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Finance & Stock Groups Forum Index » Stock Investments » 300 Point Dow Gains? During Bear Markets ONLY
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| Don Tiberone |
 Posted: Thu Aug 07, 2008 2:04 am |
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http://bigpicture.typepad.com/comments/2008/08/300-point-dow-g.html
300 Point Dow Gains? During Bear Markets ONLY
Wednesday, August 06, 2008 | 03:29 PM
in Markets | Technical Analysis | Trading
Merrill Lynch's David Rosenberg was on CNBC this morning, discussing
the current Bear Market. He noted that this was the sixth 300 point
rally to occur since September 2007 (markets peaked the next month) --
a period of time which can only be described as a Bear Market.
Even more intriguing, he observed that EVERY 300 point DJIA rally has
occurred ONLY during bear markets. (Even the 1998 LTCM crisis saw two
single-day gains of more than 300 points, September 8 and October 15,
1998. At its intra-day lows, 1998 had a 20% decline).
During the 2000 to 2002 bear market, the DJIA had 15 days where it
gained more than 300 points. The first was March 15, 2000 (five days
after the NASDAQ peaked) and the last was October 15, 2002, near the
bottom of the bear market.
Hence, the odds are against making money chasing these 300+ point
rallies.
During the 2002 to 2007 bull market, the DJIA had no days where it
gained more than 300 points.
Jim Bianco asks: "What does the stock market do during bear markets?
It has days where it gains more than 300 points in a day. What doesn't
the stock market do in a bull market? It does not have days where it
gains more than 300 points in a day." |
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| Don Tiberone |
| Posted: Thu Aug 07, 2008 3:45 am |
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On Aug 6, 8:10 pm, "FrediFizzx" <fredifi...@hotmail.com> wrote:
Quote: Well, that is silly. Ya have to use percentages, not points. 300
points today is no big deal compared to 20 years ago. The bull market
from 2003 to 2007 was marked by unusually low volatility. The swings
we are seeing this year are probably more normal.
Actually, it's the exact same thing with percentages. This was posted
on March 11, 2008.
History of Bear Market Rallies
* There have been 22 days with +3% or greater return since 1/1/2000,
excluding today's +3.7% return
* Pretty much all these 22 days occurred during the bear market of
2000-2003
* To be exact these 22 days all happened in the time from 3/20/2000 to
3/17/2003
* We have not had a SINGLE upmove day greater than 3% since 3/17/2003
till today
* Bear markets produce big positive return days (short squeezes, bear
rallies etc)
* Usually there is no follow-through, scrambling to buy does not help
* Today was the first 3% up-move of the current bear market…history
suggests market likely to make new lows
* Bull markets have low realized vols (not a single +3% day since
3/17/03) |
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| Don Tiberone |
| Posted: Thu Aug 07, 2008 3:52 am |
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On Aug 6, 8:45 pm, Don Tiberone <s_knig...@my-deja.com> wrote:
Quote: On Aug 6, 8:10 pm, "FrediFizzx" <fredifi...@hotmail.com> wrote:
Well, that is silly. Ya have to use percentages, not points. 300
points today is no big deal compared to 20 years ago. The bull market
from 2003 to 2007 was marked by unusually low volatility. The swings
we are seeing this year are probably more normal.
Actually, it's the exact same thing with percentages. This was posted
on March 11, 2008.
History of Bear Market Rallies
* There have been 22 days with +3% or greater return since 1/1/2000,
excluding today's +3.7% return
* Pretty much all these 22 days occurred during the bear market of
2000-2003
* To be exact these 22 days all happened in the time from 3/20/2000 to
3/17/2003
* We have not had a SINGLE upmove day greater than 3% since 3/17/2003
till today
* Bear markets produce big positive return days (short squeezes, bear
rallies etc)
* Usually there is no follow-through, scrambling to buy does not help
* Today was the first 3% up-move of the current bear market…history
suggests market likely to make new lows
* Bull markets have low realized vols (not a single +3% day since
3/17/03)
Which incidentally, is consistent with my previous post. All the
largest gains happen during bear markets. All the huge up days are
mainly fueled by massive short covering, mostly shorts being squeezed,
not real buying. It works for almost any index, the Nikkei, the
Nasdaq, the Dow, the S&P500. This is not a coincidence.
http://www.financialpost.com/trading_desk/financials/story.html?id=69...
Bear still growling
Mark Deriet, Financial Post Published: Thursday, July 31, 2008
U. S. financial stocks have staged a significant rally off their lows.
They recently had the largest single-day gain since the U. S.
financials index was created in 1990, with the index surging 12% on
July 16. Large single-day gains are characteristic of bear market
rallies. In fact, nine of the top 20 of the largest single-day gains
on the U. S. financials index have occurred in 2008.
How does this compare with past bear markets? Well, for the Nasdaq
index, 19 of the largest 20 single-day rallies since 1990 occurred
after its peak in March, 2000, during the tech bust of 2000-02. For
the Nikkei index, 17 of the largest 20 single-day rallies since
inception in 1970 occurred after the January, 1990, peak, when the
Asian meltdown was in full swing. As for the Dow index during the
Depression years of 1929-33, all of the largest 20 rallies occurred
after the September, 1929, peak.
So what does this say about the rally in U. S. financials in the
current market? With oil in a corrective phase, U. S. financials could
enjoy a further near-term rally. But, given the history of bear
markets, there's good reason to remain cautious. We have only
witnessed nine of the largest 20 single-day gains so far, so the
technical evidence suggests we may have only reached the halfway point
of the bear market in U. S. financials. |
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| Don Tiberone |
| Posted: Thu Aug 07, 2008 4:34 am |
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On Aug 6, 9:21 pm, "ynotssor" <ynots...@example.com> wrote:
Quote: Innews:6fv7emFdd02cU1@mid.individual.net,
FrediFizzx <fredifi...@hotmail.com> typed:
Well, that is silly. Ya have to use percentages, not points. 300
points today is no big deal compared to 20 years ago. The bull market
from 2003 to 2007 was marked by unusually low volatility. The swings
we are seeing this year are probably more normal.
