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Strategies & Market Trends : General market lab and commentary -- Ignore unavailable to you. Want to Upgrade?


To: Robohogs who wrote (496)6/15/2016 9:04:47 AM
From: Robohogs  Respond to of 668
 
BUT IBB gap downs back into historical sweet spot (3 gap downs of at least 0.5% to make sure not just noise in last 5 days). And with enough data to lend some validity vs. cases with 6 observations. Gaps over last 10 days shows similar results but gaps down in last 20 days is at a local low point (and with 2 gaps falling off, unlikely to get up to sweet spot which is 1 gap higher).

Values
Gap D in Last 5D 1D F 1W F 2W F 4W F 8W F 13W F
0 0.05% 0.15% 0.30% 0.60% 1.44% 2.89%
1 0.00% 0.20% 0.35% 0.88% 2.13% 2.79%
2 0.06% 0.24% 0.49% 0.86% 1.19% 1.80%
3 0.19% 0.63% 1.60% 2.06% 3.76% 4.32%
4 -0.13% -1.64% -0.39% 0.40% 3.91% 9.93%
5 0.84% -1.95% -3.32% 3.90% 8.41% 7.29%
Grand Total 0.04% 0.20% 0.41% 0.82% 1.77% 2.74%
Up 99 110 108 108 125 120
Total 186 184 184 184 184 184
% Up 53% 60% 59% 59% 68% 65%