(20170324) 会重复哪一个历史统计(仅供参考)

来源: tmp001 2017-03-24 20:17:31 [] [博客] [旧帖] [给我悄悄话] 本文已被阅读: 次 (24098 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年以来下跌超过10日的下跌周期。最近17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,即使经历2008-2009年的熊市,也难有如此漫长的调整。市场波动性非常底,做空者如同被钝刀慢挫般一点点地备受折磨。从历史统计来讲,来个1%的反弹可能性非常高,但因终所周知的原因,感觉星期一不乐观。

 

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 -   17 -2.2  

从2%的统计来看,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,经过一个超过50日的上涨周期,如果回调超2%,则全部跌倒3%。这两个统计必有一个重现,本来预期都会重现的,但更倾向这个历史统计成为现实。

总的感觉,大的调整将至,主要是银行股和油价下跌,伴随Trump的healthcare plan 挫败。

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 -   17 -2.2 

所有跟帖: 

大牛辛苦了 -TZAFAZ- 给 TZAFAZ 发送悄悄话 (0 bytes) () 03/24/2017 postreply 20:25:49

Does -3% still mean closing price low or just intraday low? -wreckbeach- 给 wreckbeach 发送悄悄话 wreckbeach 的博客首页 (204 bytes) () 03/24/2017 postreply 21:19:12

所有统计都是sp500收盘点数 -tmp001- 给 tmp001 发送悄悄话 tmp001 的博客首页 (0 bytes) () 03/24/2017 postreply 21:31:34

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