Indeed. Using an arbitray cutoff absolute value of > 5% daily change since
10/01/28 until 08/04/08, we see that since 01/01/02, there were only 2 days:
07/24/02 +6.35% and 07/29/02 +5.41%
Date Close Change %Change Abs(%Change)
10/19/87 1,738.74 -507.99 -22.61 22.61
03/15/33 62.10 8.26 15.34 15.34
10/06/31 99.34 12.86 14.87 14.87
10/28/29 260.64 -40.58 -13.47 13.47
10/30/29 258.47 28.40 12.34 12.34
06/22/31 145.82 15.51 11.90 11.90
10/29/29 230.07 -30.57 -11.73 11.73
09/21/32 75.16 7.67 11.36 11.36
10/05/31 86.48 -10.40 -10.73 10.73
10/21/87 2,027.85 186.84 10.15 10.15
11/06/29 232.13 -25.55 -9.92 9.92
09/05/39 148.12 12.87 9.52 9.52
08/03/32 58.22 5.06 9.52 9.52
02/11/32 78.60 6.80 9.47 9.47
11/14/29 217.28 18.59 9.36 9.36
12/18/31 80.69 6.90 9.35 9.35
05/06/32 59.01 4.91 9.08 9.08
04/19/33 68.31 5.66 9.03 9.03
10/08/31 105.79 8.47 8.70 8.70
08/12/32 63.11 -5.79 -8.40 8.40
08/08/32 67.71 5.11 8.16 8.16
01/04/32 71.59 -6.31 -8.10 8.10
10/26/87 1,793.93 -156.83 -8.04 8.04
06/10/32 48.94 3.62 7.99 7.99
06/16/30 230.05 -19.64 -7.87 7.87
07/21/33 88.71 -7.55 -7.84 7.84
06/19/33 95.99 6.77 7.59 7.59
10/18/37 125.73 -9.75 -7.20 7.20
10/27/97 7,161.15 -554.26 -7.18 7.18
10/05/32 66.07 -5.09 -7.15 7.15
09/17/01 8,920.70 -684.81 -7.13 7.13
01/06/32 76.31 5.07 7.12 7.12
06/03/31 130.37 8.67 7.12 7.12
07/20/33 96.26 -7.32 -7.07 7.07
09/24/31 107.79 -8.20 -7.07 7.07
10/13/89 2,569.26 -190.58 -6.91 6.91
01/08/88 1,911.31 -140.58 -6.85 6.85
02/27/33 50.16 -3.68 -6.84 6.84
10/14/32 63.84 4.08 6.83 6.83
11/11/29 220.39 -16.14 -6.82 6.82
05/14/40 128.27 -9.36 -6.80 6.80
05/21/40 114.13 -8.30 -6.78 6.78
10/10/32 58.47 -4.20 -6.70 6.70
02/23/32 80.26 -5.72 -6.65 6.65
07/26/34 85.51 -6.06 -6.62 6.62
09/26/55 455.56 -31.89 -6.54 6.54
05/01/33 77.79 4.69 6.42 6.42
08/31/98 7,539.07 -512.61 -6.37 6.37
07/24/02 8,191.29 488.95 6.35 6.35
10/23/29 305.85 -20.66 -6.33 6.33
10/07/29 345.72 20.55 6.32 6.32
07/24/33 94.28 5.57 6.28 6.28
11/10/32 65.54 3.87 6.28 6.28
01/13/32 84.36 4.97 6.26 6.26
09/21/33 97.56 -6.43 -6.18 6.18
10/20/37 134.56 7.71 6.08 6.08
08/22/32 70.87 4.03 6.03 6.03
09/23/31 115.99 6.59 6.02 6.02
12/12/29 243.14 -15.30 -5.92 5.92
10/20/87 1,841.01 102.27 5.88 5.88
11/19/37 118.13 -7.35 -5.86 5.86
11/23/32 59.47 -3.69 -5.84 5.84
10/31/29 273.51 15.04 5.82 5.82
04/20/33 72.27 3.96 5.80 5.80
11/04/29 257.68 -15.83 -5.79 5.79
05/31/32 44.74 -2.73 -5.75 5.75
07/03/33 103.77 5.63 5.74 5.74
05/28/62 576.93 -34.95 -5.71 5.71
09/14/32 65.88 -3.97 -5.68 5.68
04/10/33 62.11 3.33 5.67 5.67
04/14/00 10,305.77 -617.78 -5.66 5.66
04/18/32 60.85 -3.64 -5.64 5.64
04/24/33 73.69 3.91 5.60 5.60
11/04/32 61.53 3.25 5.58 5.58
09/03/46 178.68 -10.51 -5.56 5.56
01/22/32 78.81 -4.61 -5.53 5.53
06/15/33 88.87 -5.19 -5.52 5.52
06/17/32 47.56 -2.78 -5.52 5.52
09/18/31 115.08 -6.68 -5.49 5.49
10/11/32 61.66 3.19 5.46 5.46
10/07/32 62.67 -3.61 -5.45 5.45
07/29/02 8,711.88 447.49 5.41 5.41
10/04/33 98.60 5.05 5.40 5.40
12/06/32 59.58 3.05 5.40 5.40
09/14/31 121.30 -6.93 -5.40 5.40
08/15/32 66.51 3.40 5.39 5.39
03/02/32 86.28 4.41 5.39 5.39
06/24/31 151.60 7.71 5.36 5.36
10/05/37 144.08 -8.11 -5.33 5.33
10/06/30 202.76 -11.42 -5.33 5.33
03/25/38 108.57 -6.07 -5.29 5.29
04/30/31 151.19 7.58 5.28 5.28
11/15/29 228.73 11.45 5.27 5.27
11/13/29 198.69 -11.05 -5.27 5.27
10/21/32 61.01 -3.39 -5.26 5.26
01/23/39 141.32 -7.79 -5.22 5.22
01/04/33 62.35 3.06 5.16 5.16
06/02/32 47.25 2.32 5.16 5.16
01/18/32 81.45 -4.43 -5.16 5.16
08/17/33 99.30 4.86 5.15 5.15
07/13/32 44.88 2.20 5.15 5.15
07/07/32 41.81 -2.27 -5.15 5.15
10/30/33 88.43 -4.79 -5.14 5.14
10/19/33 84.38 -4.57 -5.14 5.14
12/17/30 165.60 8.09 5.14 5.14
10/16/33 90.49 -4.87 -5.11 5.11
05/27/70 663.20 32.04 5.08 5.08
09/12/32 72.33 -3.86 -5.07 5.07
04/22/32 58.88 -3.13 -5.05 5.05
09/10/37 157.98 -8.38 -5.04 5.04
05/27/32 47.47 -2.52 -5.04 5.04
10/20/31 108.65 5.20 5.03 5.03
03/31/32 73.28 -3.87 -5.02 5.02
Notice that most of these took place during the 30's during the Great
Depression. Basically it holds up. Most of the largest gains occur
during bear markets. Markets are far more volatile during bear
markets, mainly because of all the short covering rallies which add
fuel to the fire. |
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| FrediFizzx |
| Posted: Thu Aug 07, 2008 7:10 am |
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Well, that is silly. Ya have to use percentages, not points. 300
points today is no big deal compared to 20 years ago. The bull market
from 2003 to 2007 was marked by unusually low volatility. The swings
we are seeing this year are probably more normal.
