- 9 consec days up - there's been 9 of them over 40 years, if
you closed out short the next day you made money 1/2 the time
- 10 consec days up - there's been 5 of them over 40 years
- 11 consec days up - there's been 3 of them over 40 years
- 12, 13, 14 consec days up there's been 1 of them, why one
each? Because it's part of the same date range where this
progression occurred, you had one instance where you once you had
12 days up it didn't stop at 12, but went to 13 and 14.
Nothing higher than 14 days of course
the columns on the backtest
On CNBC last 9 day rally was a set ...
Posted by matt on 6th of May 2025 at 10:54 am
the columns on the backtest report pretty simple
40 years back on S&P 500 cash
- 9 consec days up - there's been 9 of them over 40 years, if you closed out short the next day you made money 1/2 the time
- 10 consec days up - there's been 5 of them over 40 years
- 11 consec days up - there's been 3 of them over 40 years
- 12, 13, 14 consec days up there's been 1 of them, why one each? Because it's part of the same date range where this progression occurred, you had one instance where you once you had 12 days up it didn't stop at 12, but went to 13 and 14. Nothing higher than 14 days of course
the longest progression occurred in
Posted by matt on 6th of May 2025 at 11:03 am
the longest progression occurred in September 1995, previous to that was June 1987
anyway enough for me discussing that, just posted for informational purposes
I lied last one -
Posted by matt on 6th of May 2025 at 11:10 am
I lied last one - for fun I tested the Dow Jones back 100 years on the max days consec up
For the Dow Jones, you had one instance of 15 days consec up - this occurred in Aug 1927
for 9 consec days up there were 35 of them! So not as rare as you might think, avg one every 3 year's
10 consec up days was 17
11 was 8
12 was 6
13 was 3
14 and 15 were 1 (occurred in Aug 1927)