Re: copper

[Timothy Morge <tmorge@xxxxxxxxxxxxxxx>]

Dan:

That is an astounding statistic--does it give you parameters
for how long it takes the rebound to unfold?

Best,

Tim Morge

Dtrader wrote:
> 
> (i saw this on the lim site today)
> 
> Q: What happens when copper falls more than 2% on a Friday in December?
> A: It turns out that Copper rebounds an astounding 6% on average in 8 of 10
> past occurrences.
> 
>       Date   Day           1
> 
> 12/10/1965   Fri       5.461
> 12/02/1966   Fri       7.996
> 12/14/1973   Fri       6.919
> 12/18/1981   Fri       1.180
> 12/21/1984   Fri       3.005
> 12/04/1987   Fri      15.450
> 12/02/1988   Fri       8.455
> 12/01/1989   Fri      -2.908
> 12/07/1990   Fri       0.953
> 12/15/1995   Fri      -2.554
> 12/11/1998   Fri         NaN
> 
>              Avg       4.396
>           AvgPos       6.178
>           AvgNeg      -2.731
>           PctPos      80.000
>           PctNeg      20.000
>          Maximum      15.450
>          Minimum      -2.908
>           StdDev       5.626
>            ZStat       0.781
>         Variance      31.657
> 
> 11 Occurrences