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Simple statistics about Yang vs Ying

(2019-08-12 06:04:44) 下一个

The table below provides the answer for the question : given there was n continous Yang(Close> Open) candle sticks, what is the possiblity that we would see another Yang sticks the next day. +n means n Yangs, -n means n Yings. The data were summarized from SPY from 1993 to today.

 

 

# of continous Yang candles sticks subsequential yang subseqential  ying nobs
-10 1 0 2
-9 0.6 0.4 5
-8 0.166666667 0.833333333 6
-7 0.5 0.5 12
-6 0.5 0.5 24
-5 0.596774194 0.387096774 62
-4 0.562091503 0.405228758 153
-3 0.503205128 0.490384615 312
-2 0.510769231 0.48 650
-1 0.527170078 0.458715596 1418
0 0.493506494 0.454545455 77
1 0.503166784 0.482054891 1421
2 0.485314685 0.503496503 715
3 0.510086455 0.478386167 347
4 0.525423729 0.463276836 177
5 0.516129032 0.462365591 93
6 0.541666667 0.458333333 48
7 0.461538462 0.5 26
8 0.5 0.5 12
9 0.5 0.5 6
10 0.333333333 0.666666667 3
11 1 0 1
12 0 1

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