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FTSE 3% gains and the XJO next day trading odds

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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 


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