4 down days go long at the close today. Sell at the close tomorrow ( Monday in this case). Here are the results since 1993 investing 50,000 worth of SPY. Long Trades 91 Winning Trades 65 Losing Trades 26 Win Rate 0.714285714285714 Point gain\loss 27762.98 Dollar gain\loss 27582.98 Average Win 651.659692307692 Average Loss -568.342307692307 Largest Win 2979.25 Largest Loss -2864.75 Max Consec Win 15 Max Consec Loss 3 Max DD -3201.55 Expectancy 303.087692307693
That may be the case, but it certainly is not the ratio of bull <b>days</b> to bear <b>days</b>. I don't see any relevance with your comment of bull years to bear years? Interesting statistic, fan27. Thanks. -Eric
That's an interesting stat set. Have you tried examining other factors with the four down days, like the McClellan Oscillator, the VIX, TRIN, to see if any of these indicators have a reading consistent with the positive (or negative) outcomes for the 5th day? In fact, If you post the 91 dates, I'll take a look.