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To: Electric who wrote (43996)5/28/1998 11:38:00 AM
From: Stoctrash  Read Replies (1) | Respond to of 58727
 
Just in case you were wondering::
thanks to www.lim.com

5/20/98
30-year Bond futures have always been up by an average of 4% 34 days after CRB is at a year's lowest. It happened last week on Friday.


Date Day 1 2

07/23/1984 Mon 5.3919 7.2391
12/10/1984 Mon 2.6696 4.4201
02/21/1985 Thu -2.1778 1.6889
05/23/1985 Thu 5.7844 5.6180
02/03/1986 Mon 2.8041 14.2753
06/30/1986 Mon 0.8788 1.5694
05/22/1989 Mon 1.4425 5.8705
11/14/1990 Wed 0.6000 3.1000
06/28/1991 Fri 0.2003 4.1389
07/20/1992 Mon 2.3802 4.6689
10/31/1996 Thu 2.0188 0.3042
07/03/1997 Thu 1.2976 0.0276
12/22/1997 Mon 1.7317 0.6979
05/15/1998 Fri NaN NaN

Avg 1.9248 4.1245
AvgPos 2.2667 4.1245
AvgNeg -2.1778 NaN
PctPos 92.3077 100.0000
PctNeg 7.6923 0.0000
Maximum 5.7844 14.2753
Minimum -2.1778 0.0276
StdDev 2.0772 3.8192
ZStat 0.9266 1.0799
Variance 4.3149 14.5862

14 Occurrences


SHOW
1: percent_move from today to 9 values later of Close of US
2: percent_move from today to 34 values later of Close of US
WHEN
Date is after 1982
AND
Close of CRB is less than 1 year lowest of Close of CRB 1 value ago


This analysis was prepared by Alex Zmijkovic of LIM London



To: Electric who wrote (43996)5/28/1998 11:56:00 AM
From: Patrick Slevin  Read Replies (1) | Respond to of 58727
 
I picked the wrong day to try to trade on auto-pilot.

(I feel like Leslie Neilson in "Airplane!")

No intraday established trend. I think the only way I can trade successfully is to hit and run. Position trading is just anathema to me.