Showing posts with label crash comparison. Show all posts
Showing posts with label crash comparison. Show all posts

2009-12-30

Crash Comparison 2009/12/30


This was looking way too positive for my taste, but extending it about two trading months makes it look scary again. To be clear, however, the predictive value at this point is very low.

2009-11-13

Crash Comparison Update 2009/11/13



At first, it looked like November was setting a new pattern, but now it looks like it might be converging with the September and October pattern.

2009-10-31

Crash Comparison Update 2009/10/31


September looks flat at the end due to one less trading day, not because it was a flat day in the market. I added the day to sync up the two series of data.

2009-10-26

Crash Comparison Update 2009/10/26

The comparison of 2009 and 1930 from their initial crash bottoms has broken down, but the September 2009 and October 2009 comparison remains robust. If it sticks to the model, the market will rebound tomorrow and then fall for the rest of the week. This week's wildcard data point is 3rd quarter advance GDP, out on Thursday.