Periods for Rebound
This query shows how the DJIA performs during different periods throughout the rebound life cycle. The dates shown in the results are dates where the DJIA has dropped 10% from the most recent 2 year high. The first column shows the close on that day and the following columns show various moves including the time periods of the most recent and previous 2 year high, the day of the 10% drop, the ultimate low or bottom before recovery, and the next 2 year high. The graph below shows an example of a 10% drop between 2 year highs with some of the time periods studied demonstrated.
The following describes the variables used in the query:
-
DaysDown is the number of days between 2 year high and 10% drop
-
Recover is the number of days from 10 % drop to next 2 year highest
-
Total is the number of days between 2 year highs
-
Days2 is the number days from previous 10% drop to the current 10% drop
-
DayBot is the number of days from previous 2 year high to the low or bottom after the 10% drop
-
BotRec is the number of days from the bottom after the 10% drop to the next 2 year high
-
Bottom2 is the move from 2 yr high to the lowest point
-
Mv2High is the move from the previous 10% drop to the most recent 2 year high
-
Mv210pct is the move from the most recent 2 year high to the current 10% drop
-
Mv2Bot is the move from the most recent 2 year high to the ultimate bottom or low
-
Mv10pct2Bot is the move from the 10% drop to the ultimate bottom or low
-
Mv10pct2Rec is the move from the 10% drop to the next 2 year High
-
Bot2Rec is the move from the bottom to the recovery or next 2 year high
-
Tot.Days is the move from the most recent 2 year high to the next 2 year high
Query:
LET
ATTR xvar = Close of DJIA on previous {
DJIA is exactly 2 year highest of DJIA }
SHOW
Close: DJIA
Mv2High: move from Days2 days ago to DaysDown days ago of DJIA
Mv210pct: DaysDown day move of DJIA
Mv2Bot: move from DaysDown days ago to DayBot days later of DJIA
Mv10pct2Bot: move from today to DayBot days later of DJIA
Mv10pct2Rec: move from today to Recover days later of DJIA
Bot2Rec: move from DayBot days later to BotRec days later of DJIA
Tot.Days: move from DaysDown days ago to BotRec days later of DJIA
WHEN
Close of DJIA is DEFINED
AND
Date is after 1953
AND
percent_move from {
DJIA is exactly 2 year highest of DJIA } to today of DJIA
crosses below -10
AND
xvar is not exactly xvar on previous {
percent_move from {
DJIA is exactly 2 year highest of DJIA } to today of DJIA
crosses below -10 }
AND
yvar = percent_move from {
2 year highest of DJIA is exactly DJIA } to today of DJIA
AND
DaysDown = periods_in_range from {
DJIA is exactly 2 year highest of DJIA } to today
AND
Recover = periods_in_range from today to {
DJIA is exactly 2 year highest of DJIA }
AND
Total = periods_in_range from previous {
DJIA is exactly 2 year highest of DJIA } to {
DJIA is exactly 2 year highest of DJIA }
AND
Days2 = periods_in_range from previous {
percent_move from {
DJIA is exactly 2 year highest of DJIA } to today of DJIA
crosses below -10 } to today
AND
DayBot = periods_in_range from previous {
DJIA is exactly 2 year highest of DJIA } to next {
lowest from today to Recover days later of DJIA is exactly DJIA }
1 day ago
AND
BotRec = periods_in_range from (DayBot - DaysDown) days later to {
DJIA is exactly 2 year highest of DJIA }
AND
Bottom2 = IF
DayBot is exactly DaysDown
THEN yvar
ELSE percent_move from previous {
DJIA is exactly 2 year highest of DJIA } to next {
lowest from DaysDown days ago to Total days later of DJIA is
exactly DJIA } of DJIA
ENDIF