Monday, August 3, 2009

Large Gaps Up From A 1-Month High

Below is a quick look at all the other times over the last 10 years I found where the SPY has gapped up over 0.75% from a 20-day high...
(click to enlarge)

1 comment:

Anonymous said...

studies like this are meaningless until they aren't. the market has been chewing up and spitting out any downside quant study for the past three months. let's wait for two to actually work before taking a downside signal into consideration.