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I dont consider it statistically significant either. then again, my
knowledge of statistics is so limited that I can't even claim that much.
but the guys at lim, where I copied the information, might have some
answers. their website has more information if you're curious.
Dan
-----Original Message-----
From: Nixon(MLS) <mbjp57@xxxxxxxxxxxxxx>
To: Timothy Morge <tmorge@xxxxxxxxxxxxxxx>; Dtrader
<dan@xxxxxxxxxxxxxxxxx>
Cc: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Monday, December 14, 1998 1:21 PM
Subject: Re: copper
:I am no statistician but can 10 occurrences in 35 years be classed as
:statistically significant? I know this sounds like a rhetorical question
:but it is not. I am just wondering how many occurrences would be required
:for it to be useful if in fact the answer to my question is no.
:
:regards
:
:Philip
:
:
:-----Original Message-----
:From: Timothy Morge <tmorge@xxxxxxxxxxxxxxx>
:To: Dtrader <dan@xxxxxxxxxxxxxxxxx>
:Cc: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
:Date: 14 December 1998 17:51
:Subject: Re: copper
:
:
:|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
:|
:
:
|