股市的主要变化都是由两种相反的力决定的: 趋势 (trend) 和回归到中值(mean-reversion). 当大盘SPY到 Bollinger Band 的上沿 (两倍中误差)时,大盘有可能回调。
星期四 (Sept. 5, 2019) 大盘SPY到 Bollinger Band 的上沿 (BBV = 2.1) 这样的情况过去两年发生过八次。
六次 SPY 之后跌 1-10%
一次先涨 2.8%后跌 6.5%
一次先涨 4%后跌 9%
1. http://www.smarttrading.club/SPY/20190423/price-forecast.html
2. http://www.smarttrading.club/SPY/20190326/price-forecast.html
3. http://www.smarttrading.club/SPY/20181009/price-forecast.html
4. http://www.smarttrading.club/SPY/20180912/price-forecast.html
5. http://www.smarttrading.club/SPY/20180815/price-forecast.html
6. http://www.smarttrading.club/SPY/20180621/price-forecast.html
7. http://www.smarttrading.club/SPY/20180524/price-forecast.html
8. http://www.smarttrading.club/SPY/20180108/price-forecast.html