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To: Patrick Slevin who wrote (46016)	6/16/1998 2:05:00 PM
From: ViperChick Secret Agent 006.9	Read Replies (1) \| Respond to of 58727

patrick are you still watching your thing-a-ma-irish-jig indicator when we got that sell off this morning had the lines crossed?

To: Patrick Slevin who wrote (46016)	6/16/1998 2:18:00 PM
From: Stoctrash	Respond to of 58727

More Lim stuff...wild stuff... 6.16.98 Q: What happens when hangseng manages a decent rally (.5% or better) despite a decline of more than 2% in the Dow? Note: The the rally in Hangseng occurred the morning of June 16. Therefore, updates will not available until tommorrow morning. However, since the "when" conditions are simple, and the market is moving rapidly, we feel it make sense to publish prematurely. A: It appears the market gets three days of rest. However, after the three day break, the Dow trends over 5% lower on average in 10 of 14 occurrences. Hangseng falls 13% on average over the same period. Also, the exact same conditions run on the ten year note yield show that yields in this sector fall an average of 30 basis points on average over the next month in 10 of 14 occurrences. Date Day Dow_3d Dow_1mo 11/12/1973 Mon -2.573 -7.297 09/04/1974 Wed 2.306 -11.823 10/16/1974 Wed 4.286 -3.316 05/07/1975 Wed 1.319 -0.924 11/01/1978 Wed -1.570 -0.414 01/25/1983 Tue 2.180 5.277 02/09/1984 Thu 0.962 -2.069 10/07/1987 Wed -3.122 -20.732 12/18/1987 Fri 1.536 -2.083 04/15/1988 Fri -1.416 0.259 08/11/1988 Thu -0.872 2.340 08/24/1990 Fri 3.929 -6.817 08/20/1991 Tue 4.344 -0.691 10/24/1997 Fri -2.705 3.480 Avg 0.614 -3.201 AvgPos 2.608 2.839 AvgNeg -2.043 -5.617 PctPos 57.143 28.571 PctNeg 42.857 71.429 Maximum 4.344 5.277 Minimum -3.122 -20.732 StdDev 2.652 6.751 ZStat 0.232 -0.474 Variance 7.031 45.580 14 Occurrences Date Day 10yr_3d 10tr_1mo 11/12/1973 Mon 0.00 -0.07 09/04/1974 Wed -0.10 0.00 10/16/1974 Wed -0.06 -0.20 05/07/1975 Wed 0.00 -0.19 11/01/1978 Wed 0.19 -0.05 01/25/1983 Tue 0.09 -0.45 02/09/1984 Thu 0.08 0.47 10/07/1987 Wed 0.19 -1.14 12/18/1987 Fri -0.06 -0.23 04/15/1988 Fri 0.09 0.17 08/11/1988 Thu 0.00 -0.42 08/24/1990 Fri -0.23 0.22 08/20/1991 Tue 0.07 -0.31 10/24/1997 Fri -0.09 -0.04 Avg 0.01 -0.16 AvgPos 0.12 0.29 AvgNeg -0.11 -0.31 PctPos 42.86 21.43 PctNeg 35.71 71.43 Maximum 0.19 0.47 Minimum -0.23 -1.14 StdDev 0.12 0.38 ZStat 0.10 -0.42 Variance 0.01 0.14 14 Occurrences Date Day 3.1 3.2 11/12/1973 Mon -4.320 -20.926 09/04/1974 Wed -0.886 -15.289 10/16/1974 Wed -4.574 -19.006 05/07/1975 Wed -0.894 8.574 11/01/1978 Wed -4.307 -22.799 01/25/1983 Tue 1.280 18.502 02/09/1984 Thu -0.157 0.556 10/07/1987 Wed -2.438 -44.988 12/18/1987 Fri 6.651 8.043 04/15/1988 Fri -5.046 -1.784 08/11/1988 Thu -0.231 -3.592 08/24/1990 Fri 5.003 -6.625 08/20/1991 Tue 4.496 -2.761 10/24/1997 Fri -3.401 -1.663 Avg -0.630 -7.411 AvgPos 4.358 8.919 AvgNeg -2.625 -13.943 PctPos 28.571 28.571 PctNeg 71.429 71.429 Maximum 6.651 18.502 Minimum -5.046 -44.988 StdDev 3.806 16.074 ZStat -0.166 -0.461 Variance 14.487 258.371 14 Occurrences SHOW Dow_3d: percent_move from today to 3 values later of DJIA Dow_1mo: percent_move from 3 values later to 1 month later of DJIA WHEN 1 value ago DJIA is down more than 2% AND HANGSENG is up more than .5% show 10yr_3d: move from today to 3 values later of USNOTE10Y 10tr_1mo: move from 3 values later to 1 month later of USNOTE10Y WHEN 1 value ago DJIA is down more than 2% AND HANGSENG is up more than .5% SHOW Dow_3d: percent_move from today to 3 values later of HANGSENG Dow_1mo: percent_move from 3 values later to 1 month later of HANGSENG WHEN 1 value ago DJIA is down more than 2% AND HANGSENG is up more than .5%