Market Update: Statistical Perspective

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For some perspective, when I reference a statistical chart covering 1995-2014, the picture below covers this timeframe. IMHO this is a great collection of time because we have 3 Bull markets and 2 bear markets of data to work with.

  • There are 5,036 trading days, with an average daily gain of .04%
  • For all trading days, 2,724 or 54% closed up with an average positive gain of .80%
  • For all trading days, 2,312 or 46% closed down with an average negative gain of -.86%
What this tells us is the markets trend up, but the down days are greater than the up days, but there are less down days. This is one of the key reasons why it's so difficult to beat a bull market

SPX - Monthly - 1995-2014.png

NOTE: For all bar charts, the data is read like a stock chart, with the most recent historical data on the far right and the oldest on the far left

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Now for tomorrow's stats, long story short, "flip a coin"

For the S&P 500, from 1995-2014 there are 240 months, 43 of which closed down on the first 2 trading days. The results of day 3 are listed below (see notes added to the charts)

1st 2 Dwn - 2015-01-06.png


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For the S&P 500, Russell 2000 & AGG, January's trading day 3 results are listed below

SPX - Daily - Jan - Trading Day - 03.png


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For the S&P 500, Russell 2000 & AGG, the last 11 Tuesday's results are listed below.

SPX - Daily - Tue - 2015-01-06.png


Trade hard...Jason
 
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