& the rule #34 is

& the rule #34 is 

34searching for rule #34 images is NSFW 🙂

no idea why this happens , but here are the trading rules

  • current trading day is either 34th or 134th of the year
  • below the $SPY returns for the next 1/2/3/4/5 trading days , since 1994
Exit # Wins % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss % PF OAPF STDEV T-Test
t+1 42 11 26.2 -0.50 -0.20 0.53 -0.87 0.61 -3.58 0.23 0.19 1.00 -3.24
t+2 42 18 42.9 -0.30 -0.22 0.59 -0.97 0.61 -2.88 0.44 0.38 1.03 -1.88
t+3 42 22 52.4 -0.16 0.11 0.88 -1.29 0.68 -4.92 0.77 0.68 1.46 -0.69
t+4 42 19 45.2 -0.51 -0.42 1.01 -1.76 0.57 -8.26 0.53 0.45 1.93 -1.72
t+5 42 21 50.0 -0.43 -0.05 0.90 -1.75 0.51 -10.98 0.68 0.57 2.23 -1.25
t+10 42 21 50.0 -0.26 0.01 1.90 -2.43 0.78 -10.98 0.82 0.72 2.93 -0.58
t+20 42 22 52.4 0.02 0.37 3.37 -3.65 0.92 -10.81 0.90 0.79 4.44 0.04
1st +’ve exit in 5 days 42 34 81.0 -0.12 0.40 0.51 -2.77 0.18 -10.98 0.86 0.80 1.94 -0.39
1st -‘ve exit in 5 days 42 42 100.0 0.82 -0.52 -0.82 INF INF NA INF INF 0.87 6.06

 

42/42 times $SPY closed at lower than the current close at some point of time in the next five trading days .. with an average drop of 0.82% ! and a median drop of 0.52%

PF: Profit Factor, and OAPF is the outlier adjusted profit factor ( which is profit factor recalculated after removing the maximum winner )

below the returns of $SPY from the 34th trading day of the year , for the next 1/2/3/4/5 trading days , since 1994

Date $SPY t+1% t+2% t+3% t+4% t+5% 1st -‘ve close %
20-Feb-15 211.24 ?? ?? ?? ?? ?? ??
20-Feb-14 180.57 -0.11 0.44 0.4 0.41 0.94 -0.11
20-Feb-13 145.5 -0.6 0.36 -1.55 -0.87 0.38 -0.6
21-Feb-12 128.36 -0.33 0.12 0.33 0.51 0.79 -0.33
18-Feb-11 123.93 -2 -2.61 -2.67 -1.63 -1.02 -2
22-Feb-10 100.43 -1.21 -0.3 -0.44 -0.38 0.66 -1.21
20-Feb-09 68.37 -3.58 0.07 -0.72 -2.33 -4.52 -3.58
20-Feb-08 117.2 -0.83 -0.21 1.04 1.8 1.7 -0.83
21-Feb-07 123.6 -0.08 -0.47 -0.56 -4.44 -3.46 -0.08
21-Feb-06 106.81 0.61 0.46 0.72 0.76 -0.2 -0.2
18-Feb-05 98.35 -1.49 -0.78 -0.13 0.86 0.19 -1.49
20-Feb-04 92.08 -0.25 -0.42 -0.01 0.05 0.12 -0.25
20-Feb-03 66.51 1.01 -0.63 0.17 -1.29 0.02 -0.63
20-Feb-02 85.86 -2.07 -0.86 0.78 0.57 0.96 -2.07
20-Feb-01 98.42 -2.15 -2.01 -2.67 -0.6 -1.51 -2.15
18-Feb-00 102.65 -0.25 0.93 -1.11 -1.47 0.59 -0.25
22-Feb-99 95.74 -0.05 -1.82 -2.75 -3.13 -2.87 -0.05
20-Feb-98 76.8 0.39 -0.39 0.85 1.42 1.42 -0.39
19-Feb-97 59.34 -1.21 -1.18 0 0.08 -0.91 -1.21
16-Feb-96 46.45 -0.97 0.26 1.83 1.55 0.11 -0.97
17-Feb-95 33.88 -0.03 0.71 0.89 1.12 0.32 -0.03
17-Feb-94 32.12 -0.59 0.4 0.12 -1.21 -0.75 -0.59

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