The Realm of the Unstatistical, from Kim Zussman
For S&P 500 index weekly returns since 1950, what happens after this week down more than 3%, last week down more than 1%, and none of the prior 10weeks were down more than 2% (i.e., the current condition: one of prior avolatility ending in large 2-week drop)?
Here are returns for next 1wk, 3wk, 5wk, 10wk:
One-Sample T: 1wk, 3wk, 5wk, 10wk
Variable N Mean St Dev SE Mean 95% CI T P
1wk 11 0.00903 0.02487 0.00750 (-0.00768, 0.02574) 1.20 0.256
3wk 11 0.00267 0.03384 0.01020 (-0.02006, 0.02541) 0.26 0.799
5wk 11 0.00368 0.04448 0.01341 (-0.02620, 0.03356) 0.27 0.789
10wk 11 0.00873 0.10454 0.03152 (-0.06150, 0.07896) 0.28 0.787
Means all positive but N.S.
Date 1wk 3wk 5wk 10wk
01/24/00 0.047 -0.010 0.036 0.115
08/11/97 0.025 0.031 0.055 0.045
03/28/94 0.003 0.004 0.005 0.029
08/31/87 0.017 0.011 -0.018 -0.224
04/20/70 -0.016 -0.071 -0.075 -0.119
06/09/69 -0.020 0.010 -0.038 -0.028
11/18/63 0.052 0.064 0.069 0.107
01/25/60 0.007 0.011 -0.019 0.014
01/14/57 0.004 -0.030 -0.026 -0.012
01/16/56 0.003 0.010 0.049 0.122
05/14/51 -0.022 -0.001 0.002 0.047
07/23/07 1473
07/16/07 1534
07/09/07 1553
When it was 53…it was a very good year
A year of patterned girls…with independent means
When it was 53…
We'd ride in limousines
Until 4:15
When it was 53…
07/02/07 1530
06/25/07 1503
06/18/07 1503
06/11/07 1533
06/04/07 1508
05/29/07 1536
05/21/07 1516
05/14/07 1523
05/07/07 1506
04/30/07 1506
04/23/07 1494
04/16/07 1484
04/09/07 1453
04/02/07 1444
03/26/07 1421
03/19/07 1436
03/12/07 1387