Aug
20
Serial correlation, from Duncan Coker
August 20, 2023 |
It would be interesting to look at the daily serial correlation of major markets last few weeks and months. I would posit it has turned positive or more positive than usual. I will take a shot at it. And if positive what does it pose for the coming days.
Zubin Al Genubi adds:
One of the the longest stretch of lower lows consecutive or nearly. 1986 had 8 down days in a row.
Big Al computes:
Rolling 60-tday autocorr for SPY back to 2018:
Looking at the calendar on Daily Spec made me wonder about this: SPY - Rolling count of down days in every 20 trading days:
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