Test of bearish reversal hypothesis for all cases (n=79)
| 15/03/25 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 25/11/24 | 1.00% | 3.10% | 3.39% | 1.98% | 0.99% | −0.03% | 0.39% | 0.10% |
| 04/08/24 | −3.93% | −4.65% | −4.53% | −5.24% | −2.60% | 0.76% | 1.92% | 2.05% |
| 01/04/24 | 2.20% | 0.64% | 0.73% | −0.60% | −0.60% | −1.11% | −1.68% | −1.70% |
| 13/12/23 | 4.72% | 2.67% | 2.69% | 2.32% | 1.88% | 0.58% | 0.58% | 1.26% |
| 23/08/23 | −2.38% | −1.35% | −0.01% | −0.08% | 0.03% | −0.37% | 0.25% | 1.10% |
| 21/04/23 | 0.97% | −0.65% | −0.23% | −0.52% | −0.26% | 0.20% | −0.82% | 0.05% |
| 29/12/22 | −2.19% | −0.46% | 0.05% | 0.05% | −0.06% | −0.22% | −0.26% | 0.15% |
| 09/09/22 | −3.42% | 1.57% | 2.66% | 3.23% | 1.81% | 0.71% | −3.26% | −3.70% |
| 10/05/22 | −5.54% | −2.73% | −5.58% | −2.24% | −0.26% | −1.34% | 0.11% | 0.11% |
| 14/01/22 | −1.17% | −0.89% | −0.88% | −0.44% | −1.04% | −1.51% | −1.51% | −3.33% |
| 27/09/21 | 0.00% | 2.64% | 2.80% | 0.30% | 0.20% | −1.37% | −1.56% | −2.48% |
| 29/05/21 | 0.43% | 0.94% | 0.40% | 0.63% | 0.19% | 0.13% | 0.21% | 0.66% |
| 30/01/21 | −2.70% | −3.27% | −3.16% | −3.08% | −2.03% | 0.76% | 2.47% | 3.89% |
| 13/10/20 | 3.97% | 1.89% | 1.33% | 0.33% | −0.55% | −0.65% | −0.26% | −1.69% |
| 17/06/20 | 1.46% | −4.22% | 3.95% | 2.01% | 1.39% | −0.95% | −0.36% | 0.14% |
| 16/02/20 | 3.42% | 0.44% | −0.15% | −1.08% | −0.56% | 0.00% | −0.04% | −0.82% |
| 31/10/19 | 0.16% | 0.79% | 0.33% | −0.17% | −0.09% | 1.11% | 1.54% | 1.65% |
| 07/07/19 | 0.33% | 0.77% | 0.33% | −0.59% | −0.43% | −0.09% | 1.05% | 1.96% |
| 05/03/19 | −0.32% | −1.09% | −0.69% | −0.84% | −0.05% | −1.29% | −1.38% | −0.60% |
| 16/11/18 | 0.13% | −2.97% | −2.22% | 0.10% | 1.32% | −1.56% | −3.73% | −3.73% |
| 26/07/18 | 3.35% | 1.30% | 1.87% | 1.93% | 1.13% | −0.30% | −0.86% | −0.76% |
| 22/03/18 | −3.40% | −3.23% | −3.96% | −2.65% | −3.11% | −1.77% | 1.02% | −0.46% |
| 03/12/17 | 3.99% | 3.11% | 3.01% | 1.46% | 0.24% | −0.45% | −0.33% | 0.16% |
| 12/08/17 | 0.13% | −1.06% | −1.18% | −1.03% | 0.06% | 0.62% | 0.76% | −0.84% |
| 09/04/17 | 0.30% | −0.02% | 0.04% | 0.05% | 0.01% | −0.03% | −0.99% | −0.10% |
| 19/12/16 | 3.47% | 0.44% | −0.14% | 0.16% | 0.20% | 0.30% | 0.26% | 0.31% |
| 30/08/16 | −0.98% | −0.40% | −0.15% | 0.32% | −0.26% | −0.19% | 0.21% | 0.46% |
| 28/04/16 | −0.43% | −1.46% | −0.96% | −0.81% | −0.88% | −0.32% | 0.34% | −1.01% |
