StocksinoMarket breadth, measured

Signal Log · entry 2010-02-22-spy-sell

Sell SPY · February 22, 2010

The oscillator closed at 75.87, above its sell line of 68.46. 206 issues advanced and 288 declined. SPY closed at 111.16.

The signal did not stop there. It went on firing for 2 days across 10 sessions, through to March 8, 2010, and while it was still firing SPY went +2.80% against the call. A signal that keeps repeating is not the same event as one that resolves in a session, and reading only the first day would say otherwise.

This entry was written the day the signal fired. The outcome rows below were filled in automatically as the sessions elapsed, whatever they said. Nothing on this page has been edited since.

What SPY did next
2 sessions -0.31% call held at the time: 47.6% over 21 prior sells · baseline 55.9%
5 sessions +0.66% call failed at the time: 52.4% over 21 prior sells · baseline 57.8%
10 sessions +2.80% call failed at the time: 33.3% over 21 prior sells · baseline 60.6%

Closed: the call held at 1 of 3 horizons.