Fred
"Don Tiberone" <s_knight8@my-deja.com> wrote in message
news:76cc3a15-3f5a-43fc-b64c-795227672c44@27g2000hsf.googlegroups.com...
Quote: http://bigpicture.typepad.com/comments/2008/08/300-point-dow-g.html
300 Point Dow Gains? During Bear Markets ONLY
Wednesday, August 06, 2008 | 03:29 PM
in Markets | Technical Analysis | Trading
Merrill Lynch's David Rosenberg was on CNBC this morning, discussing
the current Bear Market. He noted that this was the sixth 300 point
rally to occur since September 2007 (markets peaked the next
month) --
a period of time which can only be described as a Bear Market.
Even more intriguing, he observed that EVERY 300 point DJIA rally
has
occurred ONLY during bear markets. (Even the 1998 LTCM crisis saw
two
single-day gains of more than 300 points, September 8 and October
15,
1998. At its intra-day lows, 1998 had a 20% decline).
During the 2000 to 2002 bear market, the DJIA had 15 days where it
gained more than 300 points. The first was March 15, 2000 (five days
after the NASDAQ peaked) and the last was October 15, 2002, near the
bottom of the bear market.
Hence, the odds are against making money chasing these 300+ point
rallies.
During the 2002 to 2007 bull market, the DJIA had no days where it
gained more than 300 points.
Jim Bianco asks: "What does the stock market do during bear markets?
It has days where it gains more than 300 points in a day. What
doesn't
the stock market do in a bull market? It does not have days where
it
gains more than 300 points in a day." |
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| FrediFizzx |
| Posted: Thu Aug 07, 2008 8:13 am |
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"Don Tiberone" <s_knight8@my-deja.com> wrote in message
news:9b30923d-360e-4cad-a70e-c31f56011758@d1g2000hsg.googlegroups.com...
On Aug 6, 8:10 pm, "FrediFizzx" <fredifi...@hotmail.com> wrote:
Quote: Well, that is silly. Ya have to use percentages, not points. 300
points today is no big deal compared to 20 years ago. The bull
market
from 2003 to 2007 was marked by unusually low volatility. The
swings
we are seeing this year are probably more normal.
Actually, it's the exact same thing with percentages. This was posted
on March 11, 2008.
History of Bear Market Rallies
* There have been 22 days with +3% or greater return since 1/1/2000,
excluding today's +3.7% return
* Pretty much all these 22 days occurred during the bear market of
2000-2003
* To be exact these 22 days all happened in the time from 3/20/2000 to
3/17/2003
* We have not had a SINGLE upmove day greater than 3% since 3/17/2003
till today
* Bear markets produce big positive return days (short squeezes, bear
rallies etc)
* Usually there is no follow-through, scrambling to buy does not help
* Today was the first 3% up-move of the current bear market…history
suggests market likely to make new lows
* Bull markets have low realized vols (not a single +3% day since
3/17/03)
===========================
What happens if you look back over the last fifty years with
percentages? Does it hold up? I wouldn't consider the last 8 years
as being a big enough sample of "history". But there might be some
psychology of different scales involved in all of this also to
consider. When the DJIA was at 1000 points, a 100 point move was 10
percent. Now a 100 point move is less than 1 percent.
Fred |
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| ynotssor |
| Posted: Thu Aug 07, 2008 8:21 am |
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In news:6fv7emFdd02cU1@mid.individual.net,
FrediFizzx <fredifizzx@hotmail.com> typed:
Quote: Well, that is silly. Ya have to use percentages, not points. 300
points today is no big deal compared to 20 years ago. The bull market
from 2003 to 2007 was marked by unusually low volatility. The swings
we are seeing this year are probably more normal.
