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To: donald sew who wrote (49217)	8/4/1998 8:11:00 PM
From: Stoctrash	Read Replies (2) of 58727

Don...you were all over this melt down well in advance. Keep up the hot work!!! (Fred slaps Don a major HIGH FIVE!) more "HUMMMM" stats : 7/30/98 This query asks what happens to the stock market after these conditions have been met: 1. In the previous 20 days the market was at an all time high. 2. At least once in the last 10 days the market moved down sharply (4%) over 5 days. 3. The intraday low was lower on at least 6 of the last 7 days. Even though there are not many occurrences, the results are interesting in that: a) In 1929 and 1987 these conditions were met twice. The first time it happened the market rallied by 17% (May 1929) and 8% (April 1987) over the next 10 weeks. The second time, the markets crashed. b) In 1946, 1990 and 1997 the market was lower outright about 10 weeks later (September/October in all cases) by 11, 12 and 8% respectively. c) These conditions were met again on Monday. Date Day 1w 4w 10w 05/28/1929 Tue 3.915 9.131 17.573 09/30/1929 Mon 0.661 -24.111 -24.536 06/25/1946 Tue 2.024 -3.614 -11.780 04/14/1987 Tue 3.732 3.090 8.289 09/02/1987 Wed -2.028 -0.221 -27.011 08/07/1990 Tue 1.370 -3.588 -12.154 08/18/1997 Mon 0.720 -1.054 -8.230 07/27/1998 Mon NaN NaN NaN Avg 1.485 -2.910 -8.264 AvgPos 2.070 6.111 12.931 AvgNeg -2.028 -6.518 -16.742 PctPos 85.714 28.571 28.571 PctNeg 14.286 71.429 71.429 Maximum 3.915 9.131 17.573 Minimum -2.028 -24.111 -27.011 StdDev 2.036 10.345 16.255 ZStat 0.729 -0.281 -0.508 Variance 4.144 107.019 264.215 8 Occurrences Lee this is for you: 8/4/98 Q: What happens when the bond contract gaps up on the first day of the month? A: 2 weeks later, the bond contract is almost 1.5% higher in 8 of 10 occurrences. Let variable values: theSec = US Date Day 2w 11/01/1978 Wed 1.5301 12/01/1978 Fri -1.8519 08/02/1982 Mon 2.3426 06/03/1985 Mon 0.9932 08/01/1985 Thu 0.3708 06/01/1988 Wed 2.8561 04/03/1989 Mon 0.0705 08/01/1989 Tue -3.8294 12/03/1990 Mon 1.7055 12/02/1991 Mon 1.5298 08/03/1998 Mon NaN Avg 0.5717 AvgPos 1.4248 AvgNeg -2.8406 PctPos 80.0000 PctNeg 20.0000 Maximum 2.8561 Minimum -3.8294 StdDev 2.0328 ZStat 0.2813 Variance 4.1321 11 Occurrences

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