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Strategies & Market Trends : Tech Stock Options
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To: j g cordes who wrote (31176)12/14/1997 10:47:00 PM
From: Heg Heg  Read Replies (1) of 58727
 
Well Jim, here are the results (the exp row is 'random'. Note that
for different indexes different lengths of data are analysed | ):
v
1 2 3 4 5 6 7 8 9 >=10 days
SPX 1339
up 115 63 59 31 14 12 2 2 2 1
down 152 66 50 15 10 5 1 1
sum 267 129 109 46 24 17 3 2 3 1
exp 334 167 83 41 20 10 5 2 1 0

SOX 904
up 71 60 23 22 7 7 2 1 1 1
down 77 58 27 17 11 3 1 1
sum 148 118 50 39 18 10 3 1 2 1
exp 225 112 56 28 14 7 3 1 0 0

OEX 1337
up 114 55 54 35 17 8 4 1 1 3
down 147 71 35 20 8 8 1 1 1
sum 261 126 89 55 25 16 5 2 1 4
exp 333 166 83 41 20 10 5 2 1 0

NDX 1337
up 115 82 44 26 12 11 6 3 1 1
down 139 84 38 23 7 6 2 1
sum 254 166 82 49 19 17 8 3 2 1
exp 333 166 83 41 20 10 5 2 1 0

DJ30 1324
up 136 73 61 27 10 7 6 1 1 1
down 175 80 37 18 11 2
sum 311 153 98 45 21 9 6 1 1 1
exp 330 165 82 41 20 10 5 2 1 0

Regards,

Heg
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