Indeed. Using an arbitray cutoff absolute value of > 5% daily change since
10/01/28 until 08/04/08, we see that since 01/01/02, there were only 2 days:
07/24/02 +6.35% and 07/29/02 +5.41%
Date Close Change %Change Abs(%Change)
10/19/87 1,738.74 -507.99 -22.61 22.61
03/15/33 62.10 8.26 15.34 15.34
10/06/31 99.34 12.86 14.87 14.87
10/28/29 260.64 -40.58 -13.47 13.47
10/30/29 258.47 28.40 12.34 12.34
06/22/31 145.82 15.51 11.90 11.90
10/29/29 230.07 -30.57 -11.73 11.73
09/21/32 75.16 7.67 11.36 11.36
10/05/31 86.48 -10.40 -10.73 10.73
10/21/87 2,027.85 186.84 10.15 10.15
11/06/29 232.13 -25.55 -9.92 9.92
09/05/39 148.12 12.87 9.52 9.52
08/03/32 58.22 5.06 9.52 9.52
02/11/32 78.60 6.80 9.47 9.47
11/14/29 217.28 18.59 9.36 9.36
12/18/31 80.69 6.90 9.35 9.35
05/06/32 59.01 4.91 9.08 9.08
04/19/33 68.31 5.66 9.03 9.03
10/08/31 105.79 8.47 8.70 8.70
08/12/32 63.11 -5.79 -8.40 8.40
08/08/32 67.71 5.11 8.16 8.16
01/04/32 71.59 -6.31 -8.10 8.10
10/26/87 1,793.93 -156.83 -8.04 8.04
06/10/32 48.94 3.62 7.99 7.99
06/16/30 230.05 -19.64 -7.87 7.87
07/21/33 88.71 -7.55 -7.84 7.84
06/19/33 95.99 6.77 7.59 7.59
10/18/37 125.73 -9.75 -7.20 7.20
10/27/97 7,161.15 -554.26 -7.18 7.18
10/05/32 66.07 -5.09 -7.15 7.15
09/17/01 8,920.70 -684.81 -7.13 7.13
01/06/32 76.31 5.07 7.12 7.12
06/03/31 130.37 8.67 7.12 7.12
07/20/33 96.26 -7.32 -7.07 7.07
09/24/31 107.79 -8.20 -7.07 7.07
10/13/89 2,569.26 -190.58 -6.91 6.91
01/08/88 1,911.31 -140.58 -6.85 6.85
02/27/33 50.16 -3.68 -6.84 6.84
10/14/32 63.84 4.08 6.83 6.83
11/11/29 220.39 -16.14 -6.82 6.82
05/14/40 128.27 -9.36 -6.80 6.80
05/21/40 114.13 -8.30 -6.78 6.78
10/10/32 58.47 -4.20 -6.70 6.70
02/23/32 80.26 -5.72 -6.65 6.65
07/26/34 85.51 -6.06 -6.62 6.62
09/26/55 455.56 -31.89 -6.54 6.54
05/01/33 77.79 4.69 6.42 6.42
08/31/98 7,539.07 -512.61 -6.37 6.37
07/24/02 8,191.29 488.95 6.35 6.35
10/23/29 305.85 -20.66 -6.33 6.33
10/07/29 345.72 20.55 6.32 6.32
07/24/33 94.28 5.57 6.28 6.28
11/10/32 65.54 3.87 6.28 6.28
01/13/32 84.36 4.97 6.26 6.26
09/21/33 97.56 -6.43 -6.18 6.18
10/20/37 134.56 7.71 6.08 6.08
08/22/32 70.87 4.03 6.03 6.03
09/23/31 115.99 6.59 6.02 6.02
12/12/29 243.14 -15.30 -5.92 5.92
10/20/87 1,841.01 102.27 5.88 5.88
11/19/37 118.13 -7.35 -5.86 5.86
11/23/32 59.47 -3.69 -5.84 5.84
10/31/29 273.51 15.04 5.82 5.82
04/20/33 72.27 3.96 5.80 5.80
11/04/29 257.68 -15.83 -5.79 5.79
05/31/32 44.74 -2.73 -5.75 5.75
07/03/33 103.77 5.63 5.74 5.74
05/28/62 576.93 -34.95 -5.71 5.71
09/14/32 65.88 -3.97 -5.68 5.68
04/10/33 62.11 3.33 5.67 5.67
04/14/00 10,305.77 -617.78 -5.66 5.66
04/18/32 60.85 -3.64 -5.64 5.64
04/24/33 73.69 3.91 5.60 5.60
11/04/32 61.53 3.25 5.58 5.58
09/03/46 178.68 -10.51 -5.56 5.56
01/22/32 78.81 -4.61 -5.53 5.53
06/15/33 88.87 -5.19 -5.52 5.52
06/17/32 47.56 -2.78 -5.52 5.52
09/18/31 115.08 -6.68 -5.49 5.49
10/11/32 61.66 3.19 5.46 5.46
10/07/32 62.67 -3.61 -5.45 5.45
07/29/02 8,711.88 447.49 5.41 5.41
10/04/33 98.60 5.05 5.40 5.40
12/06/32 59.58 3.05 5.40 5.40
09/14/31 121.30 -6.93 -5.40 5.40
08/15/32 66.51 3.40 5.39 5.39
03/02/32 86.28 4.41 5.39 5.39
06/24/31 151.60 7.71 5.36 5.36
10/05/37 144.08 -8.11 -5.33 5.33
10/06/30 202.76 -11.42 -5.33 5.33
03/25/38 108.57 -6.07 -5.29 5.29
04/30/31 151.19 7.58 5.28 5.28
11/15/29 228.73 11.45 5.27 5.27
11/13/29 198.69 -11.05 -5.27 5.27
10/21/32 61.01 -3.39 -5.26 5.26
01/23/39 141.32 -7.79 -5.22 5.22
01/04/33 62.35 3.06 5.16 5.16
06/02/32 47.25 2.32 5.16 5.16
01/18/32 81.45 -4.43 -5.16 5.16
08/17/33 99.30 4.86 5.15 5.15
07/13/32 44.88 2.20 5.15 5.15
07/07/32 41.81 -2.27 -5.15 5.15
10/30/33 88.43 -4.79 -5.14 5.14
10/19/33 84.38 -4.57 -5.14 5.14
12/17/30 165.60 8.09 5.14 5.14
10/16/33 90.49 -4.87 -5.11 5.11
05/27/70 663.20 32.04 5.08 5.08
09/12/32 72.33 -3.86 -5.07 5.07
04/22/32 58.88 -3.13 -5.05 5.05
09/10/37 157.98 -8.38 -5.04 5.04
05/27/32 47.47 -2.52 -5.04 5.04
10/20/31 108.65 5.20 5.03 5.03
03/31/32 73.28 -3.87 -5.02 5.02 |
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| FrediFizzx |
| Posted: Thu Aug 07, 2008 8:57 am |
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Can you do that from 1958 to present with >= 3%?
