What Happens after 3 Consecutive 1% Up Days?

A follow up to yesterdays 2 strong days study i decided to see if such a phenomenum also persisted on the 3rd day. To may surprise it seems that the trade is even stronger.  Notably, once again the filter when the 200 SMA is above the 50 SMA works best for such a phenomenum.


Total Sample

T+1 T+2 T+3 T+4 T+5
Avg Returns (total) 0.70 2.88 2.47 2.66 2.66
No. of Losses 15 3 10 10 15
No. of Winners 27 39 32 32 27
Avg Losses -0.59 -1.61 -1.42 -1.53 -1.59
Avg Gains 1.42 3.23 3.69 3.97 5.02

200<50 SMA

T+1 T+2 T+3 T+4 T+5
Avg Returns (total) 0.53 2.62 2.48 2.36 2.55
No. of Losses 6 0 3 3 4
No. of Winners 9 15 12 12 11
Avg Losses -0.37 0.00 -1.44 -1.74 -1.96
Avg Gains 1.12 2.62 3.46 3.39 4.19

200>50 SMA

T+1 T+2 T+3 T+4 T+5
Avg Returns (total) 0.80 3.03 2.47 2.83 2.72
No. of Losses 9 3 7 7 11
No. of Winners 18 24 20 20 16
Avg Losses -0.74 -1.61 -1.41 -1.44 -1.45
Avg Gains 1.57 3.61 3.83 4.32 5.59
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About financialfreezeframe
The curators of curators

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