9/16/09-4.57% drop in 12 days
10/19/09-6.43% drop in 10 days
7/13/10-3.84% drop in 5 days
12/2/11-4.33% drop in 8 days
4/2/12-4.48% drop in 5 days
6/19/12-3.65% drop in 4 days
Well I guess we can probably scratch this one off the list of "things that have never happened before" too. Ben is unstoppable.
patience. my guess is this is still in play after POMO. the drop/drops/backstop will be lighter since the spx 10, as a percentage is smaller than the underlying. 1538 test perhaps
So...we are likely to have 4 - 12 days....if this is an indicator.
The mean average of those 6 dates is 7.33 days.
awesome find .. how did you come across those stats?
I look at the $SPX twitter page at night since a lot of money managers and traders posts there. It's good for perspective.
nice work. i am long vxx and vxx june 20 calls.