ALL UP DAY

回答几个问题: 最近的几次ALL UP DAY是: 2008/10/20， 2008/11/04， 2008/11/07, 2008/11/28, 2009/01/13, 以前的俺没记日子, 这是这次熊市以来的第11次ALL UP DAY.

俺检查这几样: SPY -- UP, USO -- UP, UUP -- UP, TLT -- UP, GLD --UP

t is very rare that all of them are up. I read on ivyman's hutong9post that such day is always followed by big down in stock market. I amcurious if that is true. Therefore I did a statistic on the historicaldays that SPY, UUP, USO, TLT and GLD were all up. Since 03/01/2007,there were only 10 days that all of them closed up. They and the nextday SPY's change are
Date Next Day SPY (%)
02/05/2009 ?
01/13/2009 -3.15
10/20/2008 -2.98
08/26/2008 +0.97
05/19/2008 -0.81
02/20/2008 -0.84
11/23/2007 -2.20
07/13/2007 -0.01
06/27/2007 -0.01
06/13/2007 +0.64
average -0.64
There are 2 up days and 8 down days and average is -0.64%. Therefore tomorrow has higher probability of going down.