For what it's worth, the table below shows the S&P's performance after we got a second Hindenburg Omen signal within two weeks of the first one (I've excluded any that occurred on back-to-back sessions). The "Max Gain" and "Max Loss" columns show the S&P's best gain and worst loss during the next three months.
Date | 1 Week Later | 2 Week Later | 1 Month Later | 3 Months Later | Max Gain | Max Loss | # Days 'Til Low |
05/20/65 | -1.5% | -2.3% | -4.6% | -2.7% | 0.3% | -9.5% | 26 |
11/18/65 | -0.2% | -1.0% | -0.6% | 0.5% | 2.7% | -3.3% | 11 |
12/27/65 | 0.7% | 2.0% | 2.6% | -2.2% | 3.5% | -5.3% | 52 |
10/13/67 | -0.7% | -1.1% | -4.8% | -0.2% | 1.9% | -6.2% | 18 |
03/26/74 | -4.7% | -5.5% | -8.6% | -9.2% | 0.3% | -12.3% | 44 |
05/31/78 | 3.0% | 2.3% | -1.7% | 6.3% | 9.3% | -3.8% | 25 |
10/08/79 | -5.9% | -8.4% | -7.9% | -0.9% | 0.4% | -9.9% | 13 |
12/26/79 | -2.4% | 2.0% | 5.4% | -8.4% | 11.5% | -9.2% | 63 |
02/12/80 | -1.2% | -4.7% | -10.4% | -9.8% | 2.0% | -20.1% | 30 |
07/22/86 | -1.5% | -0.5% | 4.9% | -0.9% | 6.7% | -4.2% | 48 |
07/10/90 | 3.1% | -0.2% | -5.1% | -12.1% | 3.7% | -17.0% | 56 |
12/19/91 | 6.3% | 9.3% | 7.9% | 7.5% | 10.1% | - | - |
12/20/99 | 2.8% | -1.3% | 1.9% | 5.3% | 5.4% | -6.6% | 46 |
04/17/06 | 1.8% | 1.6% | 0.5% | -4.0% | 3.2% | -5.1% | 40 |
06/21/07 | -1.1% | 0.5% | 1.3% | -0.2% | 2.2% | -10.0% | 38 |
07/18/07 | -1.8% | -5.2% | -8.7% | -0.5% | 1.9% | -11.4% | 20 |
10/25/07 | -0.4% | -2.6% | -7.1% | -10.6% | 2.5% | -16.1% | 59 |
Median | -0.7% | -1.0% | -1.7% | -0.9% | 2.7% | -9.2% | 39 |
% Positive | 35% | 35% | 41% | 24% |
散户英勇。 |
USDJPY再创15年新低,持续了2个月的背离仍在继续...
X!nG 发表于 2010-9-7 09:39
这个,顺便说,是我觉得做熊需要担心的地方,日元目前在历史高位,一旦开始滑落,carry trade会很猛啊。
CPCI: Index put call ratio,越高越不好,说明大户看跌,至少是在hedge风险。
CPCI extremely high,这意味着大户知道什么我们小散还不知道的事情,因此提前布局,hedge their long positions。CPCI过高也导致VIX and SPX on the same EMA(20) side,这是个潜在的trend change信号,不可小视。
反弹。一般规律是弄个Bear Flag,然后还有一腿,才能完。
你哪怕有再多的证据,price action不配合也没用啊。Price action永远是最大的!
2010-9-27 09:50:
既使POMO当天也并不一定涨。当然,基本上只要有POMO的,中短期几乎就是guarantee要长了。现在基本属于Fed操纵股市。