Not Holy but Close Grail

Discussion in 'Trading' started by crash n burn, Feb 3, 2010.

  1. This heat map represents the statistical distribution of positive days during the last 100 years of trading at the US equity markets.

    After careful ponderation, I have decided to post it here on ET as a token of appreciation for all the good laughs and interesting reading has offered me throughout the years.

    As you might imagine this doesn't need much updating, so this static table will be a nice aid for your trading efforts going forward, especially if you are still a struggling trader.

    Just observe its accuracy rate over the next couple of months before deciding whether it is viable or not and report back to this thread, so others can benefit too.

    Good luck all

  2. I doubt this is useful in practical terms but thank you for sharing.
  3. does black or grey represent an "up day"?

  4. values represent the historical probability of finishing up. hence, all up positive days are "greyed".

    black days have probabilities of less than .5 of finishing up. iow all black days are down days.
  5. Thanks a Ton!

    Can you upload as a downloadable file like a PDF?

    I love stuff like this heatmap.
  6. spindr0


    If you stare at it carefully, the black boxes in the middle display the face of Bennie Bernanke. Very clever!
  7. byteme


    It's already a downloadable file. If it's showing in your browser then you've downloaded it.

    If you want to save it somewhere specific on your hard drive other than the browser cache, right-click the image and choose the option that says "save image as..." or "save target as..." depending on your browser.
  8. kana


    For those of you thinking that this is an edge.


  9. I disagree. This information is more useful than you think. I used similar approach to create a discrete distribution. It's quite useful.
  10. Duh ... thanks ... I knew that ... sorry I was multitasking and had a duh moment.

    #10     Feb 3, 2010