, 0.44%
4, 0.72%, 0.09%
4, 0.73%, 0.09%
4, 0.75%, 0.09%
4, 0.76%, 0.18%
4, 0.77%, 0.36%
4, 0.80%, 0.09%
4, 0.81%, 0.18%
4, 0.83%, 0.18%
4, 0.84%, 0.18%
4, 0.85%, 0.18%
4, 0.87%, 0.09%
4, 0.88%, 0.27%
4, 0.89%, 0.09%
4, 0.91%, 0.09%
4, 0.92%, 0.09%
4, 0.94%, 0.09%
4, 0.96%, 0.09%
4, 1.01%, 0.09%
4, 1.02%, 0.09%
4, 1.09%, 0.09%
4, 1.15%, 0.09%
4, 1.16%, 0.09%
4, 1.20%, 0.18%
4, 1.21%, 0.09%
4, 1.22%, 0.09%
4, 1.23%, 0.09%
4, 1.27%, 0.09%
4, 1.30%, 0.09%
4, 1.31%, 0.09%
4, 1.34%, 0.09%
4, 1.35%, 0.09%
4, 1.37%, 0.09%
4, 1.38%, 0.09%
4, 1.49%, 0.09%
4, 1.55%, 0.09%
4, 1.56%, 0.09%
4, 1.64%, 0.09%
4, 1.72%, 0.09%
4, 1.80%, 0.09%
4, 2.12%, 0.09%
4, 2.23%, 0.09%
4, 2.59%, 0.09%
4, 2.74%, 0.09%
4, 2.97%, 0.09%
4, 3.11%, 0.09%
4, 7.75%, 0.09%
5, 0.50%, 0.18%
5, 0.51%, 0.18%
5, 0.52%, 0.09%
5, 0.53%, 0.09%
5, 0.55%, 0.09%
5, 0.60%, 0.09%
5, 0.61%, 0.09%
5, 0.62%, 0.09%
5, 0.63%, 0.18%
5, 0.70%, 0.09%
5, 0.72%, 0.18%
5, 0.73%, 0.09%
5, 0.78%, 0.09%
5, 0.79%, 0.09%
5, 0.80%, 0.18%
5, 0.82%, 0.09%
5, 0.87%, 0.09%
5, 0.90%, 0.18%
5, 0.91%, 0.09%
5, 0.93%, 0.09%
5, 0.95%, 0.09%
5, 0.99%, 0.09%
5, 1.03%, 0.09%
5, 1.05%, 0.18%
5, 1.08%, 0.09%
5, 1.13%, 0.09%
5, 1.17%, 0.18%
5, 1.33%, 0.09%
5, 1.43%, 0.09%
5, 1.75%, 0.09%
5, 1.91%, 0.09%
5, 2.12%, 0.09%
5, 2.27%, 0.09%
6, 0.50%, 0.27%
6, 0.51%, 0.09%
6, 0.54%, 0.27%
6, 0.56%, 0.09%
6, 0.60%, 0.18%
6, 0.61%, 0.09%
6, 0.62%, 0.09%
6, 0.64%, 0.09%
6, 0.65%, 0.09%
6, 0.67%, 0.09%
6, 0.69%, 0.09%
6, 0.73%, 0.18%
6, 0.75%, 0.18%
6, 0.79%, 0.09%
6, 0.81%, 0.09%
6, 0.85%, 0.09%
6, 0.86%, 0.09%
6, 0.91%, 0.09%
6, 0.93%, 0.18%
6, 1.09%, 0.09%
6, 1.11%, 0.09%
6, 1.42%, 0.09%
6, 1.61%, 0.09%
6, 1.63%, 0.09%
6, 1.87%, 0.09%
7, 0.50%, 0.09%
7, 0.52%, 0.09%
7, 0.53%, 0.09%
7, 0.56%, 0.09%
7, 0.58%, 0.09%
7, 0.63%, 0.09%
7, 0.64%, 0.09%
7, 0.67%, 0.09%
7, 0.70%, 0.09%
7, 0.85%, 0.09%
7, 0.87%, 0.09%
7, 0.89%, 0.09%
7, 0.94%, 0.09%
7, 0.96%, 0.09%
7, 1.06%, 0.09%
7, 1.19%, 0.09%
7, 1.22%, 0.09%
7, 1.28%, 0.09%
7, 1.30%, 0.09%
7, 5.05%, 0.09%
8, 0.96%, 0.09%
8, 0.97%, 0.09%
8, 1.07%, 0.09%
8, 1.14%, 0.09%
8, 1.29%, 0.09%
8, 1.43%, 0.09%
8, 1.60%, 0.09%
9, 0.50%, 0.09%
9, 0.59%, 0.09%
9, 0.66%, 0.09%
9, 1.10%, 0.09%
9, 1.23%, 0.09%
10, 0.55%, 0.09%
10, 0.66%, 0.09%
10, 0.80%, 0.09%
10, 0.82%, 0.09%
10, 1.14%, 0.09%
12, 1.02%, 0.09%
14, 0.52%, 0.09% |
