一点统计数据供大家分享

tmp001 (2017-04-01 23:41:55) 评论 (0)

span/up/down 统计了至2005年以来的每1,5,10,15,30,60,100日的涨跌比例。 per/day 统计了5日涨跌1%,10日涨跌2%的机会。

close 代表了5或10日以每日收盘最高价价计,hi-lo代表5或10日日间最高价计。例如1/5 45-37-76*3078 解读是涨1%的机会是45%,跌1%的机会是37. 波动+/-1的机会是76, 总共3078samples.

明日是涨是跌?总的来说,涨的可能性大一点点。不同的时间段显示,每日的变化随机性很大,即使2008到2009年每日涨跌机会差不多。但看5日,10日,15日,涨的机会明显增多,长期来说差不多。2008到2009年除外,但这并不妨碍你以5日,10日,15日,短期做多的胜率。所以说即使短炒,情愿做多这个方向,或者观望。

以下的数据实际意义不是太大,但可以让你有一个基本的sense.

2005-01-01 ~ 2017-03-31                                                         
span:   1   5  10  15  30  60 100                                               
up  :  51- 56- 59- 61- 64- 68- 70                                               
down:  48- 43- 40- 38- 35- 31- 29                                               
per/day          1/ 5            2/10                                           
close:   45- 37- 76*3078  36- 31- 62*3073                                       
hi-lo:   56- 50- 87*3078  42- 39- 71*3073                                       
                                                                                
2005-01-01 ~ 2009-12-31                                                         
span:   1   5  10  15  30  60 100                                               
up  :  52- 53- 56- 58- 59- 59- 60                                               
down:  47- 46- 43- 41- 40- 40- 39                                               
per/day          1/ 5            2/10                                           
close:   46- 43- 79*1254  37- 36- 64*1249                                       
hi-lo:   57- 53- 88*1254  44- 43- 72*1249                                       
                                                                                
2010-01-01 ~ 2017-03-31                                                         
span:   1   5  10  15  30  60 100                                               
up  :  51- 58- 60- 63- 68- 73- 76                                               
down:  48- 41- 39- 36- 31- 26- 23                                               
per/day          1/ 5            2/10                                           
close:   45- 34- 73*1819  36- 27- 61*1814                                       
hi-lo:   54- 48- 86*1819  41- 36- 71*1814                                       
                                                                                
2008-01-01 ~ 2009-01-01                                                         
span:   1   5  10  15  30  60 100                                               
up  :  49- 45- 38- 35- 30- 23-  5                                               
down:  50- 54- 61- 64- 69- 76- 94                                               
per/day          1/ 5            2/10                                           
close:   54- 68- 97*248   46- 66- 92*243                                        
hi-lo:   69- 81-100*248   58- 76- 97*243    

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