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To: donald sew who wrote (51748)9/7/1998 9:59:00 PM
From: Stoctrash  Read Replies (2) | Respond to of 58727
 
So....you want data Don??
How's this one?<ggg>

Fact: September 1, 1998 is 4 days before Labor Day.

Q: What happens when there is a relatively large stock market rally 4 days before Labor Day?
A: Two weeks later, the Dow is over 4% higher, on average, in 8 of 11 past occurrences.

Note that some of the biggest rallies unfolded after a down month in August!




Let variable values:
theSec = DJIA_ACT

Date Day 2w AUG

08/31/1909 Tue -0.031 1.581
08/26/1919 Tue 4.250 -4.352
08/30/1921 Tue 5.723 -2.698
08/29/1922 Tue 0.397 4.623
08/26/1930 Tue 4.085 0.813
08/29/1939 Tue 12.162 -4.164
08/31/1943 Tue 0.732 1.955
08/27/1957 Tue -0.660 -5.662
08/30/1966 Tue 3.933 -7.119
08/31/1982 Tue 3.233 9.634
08/26/1986 Tue -1.300 7.973
09/01/1998 Tue NaN -10.918

Avg 2.957 -0.695
AvgPos 4.315 4.430
AvgNeg -0.663 -5.819
PctPos 72.727 50.000
PctNeg 27.273 50.000
Maximum 12.162 9.634
Minimum -1.300 -10.918
StdDev 3.847 6.212
ZStat 0.769 -0.112





To: donald sew who wrote (51748)9/8/1998 8:06:00 AM
From: Lee  Respond to of 58727
 
Hi Don,..Re:From such studies, it appears that the bond had
decoupled from the stock market under 5.8%,


You are right about the de-coupling. In fact SPX and SP8U have on many days eerily matched the TYX chart pattern,(inverse of bond prices). Turning points are nicely correlated and I've posted some of these graphs over the last several weeks. Looks like SP8U rallies nicely when TYX shoots up. Will try to dig up some longer term charts and post.

Good work,

Lee