Dec
23
An Idea, from Victor Niederhoffer
December 23, 2010 |
I propose as one measure of trend, the number of runs of exactly x or more y day changes up or down in a market.
For example:
exactly # of times 10 day sp change up
1 220
2 153
3 132
4 109
5 101
6 91
7 85
8 80
9 76
10 71
11 56!!!
12 48
13 or more 398
A 10 day change is up if today's close is higher than the close 10 days ago.
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