SPY Gaps up 2%＋
2% + Gaps And Their Tendency To Pull Back
QUANTIFIABLE EDGES　Monday, October 13, 2008
http://quantifiableedges.blogspot.com/2008/10/2-gaps-and-their-tendency-to-pull-back.html

It’s late Sunday night and the S&P futures are up over 4%. Typically when the market gaps up by massive amounts it tends to pull back at some point in the next few days. Below are listed all instances where the SPY gapped up by 2% or more. In 19 of 20 cases it posted a close below the gap open within the next 5 days:

◎始値が前日比2%以上高い場合、5日以内に終値がそのGap Up始値以下になる確率は...95%!

◎つまり、5日以内にS&P500終値が912.5以下になる確率は95%ということ...過去の統計に学ぶのなら、ね。
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