8 replies to this topic

[Russ]

Mark Hulbert from Marketwatch.com:

http://www.marketwat.....1708FCC88717}

"The last time a double 9-to-1 signal was triggered was on March 21. An investor who bought the S&P 500 at the close on March 22 and held for 60 trading days realized an annualized gain of 31%"

[ogm]

Mark Hulbert from Marketwatch.com:

http://www.marketwat.....1708FCC88717}

"The last time a double 9-to-1 signal was triggered was on March 21. An investor who bought the S&P 500 at the close on March 22 and held for 60 trading days realized an annualized gain of 31%"

We had not double but tripple 9 to 1 days.

[Russ]

Yes I know we had a triple, hence the tittle of my post. Hulbert also knows it, the double is just a past referrence....helps to read the article.

[denleo]

Does anybody have any studies on these? results going forward 2 weeks later, 1 month later, 3 months later, etc.. maximum drawdowns, average gain, losses. I would be very interested in that. Both 2 and 3 9-1 days. Thank you Denleo

[Darris]

I thought mortiz did that over at TW.

http://forums.techni...618?forum=62869

[toni]

Flip a coin. 50% accuracy record. The same as any other prediction, based on anything, claiming the predictor knows what will hapen in the future. toni

[pdx5]

Before reaching conclusions based on past history, check if housing was imploding during the 9:1 up days.

[Echo]

Darris pointed to the chapter in the book. Here is the page:

http://forums.techni...post?id=1259494

Echo

[Echo]

By the way, the 12 month gain is not posted at the bottom of the thread. I'll see if Mortiz has time soon to update it. By stockcharts data, by July 19, 2007, SPX had gained 25.57% in the 12 months after the cluster of 3 9:1 upvol days. The difference with the current scenario though is that we have had interspersed 9:1 downvol days here, haven't we. Echo