$IWM posts the best day in a year next what ?

$IWM posts the best day in a year next what ?

$IWM best gainer in a year

 

with $IWM posting a one day gain of  2.85% , which is the highest one day percentage gainer in a year ( i.e 250 trading days ) , below the $IWM trading odds for the longs , for the next 1/2/3/4/5/10/20 trading days , data since  Jan 2002 .

Exit # Wins % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss % PF OAPF
t+1 15 6 40.0 -0.50 -0.24 1.43 -1.78 0.80 -4.88 0.56 0.27
t+2 15 8 53.3 -0.72 0.19 1.07 -2.76 0.39 -11.53 0.50 0.27
t+3 15 7 46.7 -0.21 -0.03 1.73 -1.91 0.91 -5.75 0.69 0.49
t+4 15 6 40.0 -0.61 -0.45 2.16 -2.46 0.88 -8.40 0.49 0.33
t+5 15 7 46.7 -0.45 -0.63 1.52 -2.16 0.70 -5.44 0.48 0.35
t+10 15 8 53.3 -2.01 0.13 2.13 -6.73 0.32 -21.27 0.38 0.28
t+20 15 7 46.7 -1.98 -0.63 4.38 -7.54 0.58 -25.03 0.44 0.34
1st +’ve exit in 5 days 14 11 78.6 0.48 0.70 1.29 -2.51 0.52 -4.02 1.75 1.18
1st -‘ve exit in 5 days 14 13 92.9 1.20 -1.09 -1.37 0.96 1.43 0.96 17.13 11.94

 

13/14 times $IWM closed lower than the entry at some point of time , over the next five trading days , after $IWM posts the biggest one day percentage gains , in a Year , as of current trading day .

Below the table with the $IWM returns , after $IWM posts its biggest percentage gainer in a year , over next 1/2/3/4/5/10 trading days , since Jan 2002

Date $IWM t% t+1% t+2% t+3% t+4% t+5% t+10% t+20% Max DD -t+10 % Max DD -t+20 %
28-Oct-14 114.17 2.85 ?? ?? ?? ?? ?? ?? ?? ?? ??
04-Mar-14 118.74 2.52 -0.06 -0.08 -0.11 -0.45 -1.48 -0.04 -1.38 -2.32 -4.38
02-Jan-13 84.84 2.94 -0.24 0.51 0.13 0.06 0.54 0.81 3.21 -0.24 -0.24
09-Aug-11 65.93 6.67 -4.88 -0.14 0.49 3.32 1.41 -1.82 2.00 -6.34 -6.34
10-May-10 64.52 5.61 0.67 3.77 2.76 0.77 0.96 -6.99 -10.34 -7.11 -10.34
13-Oct-08 52.04 8.64 -2.81 -11.53 -5.75 -8.40 -4.02 -21.27 -13.22 -21.27 -21.27
18-Sep-08 65.43 5.89 4.46 0.21 -1.12 -2.38 -1.88 -11.25 -25.03 -11.25 -30.23
18-Mar-08 61.69 4.61 -2.51 -0.84 3.02 3.36 2.50 4.44 4.80 -2.51 -2.51
11-Mar-08 61.01 4.34 -1.16 0.80 -1.74 -3.34 1.11 3.64 3.88 -3.34 -3.34
18-Sep-07 72.57 4.27 1.34 0.33 0.54 -0.23 -0.63 2.78 1.96 -0.63 -0.63
08-Aug-07 71.67 3.00 -2.30 -1.84 -2.37 -4.05 -5.44 0.13 -0.63 -5.44 -5.44
29-Jun-06 63.49 3.86 0.68 1.94 0.46 0.43 -1.06 -5.21 -2.21 -5.21 -6.32
15-Jun-06 62.07 3.42 -1.30 -3.24 -3.35 -1.66 -2.03 2.29 -3.04 -3.35 -3.35
18-Apr-06 68.25 2.80 0.72 0.19 -0.03 -0.82 -0.76 -0.54 -4.45 -1.89 -4.60
11-Dec-03 46.79 2.79 0.73 -1.62 -0.77 -0.77 0.75 2.35 7.86 -1.62 -1.62
24-Jul-02 32.29 5.90 -0.77 0.81 4.68 4.99 3.34 0.59 6.94 -4.00 -4.00
avg -0.50 -0.72 -0.21 -0.61 -0.45 -2.01 -1.98 -5.10 -6.97
med -0.24 0.19 -0.03 -0.45 -0.63 0.13 -0.63 -3.35 -4.38
% wins 40.00 53.33 46.67 40.00 46.67 53.33 46.67 0.00 0.00

Max DD – t+10 % , is the Maximum Drawdown calculated from the current close to the next 10 trading days’s lowest close ( don’t ask me when , and on how many trading day’s after ,  it is going to come , as only Chuck Norris know it ) , but for the longs it is good to know figure

as can be seen a median maximum draw down of -3.3% over the next 10 days , and -4.3% over the next 20 trading days , did occur in the past , after $IWM posted it’s biggest percentage rally in year

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