Date: 12/01/08
Open: $28.66
High: $29.15
Low: $26.73
Close: $26.93
Volume: 6,068,370
Advances: 3
Advances>=4%: 0
Declines>=4% 82
Daily Change: -7.805%
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Backtesting Studies
- Backtesting Methodology
- The Case for Multiple Exits, Part1
- The Case for Multiple Exits, Part2: Robustness
- O'Neil's Exception to the 20% Profit Target, Part 1
- The Volume Affect
- Does an ADX filter work?
- Closing Price and Daily Range
- RSI(2)
- Percentage Price Action & Volume Breakouts, Part 1
- Average True Range, Part 1
- A Closer Look at Profit Targets
- Average True Range, Part2: Stops
- Risk/Reward & Percent Risk Position Sizing
- Filtering Trades by Moving Averages
- Limit Orders and Performance
Future Testing
- Opening Gaps & Episodic Pivots
- Timed Stops
- Order Types on Performance
- Entry proximity to 50-day MA
- Adaptive Methods
- Relative Linearity
- O'Neils Exception to the 20% Profit Target, Part 2 - ROC stops
- Refining exits through Maximum Adverse Excursion (MAE)
- M Stops (cansliM)
- So Niederhoffer likes the VIX?
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Entertainment Value Only
This information is for entertainment value only. Please don't trade on it and certainly don't hold me responsible for errors or omissions. Its purpose is to fulfill intellectual curiosity.
2 comments:
I'm curious, is this the biggest single down day you've recorded since tracking the index?
Yes it is. Also the largest absolute 1-day percentage change regardless of direction. 1 standard deviation of daily price change since I began tracking it is 2.45% so if you accept gaussian distribution of equity prices (I do not), the odds of a move this size is about 1 in 333.
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