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2% Gaps Down Revisited in Quantifiable Edge

(2009-02-19 21:12:00) 下一个
SPY is nearing a 2% gap down this morning. I performed a study back in October which looked at the tendency of the SPY to close above its gap opening at some point in the next few days after such a large gap down. Below I have updated that table with the 7 additional instances that have since occurred. The edge remains squarely bullish.
http://1.bp.blogspot.com/_931wANibTqw/SYb77FM8EeI/AAAAAAAABAQ/Eqtx4TkBTGo/s1600-h/2009-2-2+png.PNG
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