Short post with just some daily numbers, enjoy!

Intraday statistics

  • DAX 25-year period: 64% long ; 10-year period: 60% short
  • FTSE100 20-year period: 65% short ; 10-year period: 60% short
  • WIG20 23-year period: 61% short ; 10-year period: 90% short(!!)
  • Eurostoxx50 21-year period: 62% long ; 10-year period: 60% long
  • Nikkei225 33-year period: 55% short ; 10-year period: 60% long
  • gold 45-year period: 51% short ; 10-year period: 70% short
  • Brent 30-year period: 63% short ; 10-year period: 50/50
  • WTI 36-year period: 61% short ; 10-year period: 60% short
  • DXY 12-year period: 67% long
  • S&P500 20-year period: 55% short ; 10-year period: 50/50
  • NASDAQ 20-year period: 60% long ; 10-year period: 50/50
  • Dow Jones 20-year period: 65% short ; 10-year period: 60% short
  • EURUSD 18-year period: 61% short ; 10-year period: 90% short(!!)
  • NatGas 29-yers period: 66% 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.

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