统计1994年以来一月最后一天和二月第一天,发现前者平均涨0.39%, 后者平均涨0.57%。两天累计平均涨0.96%。SP今天收1794,按以上的平均,二月三日收盘是1811,碰巧是50天均线。
结论:在周末没有突发消息的情况下,历史的时间惯性有望让反弹多走一步。这以后,几个凶日陆续在二月登台,还要研究细节。
Year | Jan last | Feb 1st |
1994 | 0.69% | -0.50% |
1995 | 0.38% | -0.03% |
1996 | 1.03% | 0.38% |
1997 | -0.10% | 0.29% |
1998 | 0.05% | 1.66% |
1999 | 0.76% | -0.58% |
2000 | 2.71% | 0.99% |
2001 | -0.56% | 0.66% |
2002 | 1.17% | -0.47% |
2003 | 1.93% | 0.19% |
2004 | 0.00% | 0.43% |
2005 | 0.63% | 0.63% |
2006 | -0.73% | 0.70% |
2007 | 0.67% | 0.60% |
2008 | 1.82% | 1.61% |
2009 | -2.03% | -0.31% |
2010 | -1.08% | 1.56% |
2011 | 0.75% | 1.60% |
2012 | -0.04% | 0.88% |
2013 | -0.25% | 1.03% |
average | 0.39% | 0.57% |
std | 1.09% | 0.72% |