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Today (the 1st day of April) closed positive, going back to 1950, 36 of those 64 days have closed positive.
Of those 36 days, the following day (this Wednesday) has a 67% winning ratio.
The average positive gain is .39%
The average negative gain is -53%
The total average gain is .39%
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ravensfan
04-01-2014, 08:25 PM
Today (the 1st day of April) closed positive, going back to 1950, 36 of 64 days have closed positive.
Of those 36 days, the following day (this Wednesday) has a 67% winning ratio.
The average winning gain is .39%
The average negative gain is -53%
The total average gain is .39%
27925
Nice Jason. Looks like this month will provide lots of green for those in the market.:D
MrJohnRoss
04-02-2014, 02:03 PM
According to Quantifiable Edges, early April has a very strong bullish tendency. Go long and strong.
Today (the 1st day of April) closed positive, going back to 1950, 36 of those 64 days have closed positive.
Of those 64 days from the 1st Day of April, 36 closed positive.
Of the 36 days on the 2nd day of April, 24 closed positive.
Of the 24 days on the 3rd day of April, 18 have closed positive (this Thursday) for a 75% winning ratio.
This Friday is the 4th day of April, going back to 1950, 31 of 64 days have closed positive for a 48% winning ratio (break even.)
Over 31 days, the average positive gain is .69%
Over 33 days, the average negative gain is -.40%
Over 64 days, the average total gain is .13%
Based on the previous Tuesday/Wednesday data, I estimate we have a 67% chance of closing with a .32% gain vs. a 33% chance of closing with an -.80% loss.
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This Monday is the 5th trading day of April, going back to 1950, 27 of 64 days have closed positive for a 42% winning ratio (Negative bias)
Over 27 days, the average positive gain is .45%
Over 37 days, the average negative gain is -.81% (almost twice as high as the positive gain)
Over 64 days, the average total gain is -.28% (Negative bias)
The bars are read from right to left (just like charts) the bar on the far right is from 2013, far left from 1950
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Using all Mondays which fall on a the 5th trading day of April, going back to 1950, 5 of 11 days have closed positive for a 45% winning ratio (Negative bias, but limited data to work with)
Over 5 days, the average positive gain is .29%
Over 6 days, the average negative gain is -1.06% (3X higher than the positive gain)
Over 11 days, the average total gain is -.44% (Negative bias)
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Using all days falling on April 7th, going back to 1950, 15 of 35 days have closed positive for a 43% winning ratio (Negative bias)
Over 15 days, the average positive gain is .45%
Over 20 days, the average negative gain is -.68% (3X higher than the positive gain)
Over 35 days, the average total gain is -.19% (Negative bias)
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Based on this data we can estimate we have a clear negative bias going into this Monday.
If you're wondering if your morning IFT is going to go against you after the deadline, take a look at these stats. The charts are read from right to left (like stocks.) Over the last 20 days, the 2nd half of the day has closed opposite the first half 65% of the time.
Last 20 Mondays, Pre IFT vs, Post IFT.
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Post 3 of 3
The following 3 charts show a negative bias for this Wednesday, which is the 7th trading day of April, the 7th trading day of April falling on a Wednesday, and April 9th. This is what I call seasonal data.
Wednesday is the 7th trading day of April, going back to 1950 there are 64 days of data to choose from. This circumstance has a negative bias with a 42% chance of a .53% gain or a 58% chance of a -.50% loss.
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For the 7th trading day of April, 12 days have fallen on a Tuesday (such as tomorrow.) This circumstance has a severe negative bias but limited data, with an 8% chance of a .74% gain or a 92% chance of a -.86% loss.
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For April 9th, falling on a trading day, we have 23 days of data to choose from. This circumstance has a negative bias with a 43% chance of a .63% gain or a 57% chance of a -.71% loss.
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I would like to add that basing future trades off historical data is sort of like driving a car forward while looking in the rear view a mirror, you may have a great view but it doesn’t mean you’re going to arrive at your intended destination. Best of trades...Jason
Post 2 of 3
The following 3 charts show a negative bias for tomorrow, which is the 6th trading day of April, the 6th trading day of April falling on a Tuesday, and April 8th. This is what I call seasonal data.
Tomorrow (Tuesday) is the 6th trading day of April, going back to 1950 there are 64 days of data to choose from. This circumstance has a negative bias with a 39% chance of a .52% gain or a 63% chance of a -.64% loss.
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For the 6th trading day of April, 11 days have fallen on a Tuesday (such as tomorrow.) This circumstance has a severe negative bias but limited data, with an 18% chance of a .39% gain or an 82% chance of a -.77% loss.
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For April 8th, falling on a trading day, we have 31 days of data to choose from. This circumstance has a negative bias with a 42% chance of a .60% gain or a 58% chance of a -.67% loss.
