FTSE 3% gains and the XJO next day trading odds
with FTSE 100 index gaining a whopping 3.08% for the day ( the second largest one day gain since 30 Nov 2011) , we looked at how the XJO fares the next trading day ( i.e one day lag , as FTSE closes while we are asleep , so we took the next trading day gains)
Since 2002 , there were 47th and the 4th July 2013 being the 48th one , where FTSE gained more than 3% in one trading day.
below the XJO trading odds for Longs ( assuming one is holding already , unfortunately this NR4+ID said to short at close o 4 July 2013)
- Winners : 35
- Losers : 12
- % Winners : 74%
- Average Change % : 1.43
- Median Change % : 1.17
- Maximum Gain % : 5.47
- Maximum Loss % : -2.23
- Average Gain %if Winner : 2.22
- Average Loss % if Loser : -0.87
- Average Gain % / Average Loss % : 2.55
Below the historical change , change% details for XJO next day whenever FTSE gained by more than 3% overnight , since 2002.
Date | FTSE Gain % | XJO Next Trading Day | XJO Change% |
04-Jul-13 | 3.08 | 05-Jul-13 | ?? |
30-Nov-11 | 3.16 | 01-Dec-11 | 2.64 |
06-Oct-11 | 3.71 | 07-Oct-11 | 2.29 |
05-Oct-11 | 3.19 | 06-Oct-11 | 3.65 |
27-Sep-11 | 4.02 | 28-Sep-11 | 0.87 |
07-Sep-11 | 3.14 | 08-Sep-11 | 0.11 |
12-Aug-11 | 3.04 | 15-Aug-11 | 2.64 |
11-Aug-11 | 3.11 | 12-Aug-11 | 0.77 |
27-May-10 | 3.12 | 28-May-10 | 1.79 |
10-May-10 | 5.16 | 11-May-10 | -1.13 |
24-Apr-09 | 3.43 | 27-Apr-09 | 0.52 |
02-Apr-09 | 4.28 | 03-Apr-09 | 1.51 |
31-Mar-09 | 4.34 | 01-Apr-09 | -0.07 |
10-Mar-09 | 4.88 | 11-Mar-09 | 1.88 |
04-Mar-09 | 3.81 | 05-Mar-09 | 0.70 |
26-Jan-09 | 3.86 | 27-Jan-09 | 3.03 |
08-Dec-08 | 6.19 | 09-Dec-08 | -0.75 |
24-Nov-08 | 9.84 | 25-Nov-08 | 5.79 |
04-Nov-08 | 4.42 | 05-Nov-08 | 2.88 |
29-Oct-08 | 8.05 | 30-Oct-08 | 4.04 |
20-Oct-08 | 5.41 | 21-Oct-08 | 3.87 |
17-Oct-08 | 5.22 | 20-Oct-08 | 4.32 |
14-Oct-08 | 3.23 | 15-Oct-08 | -0.81 |
13-Oct-08 | 8.26 | 14-Oct-08 | 3.70 |
19-Sep-08 | 8.84 | 22-Sep-08 | 4.50 |
08-Sep-08 | 3.92 | 09-Sep-08 | -1.72 |
25-Mar-08 | 3.53 | 26-Mar-08 | 1.18 |
18-Mar-08 | 3.54 | 19-Mar-08 | 3.99 |
19-Feb-08 | 3.10 | 20-Feb-08 | -2.18 |
12-Feb-08 | 3.54 | 13-Feb-08 | -1.18 |
24-Jan-08 | 4.75 | 25-Jan-08 | 5.02 |
17-Aug-07 | 3.50 | 20-Aug-07 | 4.61 |
07-Apr-03 | 3.18 | 08-Apr-03 | -0.02 |
17-Mar-03 | 3.35 | 18-Mar-03 | 3.50 |
14-Mar-03 | 3.30 | 17-Mar-03 | -0.51 |
13-Mar-03 | 6.08 | 14-Mar-03 | 1.95 |
03-Feb-03 | 3.42 | 04-Feb-03 | 0.14 |
04-Nov-02 | 3.62 | 05-Nov-02 | -0.15 |
15-Oct-02 | 5.05 | 16-Oct-02 | -0.04 |
11-Oct-02 | 4.66 | 14-Oct-02 | 1.20 |
26-Sep-02 | 4.18 | 27-Sep-02 | 0.68 |
15-Aug-02 | 3.75 | 16-Aug-02 | 0.17 |
08-Aug-02 | 3.57 | 09-Aug-02 | 0.97 |
06-Aug-02 | 3.37 | 07-Aug-02 | 2.19 |
29-Jul-02 | 4.63 | 30-Jul-02 | 1.60 |
25-Jul-02 | 5.00 | 26-Jul-02 | -1.74 |
17-Jul-02 | 4.19 | 18-Jul-02 | 0.96 |
05-Jul-02 | 3.23 | 08-Jul-02 | 0.59 |
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do check out XJO Quant : High Probability Trading Setups on ASX 200 Index