SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Zeev's Turnips - No Politics -- Ignore unavailable to you. Want to Upgrade?


To: Zeev Hed who wrote (14730)12/19/2001 9:51:58 PM
From: The Freep  Respond to of 99280
 
Just a quick note on seasonality. . .

Per the vtoreport website, December 31st has been an up day 100% of the time (21 out of 21) on the Naz. That's a heckuva streak.

Also, of the last 10 days in December, 6 of them are riding "up" streaks (in other words, the last time there was trading on that date, the market went up). If you only look at the last 7 days of December, however, it's 3 out of 7 that are riding up streaks. (If you remove December 31, it's 2 out of 6.). Anyway, while they may all be historically "up" days, the recent trend doesn't indicate that they HAVE to be up days (except the 31st, of course). All of this is Nasdaq specific, by the way.

And yes, we do have a December 31 trading day this year. Everyone go long at the bottom on the 28th (hey. . . that's Zeev's day, too. Hmmmm.) <g>

the freep



To: Zeev Hed who wrote (14730)12/19/2001 10:15:05 PM
From: ajtj99  Respond to of 99280
 
Zeev, this chart worked well earlier this year for the VIX:

stockcharts.com[h,a]daclyyay[de][pc20!c200][vc60]

When the 20-day EMA crossed the 200-day EMA, the top was in in Janaury and May.

During the bubble, it did not work as well:

stockcharts.com[h,a]daclyyay[d19990219,20000419][pc20!c200][vc60]

We may be in bubble territory, and it may be that some normally reliable indicators may not work as well as before.

It is possible also that the VIX cross-over only works during bear market rallies. I have not back tested it enough to know this or not.