猜猜何时有回调(just for fun)

来源: tmp001 2017-02-11 08:30:32 [] [旧帖] [给我悄悄话] 本文已被阅读: 次 (23842 bytes)

下面的统计数据是sp500指数以1%为反转信号记录了变化幅度及时间。现摘取了自2005年以来超过20日上升时间的数据。目前周期28日涨3.4,时间上接近最高天数了, 空间好像差一点, 看以前的统计,如果超过20日,最低涨幅4.4%,100%的统计结果让人吃惊,目前周期也许还有一冲。这也是不宜做空的原因。

2005-05-13   1154 -   25  5.3                                                   
2005-06-27   1190 -   26  4.6                                                   
2005-10-27   1178 -   20  7.4                                                   
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                                                   
2010-11-30   1180 -   33  9.4                                                   
2012-01-31   1312 -   21  4.7                                                   
2012-12-28   1402 -   23  7.7                                                   
2013-04-18   1541 -   23  8.0                                                   
2013-06-24   1573 -   28  8.3                                                   
2014-02-03   1741 -   23  7.6                                                   
2014-04-11   1815 -   21  4.4                                                   
2014-08-07   1909 -   20  5.0                                                   
2014-10-15   1862 -   36 10.9                                                   
2015-01-30   1994 -   20  6.0                                                   
2016-06-27   2000 -   34  9.1                                                   
2016-11-04   2085 -   26  8.6                                                   
2016-12-30   2238 -   28  3.4    

再看2%超过50日的统计(跟随一个下跌周期),当前周期66日10.8,时间和空间都接近平均水平,明确的做空信号是下跌2%,则100%下跌到3%

2005-10-13   1176 -   61  9.7                                                   
2006-01-11   1294 -   18 -3.1                                                   
2006-02-07   1254 -   63  5.6                                                   
2006-05-09   1325 -   10 -5.3                                                   
2006-07-17   1234 -  149 17.0                                                   
2007-02-20   1459 -    9 -5.9                                                   
2007-03-13   1377 -   57 11.2                                                   
2007-06-04   1539 -    3 -3.2                                                   
2009-10-30   1036 -   53 10.6                                                   
2010-01-19   1150 -    8 -6.9                                                   
2010-02-08   1056 -   52 14.3                                                   
2010-04-23   1217 -   10 -9.0                                                   
2010-08-26   1047 -   50 15.9                                                   
2010-11-05   1225 -    7 -3.9                                                   
2010-11-16   1178 -   65 13.3                                                   
2011-02-18   1343 -   17 -6.6                                                   
2013-10-08   1655 -   68 11.2                                                   
2014-01-15   1848 -   12 -5.9                                                   
2014-04-11   1815 -   71  9.1                                                   
2014-07-24   1987 -   10 -4.0                                                   
2016-11-04   2085 -   66 10.6 

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