
Short post with just some numbers for Tuesday, enjoy!
End of the month – shorten periods on some instruments!
Intraday statistics
- DAX 19-year period: 53% long ; 10-year period: 60% short
- FTSE100 10-year period: 60% long ; 10-year period: n/a
- WIG20 13-year period: 85% short (!!) ; 10-year period: 80% short (!)
- Eurostoxx50 10-year period: 50/50 ; 10-year period: n/a
- Nikkei225 18-year period: 56% long ; 10-year period: n/a
- gold 24-year period: 0 ; 10-year period: 50/50
- Brent 16-year period: 56% short ; 10-year period: n/a
- WTI 19-year period: 53% short ; 10-year period: n/a
- DXY 6-year period: 67% long
- S&P500 9-year period: 56% short ; 10-year period: n/a
- NASDAQ 9-year period: 67% short ; 10-year period: n/a
- Dow Jones 9-year period: 56% long ; 10-year period: n/a
- EURUSD 9-year period: 56% long ; 10-year period: n/a
- NatGas 15-yers period: 73% long (!) ; 10-year period: n/a
If You wonder what “50/50” means – it’s just no clear statistic for that market and time period.