Instances are a little low here but the stats are overwhelming. Below I have listed all instances.
Not shown in all the above stats is that the average run-up was 4.2% and the average drawdown just -0.6% during the Fed Day. Overall risk/reward appears strongly favorable for BKX based on the limited sample size.
1 comment:
Yet another great study, Rob. And if an exceptional result is generated, in this case the steepest loss during the period, to date, it will be a continuation of the odd anomalous patterns which various bloggers have been reporting. Extreme UP days, alternating with extreme this and that, odd gap patterns, extreme correlations, unusual daily volatility within tight weekly ranges, etc.
That extra information is as useful, in a well designed study, as the primary focus.
Thanks always for your insights.
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