8% drop in the next 14 days for the S&P 500

Discussion in 'Trading' started by prc117f, Oct 26, 2018.

  1. prc117f

    prc117f

    Models completed just now, it predicts a single day 8% drop. My software does not do any trading, just prints out a list of trades with confidence levels assigned to them. Now its obviously not 100% and one reason I will quickly cut a trade that goes agsinst the thesis provided.

    1. No date provided just within 14 days. Interesting.
    2. 10 year note yield dropping thanks to flight to safety 3.07% lots of cash heading out the door.
    3. VIX in mid 20s expect 30s
    4. thin on the buy side.
    5. traders on edge wont take much to spook them, next week more flight to safety, mutual fund liquidations
    6. Equity markets overpriced future growth.
    7. Platinum down for the year.
     
    fordewind likes this.
  2. MarkBrown

    MarkBrown

    BUY SIGNAL EVERYONE!
     
  3. PistolPete

    PistolPete

    I got to laugh at someone predicting something is going to happen in next 2 weeks that hasnt occurred in over 8 years , this clown probably cant even tell us the last 10 times this has occurred . I can fwiw , outside 87 and lehmans collapse its only happened ONCE according to my data since 1950 . Forget this " Nostradamus " idiot

    Here just for " Nostradamus " i wrote this up so you can "see" the data .. intraday max down and closing price max down
    ScreenShot1416.jpg
     
    Last edited: Oct 26, 2018
    jl1575, Clubber Lang and tommcginnis like this.
  4. sle

    sle

    In fairness, it certainly could happen. If you assume that VIX is a reasonable predictor at 24 (so exactly 2.5% per day), it's roughly 3-standard deviation event so probability is something like 0.3%.
     
  5. PistolPete

    PistolPete

    In my world a prediction is probable and i think your 0.3% is extremely generous , sure its possible but that doesnt make it any less ridiculous

    "Certainly" is not a word associated with this clowns prediction
     
    Last edited: Oct 26, 2018
    QuasWexExort likes this.
  6. themickey

    themickey

    The best I can do as a long time EOD stock trader is offer probabilities on where something will most likely go in the short term in terms of trend direction, but frequently my call is out by a few days.
    What actually happens is I make a call on trend change but the trend overshoots either on the upside or downside. (in whichever direction it was initially heading).
    Sometimes blowoff tops or bottoms finishes it.
     
  7. S2007S

    S2007S

    An 8% drop is not out of question

    Traders after seeing 10 years worth of gains evaporating will most likely throw in the towel once further technical indicators start breaking down.....too many believe this bull market will keep going, however peak earnings, tariffs, 10 year building momentum, higher interest rates and stock buy backs slowing the bull market that's nearly a decade long will finally see a bear coming roaring in.
     
    beginner66 and d08 like this.
  8. S2007S

    S2007S

    tommcginnis likes this.
  9. S2007S

    S2007S

    tommcginnis likes this.
  10. srinir

    srinir

    How did you get 2.5% per day?
    Expected daily move = VIX/Sqrt(252) = 24/16 = 1.5% per day
    His time period is 14 day or 10 trading days.
    So expected move is 1.5%*Sqrt(10) = 4.74% for 10 trading days. Closer to 10% probability of having 8% move in 10 trading days
     
    #10     Oct 27, 2018