Friday, August 17, 2007

spx consecutive lower weekly lows

Consecutive Lower Closes spx
Weekly 2/88 - 11/98:
n >=
wks down: % profit/pf: P/L: Avg: n trades:
1 75% 2.05 468** 2.18 215
2 74% 1.99 183 2.51 73
3 70% 1.54 47 1.72 27
4 80%*2.52* 42 4.24* 10
5 67% 1.76 12 4.12 3
6 100% 100** 11 11.05** 1

n =
wks down: % profit/pf: P/L: Avg: n trades:
0 71% 1.09 64 0.20 316

1 68% 2.17* 422* 2.97 142*
2 63% 1.90 141 3.06 46
3 59% 1.49 34 2.00 17
4 71%*2.12 31 4.48 7
5 50% 1.76 12 6.18 2
6 100% 100 11 11.05* 1

n = ** 4 week holding period **
wks down: % profit/pf: P/L: Avg/w: n trades:
0 76% 2.04 416* 3.28/0.82 127
1 69% 2.36 475 5.05/1.26 94
2 70% 2.50 317 7.21/1.80 44
3 63% 1.29 50 3.11/0.78 16
4 50% 1.40 27 4.48/1.12 6
5 50% 7.92* 76 38.1/9.51* 2

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