SPY Gap Up

久しぶりに株が爆上げしたので、はてな時代にやっていたGap Up分析を流してみた→8/22にも2% Gap Openがあったことが判明。ただし即日で萎えている。

今回のGap上げは何日維持できるだろうか。ちなみに過去36事象中31回は5日以内にGap上げ価格以下まで戻している。

Instance	Date	Closed <= Gap Open(up to 5 days)
1	09/08/1998	1 day later
2	10/06/1998	same day
3	09/03/1999	2 days later
4	06/02/2000	same day
5	12/08/2000	same day
6	12/11/2000	2 days later
7	04/05/2001	1 day later
8	09/24/2001	No
9	07/17/2002	same day
10	07/29/2002	4 days later
11	10/15/2002	1 day later
12	10/17/2002	same day
13	04/07/2003	same day
14	08/17/2007	same day
15	12/12/2007	same day
16	03/11/2008	3 days later
17	09/08/2008	same day
18	09/19/2008	same day
19	10/07/2008	same day
20	10/09/2008	same day
21	10/13/2008	2 days later
22	10/28/2008	No(11日後に戻ってる)
23	10/30/2008	4 days later
24	11/04/2008	1 day later
25	11/21/2008	No
26	11/24/2008	No
27	11/25/2008	Same Day
28	12/08/2008	1 day later
29	12/16/2008	Same Day
30	01/28/2009	1 day later
31	03/10/2009	No
32	03/23/2009	5 days later
33	04/02/2009	3 days later
34	04/09/2009	2 days later
35	05/10/2010	1 day later
36	08/22/2011	Same Day
37	10/27/2011	?