Friday, August 17, 2007

spx consecutive lower highs

S&P 500: # consecu loer his
# consecu loer his:
t+1 avg: n %ile:
10 1.25% 3 0%
9 -0.487% 3 .1%
8 -1.023 4 .2%
7 0.260 14 0.4%
6 0.332 23 1.0
5 -0.045 34 1.9
4 0.085 78 3.2
3 0.111 159 6
2 0.009 297 13
1 0.016 554 25
0 0.071 1337 47

all: 0.054 +/- 0.792 -.48 =25th, .59 = 75th %ile

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