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 : The New Economy and its Winners -- Ignore unavailable to you. Want to Upgrade?


To: 16yearcycle who wrote (11419)5/8/2002 4:52:08 PM
From: stockman_scott  Read Replies (2) | Respond to of 57684
 
interesting comments on The VIX...

Message 17442676



To: 16yearcycle who wrote (11419)5/8/2002 5:09:06 PM
From: fedhead  Read Replies (2) | Respond to of 57684
 
Not to rain on the parade but just as yesterday's gloom and doom (talk of the secular bear) indicated a sentiment bottom, today's excitement leads me to think that we may not have much more to this rally.

Anindo



To: 16yearcycle who wrote (11419)5/8/2002 5:09:46 PM
From: 16yearcycle  Read Replies (1) | Respond to of 57684
 
I don't want to use the % returns for the most part because of time constraints but here is the result:

a sample of 8 because I don't have data on 1987, and the 10th event we don't know about yet

1. At one week, 4 times up and 4 times down, but the down periods were fractional and two of the up periods were substantial

2. At two weeks, 5 up and 3 down. 3 of the up periods were substantial,(April of 01, and May of 00)only one of the down periods was big(12/5/00-1/5/01)

3. At 3 weeks, 6 up and 2 down. 3 of the up periods were from 10-15% higher. Both down periods were down big(12/5/00, and 10/19/00)

4. At 1 month, 5 up and 3 down. 3 of the up were 10-22% up(April 01, May 01, and from 12/22/00 on.) All 3 down were 10-20%.(mid to late Oct 2000, and the early to late Dec period in 2000)