2011年11月1日火曜日

SPY Gap Up法則更新

先週木曜日のGap Upから三日後にSPYは窓を埋めてしまった。勝率32/37=86.5%。

InstanceDateClosed <= Gap Open(up to 5 days)
109/08/19981 day later
210/06/1998same day
309/03/19992 days later
406/02/2000same day
512/08/2000same day
612/11/20002 days later
704/05/20011 day later
809/24/2001No
907/17/2002same day
1007/29/20024 days later
1110/15/20021 day later
1210/17/2002same day
1304/07/2003same day
1408/17/2007same day
1512/12/2007same day
1603/11/20083 days later
1709/08/2008same day
1809/19/2008same day
1910/07/2008same day
2010/09/2008same day
2110/13/20082 days later
2210/28/2008No(11日後に戻ってる)
2310/30/20084 days later
2411/04/20081 day later
2511/21/2008No
2611/24/2008No
2711/25/2008Same Day
2812/08/20081 day later
2912/16/2008Same Day
3001/28/20091 day later
3103/10/2009No
3203/23/20095 days later
3304/02/20093 days later
3404/09/20092 days later
3505/10/20101 day later
3608/22/2011Same Day
3710/27/20113 days later

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