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Just a heads up for newcomers.
2008 was an extraordinary year that will be in our databases for years to come.
IMO it is worth preserving a database for the year ... it is a lot easier to do it now than to try and isolate the 'bear year' data later.
It can be very instructive to run tests in a contrary year.
For example:
- I ran a bull pattern on 2008 bear EOD data
- Yahoo adjusted ... daily ...S&P500 == a - 50% bear market
- it is a high frequency pattern so N (sample number) was very high
- it is not a tradeable pattern as such ... only indicative of tendencies
- after the event occurred the liklihood of X occurring was 0.8411 (probability)
- tested on JimSwindles Yahoo US database ... NYSE stocks 1997 - 2007 == a +100% bull market with a significant down period in the middle of it
- sample size was approx 50 * the previous N and the probability of the reactive event occuring was 0.8179
To me that is an optimistic result i.e. the bullish effect is persistent in a bear market and consistent between a bull and a bear market, with a significant N.
It will be relatively difficult in the future to obtain an intraday database, for the bear 2008 bear cycle.... worth keeping if you have one already?
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