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Post 1 of 3
I’ll start with the good news, move onto the mediocre, then finish with the bad. For myself, the overall theme of the data is telling me to stay out of the markets for tomorrow and possibly Wednesday as well. Based on the recent price action, the statistical data from these 4 charts suggest the next 2 days will see big moves, with the winning ratio having a bias to upside and the average positive & negative gains suggesting a strong +/-2% move in either direction over the next 2 days. This is what I call data based on recent performance.
We have 2 days, which have closed down more than -1%. Going back 20 years there were 122 times when this has happened. For the 3rd day (this Tuesday), we have a 60% chance of a 1.97% gain or a 40% chance of a -1.79% loss.
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We have 3 days, which have closed down. This chart shows the 4th day’s results, with a 61% chance of a 1.09% gain or a 39% chance of a -1.08% loss.
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With 3 days already down, let’s project the 4th day (Tuesday) closes down, meaning tomorrow will close down. For day 5 (this Wednesday) we have a 64% chance of a 1.26% gain or a 36% chance of a -1.22% loss.
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With 3 days already down, let’s project the 4th day (Tuesday) closes up, meaning tomorrow will close up. For day 5 (this Wednesday) we have a 54% chance of a .92% gain or a 46% chance of a -.98% loss.
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Typo Correction
Post 3 of 3
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For the 7th trading day of April, 12 days have fallen on a Wednesday This circumstance has a severe negative bias but limited data, with an 8% chance of a .74% gain or a 92% chance of a -.86% loss.
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MrJohnRoss
04-08-2014, 12:21 PM
Lovin' the statistics, Jason. Keep up the good work.
JR
Based on historical statistics, Thursday shows a positive bias.
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Based on historical statistics, Friday shows a negative bias.
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Based on historical statistics, Monday shows a negative bias.
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Here's an example of how these stats are read, these are not current
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law87
04-10-2014, 11:18 AM
Seasonal prediction seems to failed us this week.
Seasonal prediction seems to failed us this week.
Strong seasonal patterns should be looked at while keeping the Linear Regression principle in mind. If price sways too strongly in one direction, it eventually must balance out and come back to the line. While the winning ratio on Tuesday & Wednesday was not right, the size of the moves were (when looking at the average positive/negative gains.) For myself, I try to step back and look at stats from a distant view, for me it's a single tool, we still have the charts to look at the here & now
Going back to 1950, of the 16,000 plus trading days, today's -2.09% loss ranks in the bottom 2 percentile.
With the chart below, statistically speaking this Friday's winning ratio is split even with the average positive/negative gains higher than the norm. Based on this data, I would expect to see a +/-1% day tomorrow.
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userque
04-11-2014, 03:46 AM
... I would expect to see a +/-1% day tomorrow.
;) So...your guess is up or down.
Going back to 1950, of the 16,000 plus trading days, today's -2.09% loss ranks in the bottom 2 percentile.
With the chart below, statistically speaking this Friday's winning ratio is split even with the average positive/negative gains higher than the norm. Based on this data, I would expect to see a +/-1% day tomorrow.
28095
28096
;) So...your guess is up or down.
I'm going to go on a limb today and guess the direction will be down ;)
jonfresno
04-11-2014, 02:38 PM
I'm going to go on a limb today and guess the direction will be down ;)
Paraphrasing Mel Brooks, my fellow tribesman:
The correc-tion, here we go, the corec-tion, what a show, I'll bet your wishin' that it'd go away, but the correc-tion is here and it's here to stay.......
userque
04-11-2014, 04:51 PM
I'm going to go on a limb today and guess the direction will be down ;)
Good Guess!!:nuts:
OBXTrader
04-12-2014, 05:37 AM
You were right on the down call, but off by .06%. Try harder next time. Seriously, congrats.
I'm going to go on a limb today and guess the direction will be down ;)
Post 1 of 3
This is a re-post of Monday's historical price performance. The overall view here is that Monday shows a a strong historical negative bias.
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Just to clarify, the bottom chart covers April 14th falling on the 10th trading day (not all April 14ths)
Post 2 of 3
This Tuesday shows a a strong historical negative bias. Tax day on April 15th started in 1955, if it falls on a weekend, then it is pushed to the next trading day. These stats do not track Tax day, but many of the days within these stats fall on tax day.
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Just to clarify, the bottom chart covers April 15th falling on the 11th trading day (not all April 15ths)
Post 3 of 3
Just for fun, here are the results for Tax day (as best as i could estimate.)
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This Wednesday has an historically positive bias
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Flip a coin, I would estimate the bulk of Thursday's data is break even.
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Historically, this Monday shows a positive bias, with the exception of the events which fell on a Monday but with only 9 events in that category, this data is limited in scope.
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