Thread: S&P 500 Past Performance

Originally Posted by JTH

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.

According to Quantifiable Edges, early April has a very strong bullish tendency. Go long and strong.

Originally Posted by JTH

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.

Attachment 27971

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

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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)

Attachment 28008

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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)

Attachment 28009

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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.

Attachment 28014

Post 3 of 3

The following 3 charts show a negative bias for this Wednesday, which is the 7^th trading day of April, the 7^th trading day of April falling on a Wednesday, and April 9^th. This is what I call seasonal data.

Wednesday is the 7^th 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

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For the 7^th 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

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For April 9^th, 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

Post 2 of 3

The following 3 charts show a negative bias for tomorrow, which is the 6^th trading day of April, the 6^th trading day of April falling on a Tuesday, and April 8^th. This is what I call seasonal data.

Tomorrow (Tuesday) is the 6^th 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

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For the 6^th 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


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For April 8^th, 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

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 3^rd day (this Tuesday), we have a 60% chance of a 1.97% gain or a 40% chance of a -1.79% loss.

Attachment 28042

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We have 3 days, which have closed down. This chart shows the 4^th day’s results, with a 61% chance of a 1.09% gain or a 39% chance of a -1.08% loss.

Attachment 28043


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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.

Attachment 28044

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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.

Attachment 28045

Typo Correction

Originally Posted by JTH

Post 3 of 3
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For the 7^th 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

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

JR