when $QQQ down by more than 1% on a fri and mon

$QQQ down by more than 1% on fri & mon ?

$QQQ down by more than 1% on fri & mon ?

at the time of writing with $QQQ down by more than 1% at 138.44 , as on 12th Jun 2017 close

below trading strategy rules

1)  $QQQ posts back to back 1% or more down days

2) current trading day is monday and previous trading days is friday

below the trading odds for $QQQ longs , for the next 1/2/3/4/5/10/20 trading days , since Y2K, when $QQQ posts  2 down days of more than 1% loss ,on a friday followed by monday

Exit # Wins % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss % OAPF T-Test
t+1% 44 27 61.4 0.90 0.68 2.47 -1.58 1.56 -6.34 1.82 2.08
t+2% 44 30 68.2 1.25 1.25 2.99 -2.46 1.21 -7.09 2.53 2.40
t+3% 44 25 56.8 1.05 0.66 4.10 -2.96 1.39 -9.90 1.57 1.48
t+4% 44 26 59.1 1.10 1.11 4.44 -3.71 1.20 -10.15 1.50 1.45
t+5% 44 28 63.6 1.77 2.07 4.81 -3.56 1.35 -8.73 1.93 2.34
t+10% 44 27 61.4 2.56 2.73 6.69 -4.01 1.67 -9.93 2.30 2.65
t+20% 44 26 59.1 0.66 1.17 7.00 -8.50 0.82 -24.14 0.96 0.47
1st +’ve in 5 days 44 40 90.9 1.76 1.37 2.36 -4.26 0.55 -8.73 3.85 3.73

40/44 times  $QQQ closed higher than the current trading day’s close , at-least once in the next five trading days at close , with an average of 176 bps

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

below the prior instances of $QQQ posting back to back 1% losses on a friday followed by monday since since Y2K

Date $QQQ t+1% t+2% t+3% t+4% t+5% 1st +’ve cls in 5 days% # days to 1st +’ve cls in 5 days
12-Jun-17 ~138.44 ?? ?? ?? ?? ?? ?? ??
27-Jun-16 101.45 2.19 4.00 5.20 5.73 5.09 2.19 1
8-Feb-16 95.36 -0.31 0.07 -0.07 1.45 3.74 0.07 2
24-Aug-15 96.64 -0.38 4.64 7.29 7.27 5.94 4.64 2
15-Dec-14 98.91 -1.60 0.19 2.60 3.05 3.31 0.19 2
13-Oct-14 90.49 0.01 -0.63 -1.26 0.04 1.54 0.01 1
23-Jul-12 59.86 -0.79 -1.45 -0.14 2.22 2.14 2.22 4
16-Apr-12 61.59 2.03 1.77 0.63 0.35 -0.57 2.03 1
3-Oct-11 47.86 2.05 4.67 6.43 5.73 9.39 2.05 1
16-May-11 53.50 0.28 1.12 1.41 0.64 -0.84 0.28 1
7-Jun-10 40.87 -0.18 -1.02 1.81 2.78 2.76 1.81 3
17-Aug-09 35.39 1.43 2.13 3.33 4.70 4.60 1.43 1
30-Mar-09 27.61 0.86 2.36 5.66 7.62 7.35 0.86 1
12-Jan-09 27.07 0.03 -3.01 -1.42 -0.34 -5.28 0.03 1
17-Nov-08 25.98 -0.11 -5.32 -9.90 -5.99 -0.25 -0.25 5
27-Oct-08 26.27 11.05 10.77 14.46 14.64 14.40 11.05 1
6-Oct-08 31.92 -6.34 -7.09 -9.58 -10.15 0.77 0.77 5
29-Sep-08 34.63 2.88 1.80 -2.83 -4.34 -7.83 2.88 1
4-Aug-08 40.66 3.38 4.95 4.14 6.50 7.47 3.38 1
17-Mar-08 37.90 4.46 1.88 3.96 7.56 8.16 4.46 1
17-Dec-07 45.40 0.32 0.30 2.35 4.37 5.16 0.32 1
12-Nov-07 44.48 4.12 2.79 2.24 3.18 1.99 4.12 1
22-Mar-04 30.76 -0.82 0.32 3.00 2.65 4.31 0.32 2
17-Nov-03 31.08 -2.31 -1.36 -2.31 -1.30 1.44 1.44 5
9-Jun-03 26.65 1.51 2.66 3.09 0.77 3.87 1.51 1
31-Mar-03 22.63 0.79 3.56 4.87 3.17 3.33 0.79 1
27-Jan-03 21.98 1.02 2.53 -0.12 -0.37 -0.16 1.02 1
11-Nov-02 21.79 2.55 3.78 7.36 8.76 7.16 2.55 1
30-Sep-02 18.57 6.08 2.56 0.10 -1.79 -2.70 6.08 1
5-Aug-02 19.22 4.94 6.34 9.93 8.82 9.14 4.94 1
22-Jul-02 20.97 -4.27 0.94 -4.91 -3.12 1.84 0.94 2
3-Jun-02 25.97 1.31 2.35 -0.35 -2.35 -2.52 1.31 1
6-May-02 25.96 -0.93 9.67 6.83 2.04 6.18 9.67 2
14-Jan-02 35.81 0.95 -2.95 -0.78 -3.43 -6.41 0.95 1
10-Dec-01 36.75 0.56 1.37 -3.02 -2.17 -0.49 0.56 1
29-Oct-01 30.51 -1.94 -0.41 3.82 4.58 7.99 3.82 3
6-Aug-01 38.09 -0.52 -4.71 -4.31 -5.22 -3.29 -3.29 5
23-Jul-01 36.40 -1.13 -0.27 1.21 3.30 2.68 1.21 3
16-Jul-01 37.96 2.24 -1.65 0.68 -1.65 -4.11 2.24 1
11-Jun-01 41.27 -0.54 -3.26 -8.25 -7.49 -8.73 -8.73 5
12-Mar-01 37.91 5.08 3.43 -0.35 -2.60 2.27 5.08 1
2-Oct-00 77.75 -3.17 -1.30 -1.01 -4.32 -4.76 -4.76 5
18-Sep-00 80.55 3.69 5.29 -2.36 3.41 0.66 3.69 1
11-Sep-00 83.18 -1.55 0.74 0.20 -1.62 -3.16 0.74 2
24-Jul-00 85.14 0.79 0.66 -3.29 -8.55 -5.86 0.79 1
  • 32/33 times  $QQQ closed higher than the current trading day’s close , at-least once in the next five trading days at close , with an average of 231 , since 2002 
  • highlighted in red were those 4 losses when $QQQ failed to close higher in the next five days

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