suppose if $SPX revisits the big round

suppose if $SPX revisits the big round

extending the post Fun With Charts: S&P Closes Never Seen Again, from Alston Mabry

below the $SPX returns for the next 1/2/3/4/5 trading days ,

When the newly conquered big round re-visits again
Date Close t+1 t+2 t+3 t+4 t+5 1st +’ve
13-Oct-14 1874.74 ?? ?? ?? ?? ?? ??
28-Aug-14 1996.74 0.33 0.28 0.2 0.05 0.55 0.33
3-Dec-13 1795.15 -0.13 -0.56 0.55 0.74 0.42 0.55
6-Aug-13 1697.37 -0.38 0.01 -0.35 -0.47 -0.19 0.01
20-Jun-13 1588.19 0.27 -0.95 -0.01 0.95 1.57 0.27
12-Mar-01 1180.16 1.48 -1.14 -0.56 -2.51 -0.79 1.48
30-Mar-00 1487.92 0.72 1.21 0.46 -0.04 0.9 0.72
12-Jul-99 1399.1 -0.4 -0.07 0.75 1.41 0.61 0.75
17-Mar-99 1297.82 1.44 0.11 -0.06 -2.75 -2.25 1.44
31-Aug-98 957.28 3.86 3.47 2.61 1.74 6.91 3.86
27-Mar-98 1095.44 -0.17 0.58 1.16 2.24 2.49 0.58
29-Aug-97 899.47 3.13 3.16 3.49 3.29 3.53 3.13
27-Feb-97 795.07 -0.53 0.03 -0.52 0.87 0.44 0.03
9-Oct-96 696.74 -0.31 0.56 0.98 0.84 1.1 0.56
20-Nov-95 596.85 0.57 0.26 0.52 0.75 1.61 0.57
7-Apr-92 398.06 -0.89 0.65 1.57 2.01 3.6 0.65
27-Mar-87 296.13 -2.34 -1.5 -1.27 -0.84 1.45 1.45
5-Jun-68 99.89 0.76 1.38 1.52 1.77 1.36 0.76
Avg 0.44 0.44 0.65 0.59 1.37 1.01
Med 0.27 0.26 0.52 0.84 1.10 0.65
Std 1.42 1.29 1.15 1.54 1.96 1.01
T-test 1.26 1.41 2.32 1.58 2.89 4.12

17/17 times $SPX closed higher over the next five trading days at some point of time 

When the newly conquered big round re-visits again on $SPX

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DJIA New Round Number Thresholds

DJIA New Round Number Thresholds 

The DJIA closed above 16,000 for the first time ever today,  below the details of DJIA closings above a new thousand-point threshold since it hit 1000 , back in 14th Nov 1972

In the table below, we list the first day that the DJIA closed above each thousand-point threshold from 1,000 to 16,000. We know that a thousand point threshold when DJIA is trading at 1000, is 50% vs, 15K  to 16K, is little over 7%, but there traders who watch big round numbers , and the market’s ability to push through the round numbers as mentioned again by

@VicNiederhoffer  ( #FF ,as his books and his blog have a great influence on the paststat.com website functionality)

Below the table with $DJIA new round number thresholds , and he change % after 1 ( t+1) /2 ( t+2 ) /3/4/5/ trading days

$DJIA New Round Number Thresholds

below the trading odds for $DJIA longs for the next 1/2/3/4/5/10/20 trading days , whenever $DJIA closes above a new round number .

Exit # Wins % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss %
t+1 15 5 33.3 -0.29 -0.17 0.24 -0.55 0.43 -1.17
t+2 15 7 46.7 -0.43 -0.37 0.32 -1.09 0.29 -2.20
t+3 15 8 53.3 -0.33 0.19 0.54 -1.32 0.41 -2.55
t+4 15 9 60.0 -0.01 0.19 0.69 -1.07 0.65 -2.46
t+5 15 9 60.0 0.19 0.62 1.19 -1.30 0.91 -3.76
t+10 15 9 60.0 0.87 1.20 2.59 -1.71 1.51 -3.84
t+20 15 9 60.0 1.06 1.76 3.92 -3.23 1.21 -6.58
Swing High 15 12 80.0 -0.16 0.18 0.28 -1.94 0.15 -3.76
Swing Low 15 3 20.0 -0.04 -0.23 1.85 -0.51 3.64 -1.17

Swing High column , is calculated with the assumption , that one exits the longs at the first profitable close over the next five tradings days , otherwise with a loss at the end of the fifth trading day for a loss.

Swing Low column , is calculated with the assumption , that one exits the at the first lower close over the next five tradings days , otherwise with exits at the end of the fifth trading day , ( calculated , keeping in mind the bears)

12/15 (80%) times  $DJIA closed above the current close at some point of time ( as shown in the Swing High Column ) over the next five trading days , and $DJIA closed below , 12/15 times , the current close at some point of time over the five trading days

{an excel tip} to get the 1K round number would be =QUOTIENT(Close, 1000) 

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