Short post with just some numbers for Monday, enjoy!
Intraday statistics
- DAX 25-year period: 56% long ; 10-year period: 50/50
- FTSE100 20-year period: 50/50 ; 10-year period: 50/50
- WIG20 23-year period: 52% long ; 10-year period: 50/50
- Eurostoxx50 21-year period: 62% long ; 10-year period: 50/50
- Nikkei225 33-year period: 61% short ; 10-year period: 50/50
- gold 45-year period: 53% long ; 10-year period: 70% short
- Brent 30-year period: 57% long ; 10-year period: 60% long
- WTI 36-year period: 65% long ; 10-year period: 70% short
- DXY 13-year period: 69% long
- S&P500 20-year period: 55% short ; 10-year period: 50/50
- NASDAQ 20-year period: 65% long ; 10-year period: 80% long (!)
- Dow Jones 20-year period: 60% short ; 10-year period: 60% short
- EURUSD 18-year period: 56% short ; 10-year period: 80% short (!)
- NatGas 29-yers period: 59% long ; 10-year period: 60% short
If You wonder what “50/50” means – it’s just no clear statistic for that market and time period.