Monday 9/27/2010


Today's Market Exceptions Highlights:  
Exception 1 - Today is a day following a solid up day  which was proceeded by a negative doji day (Close and open less than 1 point apart).  The solid up day violated the high of the doji day.  We have had 12 such days that the up day closed more than 0.8% above the high of doji day.  If you bought at the open of next days and sold at close, you would have had a win rate of 75% and a win/loss ratio(PF) of 4.8.
I run this same test for various percentage of increase instead of 0.8%.  Here is the complete result:
Pct      Sample Size        Win Rate       PF
0.8%     12                 75%            4.8
0.7      15                 73%            4.38
0.6      19                 74%            3.25
0.5      21                 76%            4.25
0.4      28                 71%            5.64
    
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This forecast is based on analysis of data tables prepared by computer simulation and modeling every night based on more than 12 year of data.









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