Fred
"ynotssor" <ynotssor@example.com> wrote in message
news:6fvbhpFdiv5hU1@mid.individual.net...
Quote: In news:6fv7emFdd02cU1@mid.individual.net,
FrediFizzx <fredifizzx@hotmail.com> typed:
Well, that is silly. Ya have to use percentages, not points. 300
points today is no big deal compared to 20 years ago. The bull
market
from 2003 to 2007 was marked by unusually low volatility. The
swings
we are seeing this year are probably more normal.
Indeed. Using an arbitray cutoff absolute value of > 5% daily change
since
10/01/28 until 08/04/08, we see that since 01/01/02, there were only
2 days:
07/24/02 +6.35% and 07/29/02 +5.41%
Date Close Change %Change Abs(%Change)
10/19/87 1,738.74 -507.99 -22.61 22.61
03/15/33 62.10 8.26 15.34 15.34
10/06/31 99.34 12.86 14.87 14.87
10/28/29 260.64 -40.58 -13.47 13.47
10/30/29 258.47 28.40 12.34 12.34
06/22/31 145.82 15.51 11.90 11.90
10/29/29 230.07 -30.57 -11.73 11.73
09/21/32 75.16 7.67 11.36 11.36
10/05/31 86.48 -10.40 -10.73 10.73
10/21/87 2,027.85 186.84 10.15 10.15
11/06/29 232.13 -25.55 -9.92 9.92
09/05/39 148.12 12.87 9.52 9.52
08/03/32 58.22 5.06 9.52 9.52
02/11/32 78.60 6.80 9.47 9.47
11/14/29 217.28 18.59 9.36 9.36
12/18/31 80.69 6.90 9.35 9.35
05/06/32 59.01 4.91 9.08 9.08
04/19/33 68.31 5.66 9.03 9.03
10/08/31 105.79 8.47 8.70 8.70
08/12/32 63.11 -5.79 -8.40 8.40
08/08/32 67.71 5.11 8.16 8.16
01/04/32 71.59 -6.31 -8.10 8.10
10/26/87 1,793.93 -156.83 -8.04 8.04
06/10/32 48.94 3.62 7.99 7.99
06/16/30 230.05 -19.64 -7.87 7.87
07/21/33 88.71 -7.55 -7.84 7.84
06/19/33 95.99 6.77 7.59 7.59
10/18/37 125.73 -9.75 -7.20 7.20
10/27/97 7,161.15 -554.26 -7.18 7.18
10/05/32 66.07 -5.09 -7.15 7.15
09/17/01 8,920.70 -684.81 -7.13 7.13
01/06/32 76.31 5.07 7.12 7.12
06/03/31 130.37 8.67 7.12 7.12
07/20/33 96.26 -7.32 -7.07 7.07
09/24/31 107.79 -8.20 -7.07 7.07
10/13/89 2,569.26 -190.58 -6.91 6.91
01/08/88 1,911.31 -140.58 -6.85 6.85
02/27/33 50.16 -3.68 -6.84 6.84
10/14/32 63.84 4.08 6.83 6.83
11/11/29 220.39 -16.14 -6.82 6.82
05/14/40 128.27 -9.36 -6.80 6.80
05/21/40 114.13 -8.30 -6.78 6.78
10/10/32 58.47 -4.20 -6.70 6.70
02/23/32 80.26 -5.72 -6.65 6.65
07/26/34 85.51 -6.06 -6.62 6.62
09/26/55 455.56 -31.89 -6.54 6.54
05/01/33 77.79 4.69 6.42 6.42
08/31/98 7,539.07 -512.61 -6.37 6.37
07/24/02 8,191.29 488.95 6.35 6.35
10/23/29 305.85 -20.66 -6.33 6.33
10/07/29 345.72 20.55 6.32 6.32
07/24/33 94.28 5.57 6.28 6.28
11/10/32 65.54 3.87 6.28 6.28
01/13/32 84.36 4.97 6.26 6.26
09/21/33 97.56 -6.43 -6.18 6.18
10/20/37 134.56 7.71 6.08 6.08
08/22/32 70.87 4.03 6.03 6.03
09/23/31 115.99 6.59 6.02 6.02
12/12/29 243.14 -15.30 -5.92 5.92
10/20/87 1,841.01 102.27 5.88 5.88
11/19/37 118.13 -7.35 -5.86 5.86
11/23/32 59.47 -3.69 -5.84 5.84
10/31/29 273.51 15.04 5.82 5.82
04/20/33 72.27 3.96 5.80 5.80
11/04/29 257.68 -15.83 -5.79 5.79
05/31/32 44.74 -2.73 -5.75 5.75
07/03/33 103.77 5.63 5.74 5.74
05/28/62 576.93 -34.95 -5.71 5.71
09/14/32 65.88 -3.97 -5.68 5.68
04/10/33 62.11 3.33 5.67 5.67
04/14/00 10,305.77 -617.78 -5.66 5.66
04/18/32 60.85 -3.64 -5.64 5.64
04/24/33 73.69 3.91 5.60 5.60
11/04/32 61.53 3.25 5.58 5.58
09/03/46 178.68 -10.51 -5.56 5.56
01/22/32 78.81 -4.61 -5.53 5.53
06/15/33 88.87 -5.19 -5.52 5.52
06/17/32 47.56 -2.78 -5.52 5.52
09/18/31 115.08 -6.68 -5.49 5.49
