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Correction.
The comparison was 0.8242/0.8179 (N/50*N), an extraordinary convergence and will within sample error for N.
Even more astounding, to me, the pattern frequency was also very similar, which is counter intuitive ... I expected a much lower frequency occurrence for the 'bullish pattern' in a bear market.
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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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