再致做空者

来源: 2017-02-02 18:48:19 [旧帖] [给我悄悄话] 本文已被阅读:

大市为什么不跌?请看统计数据。

下面的统计数据是sp500指数以1%为反转信号记录了上升幅度及时间。现摘取了自2005年以来超过15日上升时间的数据。

可以看出,如果上升超过15日,则每次上升幅度都超过了2.8(最低发生在2014年6月12日),最近的上涨周期是22日到目前上涨1.9, 最高是上周三2.7%。

所以做空者还是要等待下跌信号出现。

有时感觉和现实有很大的差距。这就是很多人亏钱的原因

                                days change

2005-01-24   1163 -   17  4.0                                                   
2005-05-13   1154 -   25  5.3                                                   
2005-06-27   1190 -   26  4.6                                                   
2005-10-27   1178 -   20  7.4                                                   
2006-04-17   1285 -   16  3.1                                                   
2006-08-09   1265 -   18  3.7                                                   
2006-09-07   1294 -   35  7.1                                                   
2007-03-28   1417 -   29  6.5                                                   
2007-09-10   1451 -   21  7.6                                                   
2009-07-08  879.0 -   22 14.0                                                   
2010-02-23   1094 -   36 10.2                                                   
2010-09-23   1124 -   17  5.3                                                   
2010-11-30   1180 -   33  9.4                                                   
2011-01-28   1276 -   15  5.1                                                   
2011-03-16   1256 -   15  6.1                                                   
2011-12-28   1249 -   18  6.0                                                   
2012-01-31   1312 -   21  4.7                                                   
2012-11-15   1353 -   18  5.4                                                   
2012-12-28   1402 -   23  7.7                                                   
2013-04-18   1541 -   23  8.0                                                   
2013-06-24   1573 -   28  8.3                                                   
2013-08-27   1630 -   15  5.7                                                   
2013-10-08   1655 -   15  6.8                                                   
2014-02-03   1741 -   23  7.6                                                   
2014-04-11   1815 -   21  4.4                                                   
2014-05-15   1870 -   16  4.3                                                   
2014-06-12   1930 -   15  2.8                                                   
2014-08-07   1909 -   20  5.0                                                   
2014-10-15   1862 -   36 10.9                                                   
2015-01-30   1994 -   20  6.0                                                   
2016-03-08   1979 -   17  4.6                                                   
2016-06-27   2000 -   34  9.1                                                   
2016-11-04   2085 -   26  8.6

2016-12-30   2238 -   22  1.9