大盘其实已调整一段时间了(20170321)-仅供参考 目前观点改变 中期看空了

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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年以来下跌超过10日的下跌周期。最近14日跌2.1%, 大部分调整超过10日的都会跌超过2%。从时间上看,感觉已到尾声,从2%的统计来看,不排除再来个最后一跌。但本人觉的牛市依旧,中长线大可不比惊慌,做空者则机cover, 没有上车者可趁机上车

2005-03-07   1225 -   15 -5.0                                                   
2005-08-11   1237 -   11 -2.6                                                   
2005-12-14   1272 -   11 -1.9                                                   
2006-05-09   1325 -   10 -5.3                                                   
2008-06-16   1360 -   14 -8.2                                                   
2010-06-18   1117 -   10 -8.8                                                   
2011-07-22   1345 -   11-18.0                                                   
2012-05-01   1405 -   13 -8.1                                                   
2013-05-21   1669 -   10 -3.7                                                   
2013-08-02   1709 -   13 -4.0                                                   
2013-09-18   1725 -   14 -4.1                                                   
2014-07-24   1987 -   10 -4.0                                                   
2015-05-21   2130 -   11 -2.4                                                   
2015-08-10   2104 -   11-11.8                                                   
2015-12-29   2078 -   10 -9.4                                                   
2016-04-20   2102 -   11 -2.5                                                   
2016-08-15   2190 -   18 -2.9                                                   
2016-09-28   2171 -   13 -2.1                                                   
2016-12-13   2271 -   12 -1.5                                                   
2017-03-01   2395 -   14 -2.1  

再看sp500指数以2%为反转信号记录了变化幅度及时间。现摘取了自2005年以来上涨超过50日及跟随的一个下跌周期,看上去跌到3%的机会较大。

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 -   78 14.0                                                   
2017-03-01   2395 -   14 -2.1  

 

  

所有跟帖: 

3% SPY是多少? -undecided03- 给 undecided03 发送悄悄话 (0 bytes) () 03/21/2017 postreply 19:26:19

233.1? Almost there -undecided03- 给 undecided03 发送悄悄话 (0 bytes) () 03/21/2017 postreply 19:27:50

Sp500 2395*0.97=2323,不一定正好3%,也许多也许不到,历史只能参考 -tmp001- 给 tmp001 发送悄悄话 tmp001 的博客首页 (0 bytes) () 03/21/2017 postreply 19:31:25

SPX 2401*0.97=2329 -wreckbeach- 给 wreckbeach 发送悄悄话 wreckbeach 的博客首页 (29 bytes) () 03/21/2017 postreply 19:35:06

统计是收盘点数 -tmp001- 给 tmp001 发送悄悄话 tmp001 的博客首页 (0 bytes) () 03/21/2017 postreply 20:00:38

thanks. -wreckbeach- 给 wreckbeach 发送悄悄话 wreckbeach 的博客首页 (169 bytes) () 03/21/2017 postreply 20:04:53

问题是现在的vix仍然太低了,2014年的那一波上涨和现在很相似,回调的时候vix spike up 17以上 -malearning- 给 malearning 发送悄悄话 (87 bytes) () 03/21/2017 postreply 19:32:02

谢谢! -quietplayer- 给 quietplayer 发送悄悄话 quietplayer 的博客首页 (0 bytes) () 03/21/2017 postreply 19:46:56

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