Just before the weekend, short post with just some Friday numbers, enjoy!
Intraday statistics
- DAX 25-year period: 52% long ; 10-year period: 70% short
- FTSE100 20-year period: 65% long ; 10-year period: 70% long
- WIG20 23-year period: 57% long ; 10-year period: 50/50
- Eurostoxx50 21-year period: 57% long ; 10-year period: 60% long
- Nikkei225 33-year period: off ; 10-year period: off
- gold 45-year period: 56% long ; 10-year period: 60% long
- Brent 30-year period: 53% long ; 10-year period: 60% long
- WTI 36-year period: 56% long ; 10-year period: 50/50
- DXY 12-year period: 75% long(!)
- S&P500 20-year period: 50/50 ; 10-year period: 50/50
- NASDAQ 20-year period: 60% long ; 10-year period: 60% short
- Dow Jones 20-year period: 60% long ; 10-year period: 60% long
- EURUSD 18-year period: 72% short(!) ; 10-year period: 80% short(!)
- NatGas 29-yers period: 59% short ; 10-year period: 70% short
If You wonder what “50/50” means – it’s just no clear statistic for that market and time period.