10/11/32 61.66 3.19 5.46 5.46
10/07/32 62.67 -3.61 -5.45 5.45
07/29/02 8,711.88 447.49 5.41 5.41
10/04/33 98.60 5.05 5.40 5.40
12/06/32 59.58 3.05 5.40 5.40
09/14/31 121.30 -6.93 -5.40 5.40
08/15/32 66.51 3.40 5.39 5.39
03/02/32 86.28 4.41 5.39 5.39
06/24/31 151.60 7.71 5.36 5.36
10/05/37 144.08 -8.11 -5.33 5.33
10/06/30 202.76 -11.42 -5.33 5.33
03/25/38 108.57 -6.07 -5.29 5.29
04/30/31 151.19 7.58 5.28 5.28
11/15/29 228.73 11.45 5.27 5.27
11/13/29 198.69 -11.05 -5.27 5.27
10/21/32 61.01 -3.39 -5.26 5.26
01/23/39 141.32 -7.79 -5.22 5.22
01/04/33 62.35 3.06 5.16 5.16
06/02/32 47.25 2.32 5.16 5.16
01/18/32 81.45 -4.43 -5.16 5.16
08/17/33 99.30 4.86 5.15 5.15
07/13/32 44.88 2.20 5.15 5.15
07/07/32 41.81 -2.27 -5.15 5.15
10/30/33 88.43 -4.79 -5.14 5.14
10/19/33 84.38 -4.57 -5.14 5.14
12/17/30 165.60 8.09 5.14 5.14
10/16/33 90.49 -4.87 -5.11 5.11
05/27/70 663.20 32.04 5.08 5.08
09/12/32 72.33 -3.86 -5.07 5.07
04/22/32 58.88 -3.13 -5.05 5.05
09/10/37 157.98 -8.38 -5.04 5.04
05/27/32 47.47 -2.52 -5.04 5.04
10/20/31 108.65 5.20 5.03 5.03
03/31/32 73.28 -3.87 -5.02 5.02
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| ynotssor |
| Posted: Thu Aug 07, 2008 11:26 am |
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Guest
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In news:6fvdm3Fdepr4U1@mid.individual.net,
FrediFizzx <fredifizzx@hotmail.com> typed:
Quote: Can you do that from 1958 to present with >= 3%?
Easily ... historical data from finance.yahoo.com, download into a
spreadsheet, run the calcs: and sort:
Date Close Change %Change Abs(%Chg)
10/19/87 1,738.74 -507.99 -22.61 22.61
10/21/87 2,027.85 186.84 10.15 10.15
10/26/87 1,793.93 -156.83 -8.04 8.04
10/27/97 7,161.15 -554.26 -7.18 7.18
09/17/01 8,920.70 -684.81 -7.13 7.13
10/13/89 2,569.26 -190.58 -6.91 6.91
01/08/88 1,911.31 -140.58 -6.85 6.85
08/31/98 7,539.07 -512.61 -6.37 6.37
07/24/02 8,191.29 488.95 6.35 6.35
10/20/87 1,841.01 102.27 5.88 5.88
05/28/62 576.93 -34.95 -5.71 5.71
04/14/00 10,305.77 -617.78 -5.66 5.66
07/29/02 8,711.88 447.49 5.41 5.41
05/27/70 663.20 32.04 5.08 5.08
09/08/98 8,020.78 380.53 4.98 4.98
10/29/87 1,938.33 91.51 4.96 4.96
03/16/00 10,630.60 499.19 4.93 4.93
08/17/82 831.24 38.81 4.90 4.90
04/14/88 2,005.64 -101.46 -4.82 4.82
10/15/02 8,255.68 378.28 4.80 4.80
10/28/97 7,498.32 337.17 4.71 4.71
10/09/74 631.02 28.39 4.71 4.71
05/29/62 603.96 27.03 4.69 4.69
07/19/02 8,019.26 -390.23 -4.64 4.64
09/11/86 1,792.89 -86.61 -4.61 4.61
10/16/87 2,246.73 -108.36 -4.60 4.60
10/01/02 7,938.79 346.86 4.57 4.57
01/17/91 2,623.51 114.60 4.57 4.57
11/26/63 743.52 32.03 4.50 4.50
09/24/01 8,603.86 368.05 4.47 4.47
11/01/78 827.79 35.34 4.46 4.46
09/20/01 8,376.21 -382.92 -4.37 4.37
11/03/82 1,065.49 43.41 4.25 4.25
04/05/01 9,918.05 402.63 4.23 4.23
10/11/02 7,850.29 316.34 4.20 4.20
08/27/98 8,165.99 -357.36 -4.19 4.19
10/15/98 8,299.36 330.58 4.15 4.15
09/03/02 8,308.05 -355.45 -4.10 4.10
03/12/01 10,208.25 -436.37 -4.10 4.10
10/06/82 944.26 37.07 4.09 4.09
04/22/80 789.85 30.72 4.05 4.05
11/30/87 1,833.55 -76.93 -4.03 4.03
10/29/74 659.34 25.50 4.02 4.02
01/04/88 2,015.25 76.42 3.94 3.94
11/15/91 2,943.20 -120.31 -3.93 3.93
10/07/74 607.56 23.00 3.93 3.93
12/03/87 1,776.53 -72.44 -3.92 3.92
