D*****i 发帖数: 8922 | 1 Conditions: Buy DJI index at close when it plunges more than 3%
compared to the close of the previous day. If the high of next day is
higher than the entry price, the transaction is deems as a success.
From 1928 to present, there are totally 248 such opportunities, the
winning rate is 90.7%.
The following is the data:
T3_date T3_high T2_close T1_close Success
2008-06-27 11556.33 11431.92 11811.83 1
2008-06-09 12406.36 12180.50 12604.45 1
2007-02-28 12396.81 12078.85 12632.26 1
2003-03-25 |
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