Annual Stock Market Streaks
October 2, 2015 - Technical Trading
Are annual stock market winning and losing streaks informative about future market performance? To investigate, we consider up and down annual streaks for the Dow Jones Industrial Average (DJIA). We look at streaks in two ways: Retrospective (non-overlapping). We know the total duration of each streak. Experienced (real-time and partially overlapping). We know each year how long… Keep Reading