04/18/01 10,615.83 399.10 3.91 3.91
01/27/75 692.66 26.05 3.91 3.91
08/16/71 888.95 32.93 3.85 3.85
09/01/98 7,827.43 288.36 3.82 3.82
05/31/88 2,031.12 74.68 3.82 3.82
10/22/87 1,950.43 -77.42 -3.82 3.82
10/14/87 2,412.70 -95.46 -3.81 3.81
06/28/62 557.35 20.37 3.79 3.79
09/27/02 7,701.45 -295.67 -3.70 3.70
03/07/00 9,796.03 -374.47 -3.68 3.68
08/20/82 869.29 30.72 3.66 3.66
10/12/00 10,034.58 -379.21 -3.64 3.64
11/30/82 1,039.28 36.43 3.63 3.63
07/12/74 787.23 27.61 3.63 3.63
03/24/03 8,214.68 -307.29 -3.61 3.61
03/17/03 8,141.92 282.21 3.59 3.59
07/05/02 9,379.50 324.53 3.58 3.58
03/13/03 7,821.75 269.68 3.57 3.57
03/11/08 12,156.81 416.66 3.55 3.55
12/14/87 1,932.86 65.82 3.53 3.53
10/25/82 995.13 -36.33 -3.52 3.52
03/18/08 12,392.66 420.41 3.51 3.51
09/05/74 670.76 22.76 3.51 3.51
11/18/74 624.92 -22.69 -3.50 3.50
10/06/87 2,548.63 -91.55 -3.47 3.47
10/16/89 2,657.38 88.12 3.43 3.43
08/04/98 8,487.31 -299.43 -3.41 3.41
10/10/02 7,533.95 247.68 3.40 3.40
09/19/74 674.05 22.14 3.40 3.40
11/26/73 824.95 -29.05 -3.40 3.40
09/02/97 7,879.78 257.36 3.38 3.38
10/24/62 576.68 18.62 3.34 3.34
08/06/90 2,716.34 -93.31 -3.32 3.32
08/30/74 678.58 21.74 3.31 3.31
02/27/07 12,216.24 -416.02 -3.29 3.29
05/24/73 924.44 29.42 3.29 3.29
12/06/73 814.12 25.81 3.27 3.27
03/15/00 10,131.41 320.17 3.26 3.26
09/23/98 8,154.41 257.21 3.26 3.26
07/07/86 1,838.86 -62.01 -3.26 3.26
08/05/02 8,043.63 -269.50 -3.24 3.24
11/19/73 862.66 -28.67 -3.22 3.22
04/06/88 2,061.67 64.16 3.21 3.21
11/12/87 1,960.21 61.01 3.21 3.21
12/05/00 10,898.72 337.77 3.20 3.20
04/01/08 12,654.36 391.47 3.19 3.19
01/02/03 8,607.52 265.89 3.19 3.19
01/04/00 10,997.93 -359.58 -3.17 3.17
09/10/98 7,615.54 -249.48 -3.17 3.17
05/28/70 684.15 20.95 3.16 3.16
05/16/01 11,215.92 342.95 3.15 3.15
05/25/70 641.36 -20.81 -3.14 3.14
06/06/08 12,209.81 -394.64 -3.13 3.13
01/09/74 834.79 -26.99 -3.13 3.13
11/03/97 7,674.39 232.31 3.12 3.12
07/10/02 8,813.50 -282.59 -3.11 3.11
08/15/97 7,694.66 -247.37 -3.11 3.11
08/27/90 2,611.63 78.71 3.11 3.11
05/08/02 10,141.83 305.28 3.10 3.10
10/09/90 2,445.54 -78.22 -3.10 3.10
12/08/87 1,868.37 56.20 3.10 3.10
08/03/84 1,202.08 36.00 3.09 3.09
08/14/02 8,743.31 260.92 3.08 3.08
03/14/01 9,973.46 -317.34 -3.08 3.08
08/07/74 797.56 23.78 3.07 3.07
03/08/96 5,470.45 -171.24 -3.04 3.04
06/26/08 11,453.42 -358.41 -3.03 3.03
08/08/02 8,712.02 255.87 3.03 3.03
08/21/91 3,001.79 88.10 3.02 3.02
09/22/87 2,568.05 75.23 3.02 3.02
04/03/87 2,390.34 69.89 3.01 3.01
12/23/91 3,022.58 88.10 3.00 3.00
08/23/90 2,483.42 -76.73 -3.00 3.00
11/09/87 1,900.20 -58.85 -3.00 3.00 |
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| FrediFizzx |
| Posted: Fri Aug 08, 2008 7:16 am |
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OK, thanks. It looks like the only other time since '58 is during '74
that we had a bunch of 3% plus days during a bear market. A lot of
times coming out of teddy bear markets and corrections we had 3% plus
days so important to not miss those days of big gains.
Fred
"ynotssor" <ynotssor@example.com> wrote in message
news:6fvmd8FdfnieU1@mid.individual.net...
Quote: In news:6fvdm3Fdepr4U1@mid.individual.net,
FrediFizzx <fredifizzx@hotmail.com> typed:
Can you do that from 1958 to present with >= 3%?
