个人资料
正文

关于短线操作以多为主的统计根据(ZT)

(2012-01-08 13:17:36) 下一个

For curiosity, I quantitatively calculated SPX 200 SMA in 下跌趋势和上升趋势的统计时间天数, according to 小熊’s advice “从200日线转折向下跌开始,到200日线转折向上涨为止。”

i.e.
•start: 200 SMA slope < 0
•end: 200 SMA slope > 0
I calculated consecutive days during 下跌趋势和上升趋势。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 下跌趋势 > 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 上升趋势 > 200 days, happened 21 times, three times of the events of in 下跌趋势.

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 

[ 打印 ]
阅读 ()评论 (0)
评论
目前还没有任何评论
登录后才可评论.