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Thread: S&P 500 Past Performance

  1. #1

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    Default S&P 500 Past Performance

    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%

    Attachment 27925
    Last edited by JTH; 04-01-2014 at 08:24 PM.


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  3. #2

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    Default Re: S&P 500 Past Performance

    Quote Originally Posted by JTH View Post
    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%

    Attachment 27925
    Nice Jason. Looks like this month will provide lots of green for those in the market.
    "the biggest mistake that traders make is to let these short-term trades turn into longer-term investments when they don’t work." RevShark

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  5. #3

    Default Re: S&P 500 Past Performance

    According to Quantifiable Edges, early April has a very strong bullish tendency. Go long and strong.
    CURRENT ALLOCATION: 100% I AS OF C.O.B. 5/22/2017

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    Default Re: S&P 500 Past Performance

    Quote Originally Posted by JTH View Post
    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.

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    Default Re: S&P 500 Past Performance

    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.

    Attachment 27971

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    Default Re: S&P 500 Past Performance

    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
    Attachment 28007

    ___
    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)

    Attachment 28008

    ___
    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)

    Attachment 28009

    ___
    Based on this data we can estimate we have a clear negative bias going into this Monday.

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    Default Re: S&P 500 Past Performance

    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.

    Attachment 28014

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    Default Re: S&P 500 Past Performance

    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.

    Attachment 28036

    ___
    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.

    Attachment 28037

    ___
    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.

    Attachment 28038


    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

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    Default Re: S&P 500 Past Performance

    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.

    Attachment 28039

    ___


    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.

    Attachment 28040


    ___
    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.

    Attachment 28041




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    Default Re: S&P 500 Past Performance

    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.

    Attachment 28042

    ___

    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.

    Attachment 28043


    ___

    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.

    Attachment 28044

    ___

    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.

    Attachment 28045

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    Default Re: S&P 500 Past Performance

    Typo Correction

    Quote Originally Posted by JTH View Post
    Post 3 of 3
    ___
    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.

    Attachment 28037

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  23. #12

    Default Re: S&P 500 Past Performance

    Lovin' the statistics, Jason. Keep up the good work.

    JR
    CURRENT ALLOCATION: 100% I AS OF C.O.B. 5/22/2017

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