Returns for the S&P500 (1/1/1980-12/31/02)*
% per year
Buy-and-Hold 9.55
Missed 10 best days 7.03
Missed 20 best days 5.18
Missed 30 best days 3.57
Missed 40 best days 2.12
Missed 10 worst days 13.44
Missed 20 worst days 15.47
Missed 30 worst days 17.18
Missed 40 worst days 18.75
Missed 10 best & worst days 10.83
Missed 20 best & worst days 10.87
Missed 30 best & worst days 10.78
Missed 40 best & worst days 10.68
* Tandem Financial Services, Inc. Study
The Best and Worst Days
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MachineGhost
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The Best and Worst Days
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Re: The Best and Worst Days
If someone could give me a heads up on the 40 worst days in advance for all asset classes, it would be greatly appreciated.
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MachineGhost
- Executive Member
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Re: The Best and Worst Days
It used to be they occured below the 200-day MA, but I don't know if that is true anymore.clacy wrote: If someone could give me a heads up on the 40 worst days in advance for all asset classes, it would be greatly appreciated.
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Re: The Best and Worst Days
Yes, I have seen some research indicating that. I think many of the big up days are below the 200 dma also. That makes sense because I think volatility is much higher when the market is declining.MachineGhost wrote:It used to be they occured below the 200-day MA, but I don't know if that is true anymore.clacy wrote: If someone could give me a heads up on the 40 worst days in advance for all asset classes, it would be greatly appreciated.
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MachineGhost
- Executive Member
- Posts: 10054
- Joined: Sat Nov 12, 2011 9:31 am
Re: The Best and Worst Days
Yeah, I recall the worst days and best days are also somewhat serially correlated because the worst days happen right before a V-style bottom that commences the best days. So the trick, then, is to avoid the worst days and not miss too much of the reversal. Missing some of the best days is more forgiving than not missing some of the worst days!clacy wrote:Yes, I have seen some research indicating that. I think many of the big up days are below the 200 dma also. That makes sense because I think volatility is much higher when the market is declining.MachineGhost wrote:It used to be they occured below the 200-day MA, but I don't know if that is true anymore.clacy wrote: If someone could give me a heads up on the 40 worst days in advance for all asset classes, it would be greatly appreciated.
Buying exact bottoms like that will only work with esoteric techniques like cycle analysis, fibonnaci confluence or even financial astrology. Lagging technical indicators will not work.
Last edited by MachineGhost on Mon Feb 25, 2013 11:01 am, edited 1 time in total.
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!