2012年8月13日
An Unusual Consilience
日期:2012/08/12
An unusual consilience of 6 consecutive 20 days maxs in S&P futures has occurred in the last days.
It is interesting to put some stats on table for frequencies of how often such events have occurred in last 17 years.
Number of consecutive 20 day extremes
min max
1 204 313
2 95 165
3 37 88
4 17 50
5 9 17
6 5 9
7 0 4
8 0 2
9 1
10 1
11 0
In case my formatting didn't come across on your screens, the number of consecutive 20 day minima starting from 1 and going to 8 was 203, 95, 37, 17, 9, 5, 0 , 0
The number of consecutive 20 day maxima starting from 1 and going to 11 was 313,165, 88, 50, 17, 9, 4, 2, 1, 1, 0.
It is interesting to note the falloffs in consecutive maxs from 4 to 5 and the fall offs in consecutive minima from 2 to 3.
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