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 : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: Arik T.G. who wrote (4763)9/28/1998 1:45:00 PM
From: Stoctrash  Read Replies (1) | Respond to of 44573
 
ATG, give us a comparo of the SPX and OEX charts.
Seems the OEX is weaker. What does history say about this?

Q: What happens when the Dow is up more than 3% in the second half of September?
A: Over the next three days, the Dow has rallied over 2%, on average, in 7 of 10 past occurrences. However, after the rally, stocks then fall an average of over 6% in 8 of 10 past occurrences.

=============
October looms.


Let variable values:
theSec = DJIA_ACT

Date Day 1 2

09/16/1901 Mon 0.657 -6.244
09/30/1902 Tue 0.650 -2.343
09/29/1903 Tue 2.036 -9.282
09/27/1915 Mon 1.547 1.976
09/23/1931 Wed -10.001 -6.773
09/20/1932 Tue 9.527 -3.734
09/27/1937 Mon 1.671 -10.209
09/20/1938 Tue -3.128 7.570
09/19/1974 Thu -2.960 -10.165
09/22/1987 Tue 0.083 -0.838
09/23/1998 Wed NaN NaN

Avg 0.008 -4.004
AvgPos 2.310 4.773
AvgNeg -5.363 -6.198
PctPos 70.000 20.000
PctNeg 30.000 80.000
Maximum 9.527 7.570
Minimum -10.001 -10.209
StdDev 4.939 5.769
ZStat 0.002 -0.694
Variance 24.391 33.286