Apr

27

I did some graphs of SPY Frequency Distribution in 5 different regimes (1993-1999) (2000-2001)(2007-3/2008) (3/08- current) (1/1/2015 - current).

The noticeable difference between Bulls and Bears regimes is twofold:

*First,

Bulls: higher percentage of days that are boring > -0.5% and < + 0.5%

Bears: lower than normal.

*Second finding,

Bulls: fewer terrible days < -0.5%

Bears: more

*But,

About the same percentage of great days > +0.5% in Bulls or Bears case

This used lognormal returns.

Graph 1 3/2009 to now


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