Easily ... historical data from finance.yahoo.com, download into a
spreadsheet, run the calcs: and sort:
Date Close Change %Change Abs(%Chg)
10/19/87 1,738.74 -507.99 -22.61 22.61
10/21/87 2,027.85 186.84 10.15 10.15
10/26/87 1,793.93 -156.83 -8.04 8.04
10/27/97 7,161.15 -554.26 -7.18 7.18
09/17/01 8,920.70 -684.81 -7.13 7.13
10/13/89 2,569.26 -190.58 -6.91 6.91
01/08/88 1,911.31 -140.58 -6.85 6.85
08/31/98 7,539.07 -512.61 -6.37 6.37
07/24/02 8,191.29 488.95 6.35 6.35
10/20/87 1,841.01 102.27 5.88 5.88
05/28/62 576.93 -34.95 -5.71 5.71
04/14/00 10,305.77 -617.78 -5.66 5.66
07/29/02 8,711.88 447.49 5.41 5.41
05/27/70 663.20 32.04 5.08 5.08
09/08/98 8,020.78 380.53 4.98 4.98
10/29/87 1,938.33 91.51 4.96 4.96
03/16/00 10,630.60 499.19 4.93 4.93
08/17/82 831.24 38.81 4.90 4.90
04/14/88 2,005.64 -101.46 -4.82 4.82
10/15/02 8,255.68 378.28 4.80 4.80
10/28/97 7,498.32 337.17 4.71 4.71
10/09/74 631.02 28.39 4.71 4.71
05/29/62 603.96 27.03 4.69 4.69
07/19/02 8,019.26 -390.23 -4.64 4.64
09/11/86 1,792.89 -86.61 -4.61 4.61
10/16/87 2,246.73 -108.36 -4.60 4.60
10/01/02 7,938.79 346.86 4.57 4.57
01/17/91 2,623.51 114.60 4.57 4.57
11/26/63 743.52 32.03 4.50 4.50
09/24/01 8,603.86 368.05 4.47 4.47
11/01/78 827.79 35.34 4.46 4.46
09/20/01 8,376.21 -382.92 -4.37 4.37
11/03/82 1,065.49 43.41 4.25 4.25
04/05/01 9,918.05 402.63 4.23 4.23
10/11/02 7,850.29 316.34 4.20 4.20
08/27/98 8,165.99 -357.36 -4.19 4.19
10/15/98 8,299.36 330.58 4.15 4.15
09/03/02 8,308.05 -355.45 -4.10 4.10
03/12/01 10,208.25 -436.37 -4.10 4.10
10/06/82 944.26 37.07 4.09 4.09
04/22/80 789.85 30.72 4.05 4.05
11/30/87 1,833.55 -76.93 -4.03 4.03
10/29/74 659.34 25.50 4.02 4.02
01/04/88 2,015.25 76.42 3.94 3.94
11/15/91 2,943.20 -120.31 -3.93 3.93
10/07/74 607.56 23.00 3.93 3.93
12/03/87 1,776.53 -72.44 -3.92 3.92
04/18/01 10,615.83 399.10 3.91 3.91
01/27/75 692.66 26.05 3.91 3.91
08/16/71 888.95 32.93 3.85 3.85
09/01/98 7,827.43 288.36 3.82 3.82
05/31/88 2,031.12 74.68 3.82 3.82
10/22/87 1,950.43 -77.42 -3.82 3.82
10/14/87 2,412.70 -95.46 -3.81 3.81
06/28/62 557.35 20.37 3.79 3.79
09/27/02 7,701.45 -295.67 -3.70 3.70
03/07/00 9,796.03 -374.47 -3.68 3.68
08/20/82 869.29 30.72 3.66 3.66
10/12/00 10,034.58 -379.21 -3.64 3.64
11/30/82 1,039.28 36.43 3.63 3.63
07/12/74 787.23 27.61 3.63 3.63
03/24/03 8,214.68 -307.29 -3.61 3.61
03/17/03 8,141.92 282.21 3.59 3.59
07/05/02 9,379.50 324.53 3.58 3.58
03/13/03 7,821.75 269.68 3.57 3.57
03/11/08 12,156.81 416.66 3.55 3.55
12/14/87 1,932.86 65.82 3.53 3.53
10/25/82 995.13 -36.33 -3.52 3.52
03/18/08 12,392.66 420.41 3.51 3.51
09/05/74 670.76 22.76 3.51 3.51
11/18/74 624.92 -22.69 -3.50 3.50
10/06/87 2,548.63 -91.55 -3.47 3.47
10/16/89 2,657.38 88.12 3.43 3.43
08/04/98 8,487.31 -299.43 -3.41 3.41
10/10/02 7,533.95 247.68 3.40 3.40
09/19/74 674.05 22.14 3.40 3.40
11/26/73 824.95 -29.05 -3.40 3.40
09/02/97 7,879.78 257.36 3.38 3.38
10/24/62 576.68 18.62 3.34 3.34
08/06/90 2,716.34 -93.31 -3.32 3.32
08/30/74 678.58 21.74 3.31 3.31
02/27/07 12,216.24 -416.02 -3.29 3.29
05/24/73 924.44 29.42 3.29 3.29
12/06/73 814.12 25.81 3.27 3.27
03/15/00 10,131.41 320.17 3.26 3.26
09/23/98 8,154.41 257.21 3.26 3.26
07/07/86 1,838.86 -62.01 -3.26 3.26
08/05/02 8,043.63 -269.50 -3.24 3.24
11/19/73 862.66 -28.67 -3.22 3.22
04/06/88 2,061.67 64.16 3.21 3.21
11/12/87 1,960.21 61.01 3.21 3.21
12/05/00 10,898.72 337.77 3.20 3.20
04/01/08 12,654.36 391.47 3.19 3.19
01/02/03 8,607.52 265.89 3.19 3.19
01/04/00 10,997.93 -359.58 -3.17 3.17
09/10/98 7,615.54 -249.48 -3.17 3.17
05/28/70 684.15 20.95 3.16 3.16
05/16/01 11,215.92 342.95 3.15 3.15
05/25/70 641.36 -20.81 -3.14 3.14
06/06/08 12,209.81 -394.64 -3.13 3.13
01/09/74 834.79 -26.99 -3.13 3.13
11/03/97 7,674.39 232.31 3.12 3.12
07/10/02 8,813.50 -282.59 -3.11 3.11
08/15/97 7,694.66 -247.37 -3.11 3.11
08/27/90 2,611.63 78.71 3.11 3.11
05/08/02 10,141.83 305.28 3.10 3.10
10/09/90 2,445.54 -78.22 -3.10 3.10
12/08/87 1,868.37 56.20 3.10 3.10
08/03/84 1,202.08 36.00 3.09 3.09
08/14/02 8,743.31 260.92 3.08 3.08
03/14/01 9,973.46 -317.34 -3.08 3.08
08/07/74 797.56 23.78 3.07 3.07
03/08/96 5,470.45 -171.24 -3.04 3.04
06/26/08 11,453.42 -358.41 -3.03 3.03
08/08/02 8,712.02 255.87 3.03 3.03
08/21/91 3,001.79 88.10 3.02 3.02
09/22/87 2,568.05 75.23 3.02 3.02
04/03/87 2,390.34 69.89 3.01 3.01
12/23/91 3,022.58 88.10 3.00 3.00
08/23/90 2,483.42 -76.73 -3.00 3.00
11/09/87 1,900.20 -58.85 -3.00 3.00
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