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關於短線操作以多為主的統計根據(ZT)

(2012-01-08 13:17:36) 下一個

For curiosity, I quantitatively calculated SPX 200 SMA in 下跌趨勢和上升趨勢的統計時間天數, according to 小熊’s advice “從200日線轉折向下跌開始,到200日線轉折向上漲為止。”

i.e.
•start: 200 SMA slope < 0
•end: 200 SMA slope > 0
I calculated consecutive days during 下跌趨勢和上升趨勢。Below is the statistical result, using yahoo finance data (from Jan 01 1950).

How to define "Bear market" has various discussions, NOT covered here.

However mathematically, we can see event of consecutive days of 200 SMA in 下跌趨勢 > 200 days, happened seven times from 1950. The table below says the seven events, lasted 230, 262, 287, 317, 354, 393, 433 days respectively.
Meanwhile, event of consecutive days of 200 SMA in 上升趨勢 > 200 days, happened 21 times, three times of the events of in 下跌趨勢.

哈哈, seems go long (three times ) better than go short.

note:
+: slope > 0
 -: slope < 0

UP DAYS: 10871
DOWN DAYS: 4532
FLAT DAYS: 2

ZT 

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