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Strategies & Market Trends : General market lab and commentary

SPY 681.44

+1.6%

Nov 10 4:00 PM EST

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From: Robohogs

5/25/2016 3:14:26 AM

of 668

IBB seems to prefer momentum runs. Looking at the data here, one can discern few patterns. The main one I see is that days in the pretty overbought (issues vs volume) range lead to more days up. I assume the volume metrics are coming from the large cap components while clearly smaller caps dominate issue metrics. So you want small fry moving up a lot to keep moves going.

	Values
Row Labels	Up 1D	Total Days	1D Return	Up 5D	Tot Days	5D Ret
0.2	2	2	0.91%	2	2	3.74%
0.3	2	3	0.22%	0	3	-1.87%
0.4	5	10	0.11%	8	10	1.05%
0.5	9	24	-1.02%	8	24	-1.52%
0.6	23	35	0.60%	23	35	0.30%
0.7	19	44	-0.19%	23	44	-0.87%
0.8	18	30	0.26%	18	30	0.13%
0.9	18	33	-0.02%	15	30	-0.93%
1.0	19	31	-0.01%	18	31	0.52%
1.1	15	29	-0.19%	20	29	-0.01%
1.2	14	28	-0.21%	11	27	-1.49%
1.3	14	27	0.13%	13	27	0.00%
1.4	4	9	-0.15%	4	9	-0.18%
1.5	8	11	0.70%	6	11	0.58%
1.6	2	6	0.00%	5	6	3.33%
1.7	4	8	0.29%	4	8	0.16%
1.8	4	6	-0.12%	6	6	5.05%
1.9	2	4	-0.08%	2	4	-0.07%
2.0	1	1	0.53%	1	1	3.05%
2.1	0	1	-3.57%	0	1	-3.08%
2.2	1	2	-0.08%	1	2	0.84%
2.5	1	1	0.15%	0	1	-0.63%
2.9	0	1	-2.20%	1	1	1.30%
3.1	0	1	-0.14%	0	1	-2.75%
3.5	1	1	0.27%	0	1	-4.27%
4.0	0	1	-0.74%	0	1	-2.24%
Grand Total	186	349	-0.02%	189	345	-0.15%

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