Short post with just some numbers for Monday, enjoy!
Intraday statistics
- DAX 25-year period: 60% long ; 10-year period: 80% long (!)
- FTSE100 20-year period: 65% short ; 10-year period: 60% short
- WIG20 23-year period: 74% short (!) ; 10-year period: 70% short
- Eurostoxx50 21-year period: 52% short ; 10-year period: 50/50
- Nikkei225 33-year period: 58% short ; 10-year period: 50/50
- gold 45-year period: 60% short ; 10-year period: 50/50
- Brent 30-year period: 57% short ; 10-year period: 50/50
- WTI 36-year period: 51% long ; 10-year period: 50/50
- DXY 13-year period: 77% long (!)
- S&P500 20-year period: 60% long ; 10-year period: 60% long
- NASDAQ 20-year period: 65% short ; 10-year period: 70% short
- Dow Jones 20-year period: 60% long ; 10-year period: 60% long
- EURUSD 18-year period: 67% short ; 10-year period: 60% short
- NatGas 29-yers period: 59% short ; 10-year period: 50/50
If You wonder what “50/50” means – it’s just no clear statistic for that market and time period.