next what ? -> when $SPY posts 10 or more higher lows

when $SPY posts 10 or more higher lows 

10 or higher lows on $SPY stock chart

 

ok we are not sure of the data feed that we received at the time of writing :) , but anyway looks like $SPY posted 11 consecutive higher lows’s which triggers below trading strategies

1) $SPY posts 10 or more consecutive higher low’s in row

below the trading odds , for $SPY longs , for the next 1/2/3/4/5 trading days , data since Feb 1993 , minus today’s instance

Date $SPY t+1 % t+2% t+3% t+4% t+5% 1st +’ve %
29-Oct-14 198.11 ?? ?? ?? ?? ?? ??
20-May-13 162.09 0.15 -0.6 -0.88 -0.97 -0.38 0.15
17-May-13 162.1 -0.01 0.14 -0.6 -0.89 -0.97 0.14
16-May-13 160.55 0.97 0.96 1.11 0.36 0.07 0.97
15-May-13 161.31 -0.47 0.49 0.48 0.63 -0.12 0.49
15-Mar-13 151.32 -0.56 -0.79 -0.09 -0.95 -0.15 -0.15
30-Jan-13 145.08 -0.25 0.78 -0.36 0.65 0.72 0.78
27-Jul-09 88.45 -0.46 -0.71 0.33 0.46 2.13 0.33
24-Jul-09 88.19 0.29 -0.17 -0.42 0.62 0.76 0.29
15-Nov-04 97.07 -0.72 -0.13 0.01 -1.1 -0.64 0.01
12-Nov-04 96.83 0.25 -0.48 0.11 0.26 -0.86 0.25
11-Nov-04 96.07 0.79 1.04 0.31 0.91 1.05 0.79
10-Nov-04 95.35 0.76 1.55 1.8 1.07 1.67 0.76
9-Nov-04 95.27 0.08 0.84 1.64 1.89 1.15 0.08
8-Nov-04 95.46 -0.2 -0.12 0.64 1.44 1.69 0.64
30-Dec-03 89.61 0.09 0.04 1.13 1.23 1.57 0.09
29-Dec-03 89.59 0.02 0.11 0.07 1.15 1.25 0.02
26-Dec-03 88.42 1.32 1.35 1.44 1.39 2.49 1.32
24-Dec-03 88.35 0.08 1.4 1.43 1.52 1.47 0.08
8-Mar-02 91.33 0.22 0.15 -0.81 -0.95 0 0.22
29-Nov-96 55.5 0.04 -1.68 -1.41 -1.68 -2.25 0.04
27-Nov-96 55.29 0.38 0.42 -1.3 -1.03 -1.3 0.38
23-Jun-95 39.12 -1.2 -1.38 -0.87 -1.05 -1.1 -1.1
avg 0.07 0.15 0.17 0.23 0.38 0.30
med 0.08 0.13 0.09 0.54 0.40 0.24
vs all days since 1993 0.04 0.08 0.12 0.16 0.2 0.16
%wins 64 59 59 64 55 91

ps: t+1 to t+5 are the percentage changes , and the 1st +’ve is when the entry is set to current close and exit at the first higher close than the entry , with-in the next five trading days , else with a loss at the end of the fifth trading day.

2) $SPY posts 11 or more consecutive higher low’s in row

Date $SPY #Higher Lows t+1% t+2% t+3% t+4% t+5% 1st +’ve%
30-Oct-14 ~199.57 11.00 ?? ?? ?? ?? ?? ??
20-May-13 162.09 13 0.15 -0.6 -0.88 -0.97 -0.38 0.15
17-May-13 162.1 12 -0.01 0.14 -0.6 -0.89 -0.97 0.14
16-May-13 160.55 11 0.97 0.96 1.11 0.36 0.07 0.97
27-Jul-09 88.45 11 -0.46 -0.71 0.33 0.46 2.13 0.33
15-Nov-04 97.07 15 -0.72 -0.13 0.01 -1.1 -0.64 0.01
12-Nov-04 96.83 14 0.25 -0.48 0.11 0.26 -0.86 0.25
11-Nov-04 96.07 13 0.79 1.04 0.31 0.91 1.05 0.79
10-Nov-04 95.35 12 0.76 1.55 1.8 1.07 1.67 0.76
9-Nov-04 95.27 11 0.08 0.84 1.64 1.89 1.15 0.08
30-Dec-03 89.61 13 0.09 0.04 1.13 1.23 1.57 0.09
29-Dec-03 89.59 12 0.02 0.11 0.07 1.15 1.25 0.02
26-Dec-03 88.42 11 1.32 1.35 1.44 1.39 2.49 1.32
29-Nov-96 55.5 11 0.04 -1.68 -1.41 -1.68 -2.25 0.04
avg 0.25 0.19 0.39 0.31 0.48 0.38
med 0.09 0.11 0.31 0.46 1.05 0.15
vs all days since 1993 0.04 0.08 0.12 0.16 0.2 0.16
%wins 77 62 77 69 62 100

point is 13/13 times , $SPY posted a higher close than the current close over the next 5 trading days , at some point of time 

 

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