Dow Jones Erases All of 2014′s Gains – next what ?

Dow Jones Erases All of 2014′s Gains – next what ?

dow

chart from the blog -> Dow Jones Erases All of 2014′s Gains

Below the prior instances of $DJIA erasing the yearly gains and closing negative YTD , in the months of June/July/Aug ( just to get apple to apple comparison to +/- one month here are there to the current scenario )

data since 1900

below the trading odds of going long at the first negative YTD close in the months of Jun/Jul/Aug and exiting at the last trading day of the year

  • Winners : 18
  • Losers : 12
  • % Winners : 60%
  • Average Change % : 1.53
  • Median Change % : 3.52
  • Maximum Gain % : 48.54
  • Maximum Loss % : -33.42
  • Average Gain %if Winner : 12.88
  • Average Loss % if Loser : -15.50
  • Payoff Ratio 0.83

for the data since our generation , or since 1990 ..

  • Winners : 8
  • Losers : 2
  • % Winners : 80%
  • Average Change % : 8.34
  • Median Change % : 7.73
  • Maximum Gain % : 21.78
  • Maximum Loss % : -6.25
  • Average Gain %if Winner : 11.59
  • Average Loss % if Loser : -4.65
  • Payoff Ratio 2.49

as we would be telling “it’s bullish again ” stories all the time ,

for your own analysis , below the $DJIA erasing the YTD gains during the half year ending , since 1900

Date DJIA Year Start Ytd Gains % YTD Max so far YTD Max Gains % End of Year Close Rest of Year Gains %
31-07-2014 16563.3 16576.66 -0.08 17138.2 3.39 16563.3 ??
01-06-2012 12118.57 12217.56 -0.81 13279.32 8.69 13104.14 8.13
04-08-2011 11383.68 11577.51 -1.67 12810.54 10.65 12217.56 7.33
22-06-2010 10293.52 10428.05 -1.29 11205.03 7.45 11577.51 12.47
15-06-2009 8612.13 8776.39 -1.87 9015.1 2.72 10428.05 21.09
13-06-2006 10706.14 10717.5 -0.11 11642.65 8.63 12463.15 16.41
24-06-2004 10443.81 10453.92 -0.10 10737.7 2.71 10783.01 3.25
14-06-2001 10690.13 10786.85 -0.90 11337.92 5.11 10021.5 -6.25
31-08-1998 7539.06 7908.24 -4.67 9337.97 18.08 9181.43 21.78
08-06-1994 3749.45 3754.09 -0.12 3978.36 5.97 3834.44 2.27
06-08-1990 2716.34 2753.2 -1.34 2999.75 8.96 2633.66 -3.04
24-08-1982 874.9 875 -0.01 891.17 1.85 1046.54 19.62
02-07-1981 959.19 963.99 -0.50 1024.05 6.23 875 -8.78
20-06-1978 830.04 831.17 -0.14 866.51 4.25 805.01 -3.02
12-06-1974 848.56 850.86 -0.27 891.66 4.80 616.24 -27.38
17-06-1968 903.45 905.11 -0.18 919.9 1.63 943.75 4.46
14-06-1965 868.71 874.13 -0.62 939.62 7.49 969.26 11.57
24-06-1957 497.08 499.47 -0.48 513.19 2.75 435.69 -12.35
12-07-1950 199.09 200.13 -0.52 228.38 14.12 235.41 18.24
03-08-1949 177.19 177.3 -0.06 181.54 2.39 200.13 12.95
02-08-1948 181.13 181.16 -0.02 193.16 6.62 177.3 -2.11
24-06-1947 174.54 177.2 -1.50 184.49 4.11 181.16 3.79
27-08-1946 191.04 192.91 -0.97 212.5 10.15 177.2 -7.24
26-08-1937 178.52 179.9 -0.77 194.4 8.06 120.85 -32.30
19-06-1934 99.02 99.9 -0.88 110.74 10.85 104.04 5.07
12-06-1930 247.18 248.48 -0.52 294.07 18.35 164.58 -33.42
18-06-1928 201.96 202.4 -0.22 220.96 9.17 300 48.54
15-07-1926 155.84 156.66 -0.52 162.31 3.61 157.2 0.87
06-06-1921 71.18 71.95 -1.07 80.03 11.23 81.1 13.94
18-06-1917 94.89 95 -0.12 99.18 4.40 74.38 -21.61
28-07-1914 76.28 78.78 -3.17 83.43 5.90 54.58 -28.45
11-08-1911 80.71 81.36 -0.80 87.06 7.01 81.68 1.20
13-06-1904 48.88 49.11 -0.47 50.5 2.83 69.61 42.41
23-06-1902 64.2 64.56 -0.56 68.44 6.01 64.29 0.14
15-07-1901 69.46 70.71 -1.77 78.26 10.68 64.56 -7.05

you might want to consider subscribing to our daily quant rants email  !!

contact us for your quant trading programming needs in python and or R 

check out Quant-Ideas  to aid the short term trader to find high probability winning trades

Leave a Reply