$SPX dips after gaining for 6 or more months – mega bullish for next 6 months

$SPX dips after gaining for 6 or more months

With S&P 500 Index ( $SPX) falling by -1.5% for the first time in this month of June 2013, after gaining for 7 months  in row , below the details with how $SPX fared over the next 1 month , 1 quarter , 6 months , when ever $SPX falls in a month after gaining for 6 or more months in row

Winning odds for the next month  after $SPX falls after gaining for 6 or more  months in row

  • Winners : 15
  • Losers : 3
  • % Winners : 83%
  • Average Change % : 2.46
  • Median Change % : 3.05
  • Maximum Gain % : 8.31
  • Maximum Loss % : -4.57
  • Average Gain %if Winner : 3.46
  • Average Loss % if Loser : -2.54
  • Average Gain % / Average Loss % : 1.36

Average change for any random one month holding period stands at 0.69% , since 1950

Winning odds for the next Quarter ( i.e 3 month holding period) after $SPX falls after gaining for 6 or more  months in row

  • Winners : 16
  • Losers : 2
  • % Winners : 89%
  • Average Change % : 3.76
  • Median Change % : 3.21
  • Maximum Gain % : 14.78
  • Maximum Loss % : -12.24
  • Average Gain %if Winner : 5.04
  • Average Loss % if Loser : -6.42
  • Average Gain % / Average Loss % : 0.78

Average change for any random three month holding period stands at 2.01%

 Winning odds for the next Half Year  ( i.e 6 month holding period) after $SPX falls after gaining for 6 or more  months in row

  • Winners : 16
  • Losers : 2
  • % Winners : 89%
  • Average Change % : 9.10
  • Median Change % : 8.87
  • Maximum Gain % : 23.23
  • Maximum Loss % : -5.66
  • Average Gain %if Winner : 10.80
  • Average Loss % if Loser : -4.51
  • Average Gain % / Average Loss % : 2.40

Average change for any random six month holding period stands at 4.23% , since 1950

Below the table with $SPX change % details after 1 Month, 1 Quarter , Half Year after $SPX falls after gaining for 6 or more  months in row

$SPX dips after gaining for 6 or more months in row, since 1950

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

check out Quant-Ideas 

2 thoughts on “$SPX dips after gaining for 6 or more months – mega bullish for next 6 months

  1. Pingback: Let's barbecue it... | 361 Capital361 Capital

  2. Pingback: 361 Capital Weekly Research Briefing | The Reformed Broker

Leave a Reply