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Dimension

06/10/09 11:18 PM

#50016 RE: elena_murooni #49993

Elena, here is the data for the last study (Market closes above Nasdaq/Nyse Ratio of 1.75 for two consecutive days).
If you want me to post the result of the large data set, i can also.

 
Performance 30 days later
Date/Time Close Nasdaq S&P 500
5/7/1996 1182.67 -0.29 3.71
5/24/1996 1247.8 -7.55 -3.5
12/29/1999 4041.46 10.99 -3.19
2/18/2000 4411.74 -4.26 11.88
3/6/2000 4904.85 -27.84 0.73
4/14/2000 3321.29 4.16 4.86
7/14/2000 4246.18 -4.79 -0.23
8/25/2000 4042.68 -17 -6.93
9/5/2000 4143.18 -22.43 -10.42
9/25/2000 3741.22 -8.69 -0.48
11/3/2000 3451.58 -23.96 -7.29
11/8/2000 3231.7 -27.59 -9.54
11/13/2000 2966.72 -14.41 -1.65
11/24/2000 2904.38 -15.94 -3.05
12/11/2000 3015.1 -8.65 -1.64
12/18/2000 2624.52 6.03 3.84
1/11/2001 2640.57 -12.58 -4.46
1/18/2001 2768.49 -23.51 -8.44
2/23/2001 2262.51 -23.96 -9.43
4/20/2001 2163.41 -0.35 1.94
5/3/2001 2146.2 -5.49 -2.74
5/22/2001 2313.85 -10.1 -6.88
10/24/2007 2774.76 -2.37 -0.56
5/5/2008 2464.12 -0.26 -4.02
5/15/2008 2533.73 -8.61 -10.2
8/11/2008 2439.95 -11.75 -8.97
8/27/2008 2382.46 -30.95 -29
9/5/2008 2255.88 -24.14 -24.29
10/6/2008 1862.96 -20.45 -19.5
11/4/2008 1780.12 -11.28 -10.08
6/5/2009 1849.42 NA NA