This entry was posted on Monday, November 12th, 2007 at 3:54 pm and is filed under Uncategorized. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.
Brigbox was correct in choosing the last date we had a 1% up day with volume higher than the previous 22 days. It happened on November 4th, 2004. That is right 2004. Quite an oddity considering the frequency at which they have shown up in the past.
In the comments from the last post you can see what other readers chose as well.
Congrats Brigbox and thanks everyone for playing along.
Have a Great Day!
Dave Johnson
November 12th, 2007 at 5:14 pm
So basically, a very strong up day with huge volume is so rare (1 in last 3 years),one should expect to *not* get triggered into an S&P long trade according to the criteria identified in the earlier post?
November 12th, 2007 at 5:57 pm
BH I think maybe you misunderstood the trigger criteria for the trade. For the trade to trigger it only requires an up day - with volume higher than previous 21 days.
In this little game I was asking for when we last had a 1% up day with volume higher than previous 22 days.
Sorry for the confusion between the 2 posts. This was just something I found that was a bit of an anomaly that I thought people would find interesting.
November 12th, 2007 at 6:43 pm
Thanks for the explanation Dave, I was indeed confused. Cheers.
January 9th, 2008 at 6:45 pm
Now. Again. 1/9/08.
January 10th, 2008 at 12:32 am
Yes we got it. Time for a post. Thanks so much for pointing it out.