[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[RT] S&P Statistics



PureBytes Links

Trading Reference Links


I continue to work on what I would like to be the ultimate S&P daytrading 
system with high per cent wins,one trade per day and early in the day 
preferably,low drawdown and minimum of $10,000 per month.

Will share/give whatever I develop...no big deal.

I know on average the S&P market goes up 50% of the days and down 50% of the 
days.

Need source or data for:

1.Per cent of times market goes up or down for each day of the week.Angell's 
work touches this but need more detail.

2.The average hour of the day where there appears to be the most volatility.

3.Max consecutive days up and down.

4.Affect of overnight action on day action e.g.if overnight up does day tend 
to be likewise and vice versa.

I hope this approach does not offend anyone but I decided upon a grassroots 
no-nothing approach on this subject for which I qualify.

Sincerely,

John
______________________________________________________
Get Your Private, Free Email at http://www.hotmail.com