| 05/01/16 | −0.54% | −2.11% | −2.53% | −1.53% | 0.06% | −3.76% | −4.74% | −4.43% |
| 17/09/15 | 1.98% | 2.59% | 1.47% | 1.86% | 0.45% | −1.74% | −0.99% | −2.37% |
| 18/05/15 | 1.27% | 1.07% | 1.28% | 0.26% | 0.14% | −0.08% | −0.37% | −1.40% |
| 21/01/15 | 1.05% | −0.34% | 1.35% | 0.24% | 0.22% | 0.68% | 0.71% | −0.95% |
| 04/10/14 | −1.56% | −0.60% | −0.36% | −0.19% | 1.24% | −0.11% | −0.09% | −2.68% |
| 07/06/14 | 1.91% | 1.24% | 1.08% | 1.21% | 0.52% | 0.11% | −0.47% | −0.87% |
| 06/02/14 | −4.54% | −0.70% | −0.45% | 1.67% | 1.19% | 1.06% | 1.11% | 2.14% |
| 21/10/13 | 3.05% | 0.59% | 1.48% | 0.13% | −0.05% | 0.14% | 1.16% | 1.15% |
| 26/06/13 | −1.40% | −2.66% | 1.03% | 0.75% | 1.71% | 0.00% | 0.44% | 0.15% |
| 23/02/13 | 0.06% | 0.14% | 0.14% | −0.25% | 0.86% | −1.55% | 0.53% | 0.64% |
| 06/11/12 | −0.75% | 1.15% | 1.15% | 1.17% | 1.02% | −3.28% | −3.25% | −3.25% |
| 14/07/12 | −0.80% | 0.04% | 0.32% | 0.98% | 1.62% | −0.39% | 1.03% | 0.36% |
| 12/03/12 | −0.17% | −0.02% | 1.58% | 0.40% | 0.29% | 1.81% | 2.11% | 2.15% |
| 24/11/11 | −4.66% | −5.66% | −4.78% | −2.73% | −2.28% | 0.00% | 2.59% | 7.25% |
| 02/08/11 | −4.18% | −5.77% | −3.54% | −2.27% | −2.18% | −4.07% | −3.56% | −8.91% |
| 30/03/11 | 4.18% | 2.76% | 1.48% | 1.06% | 1.25% | 0.21% | 0.40% | 0.35% |
| 10/12/10 | 2.87% | 0.42% | 0.42% | 0.42% | 0.33% | 0.17% | 0.59% | 0.78% |
| 20/08/10 | −4.32% | −1.03% | −0.86% | −0.85% | −1.94% | −0.39% | −1.70% | −2.23% |
| 17/04/10 | 0.84% | 0.20% | 0.12% | 0.00% | −1.13% | 0.66% | 0.96% | 0.05% |
| 26/12/09 | 0.72% | 2.11% | 1.28% | 0.78% | 0.26% | 0.00% | 0.02% | −1.13% |
| 06/09/09 | −0.68% | −1.08% | −0.58% | 1.72% | 0.00% | 0.59% | 1.97% | 1.74% |
| 07/05/09 | 6.63% | 2.74% | 2.41% | −0.20% | −0.01% | 1.96% | 0.11% | −1.49% |
| 11/01/09 | −0.49% | −6.21% | −5.35% | −3.38% | −1.45% | −0.30% | −3.09% | −2.28% |
| 24/09/08 | −3.61% | −2.12% | −1.77% | −4.94% | −1.73% | 2.94% | −4.25% | 0.24% |
| 26/05/08 | −2.55% | −3.68% | −2.19% | −0.62% | 0.54% | 0.37% | 0.72% | −0.35% |
| 28/01/08 | −3.08% | 2.36% | 3.45% | 0.04% | 1.45% | 0.48% | 2.90% | 2.03% |
| 11/10/07 | 0.99% | 0.34% | −0.36% | −0.21% | −1.06% | 0.56% | −0.21% | −0.87% |
| 15/06/07 | 0.08% | 2.80% | 1.60% | 1.59% | 1.16% | −0.19% | −0.03% | −0.68% |
| 13/02/07 | 1.31% | −0.06% | −0.09% | 0.59% | 0.81% | 0.87% | 0.89% | 1.04% |
| 28/10/06 | 1.08% | 0.73% | −0.22% | −0.31% | −0.61% | −0.02% | −0.49% | −0.86% |
| 04/07/06 | 1.92% | 0.97% | 1.62% | 0.02% | −0.68% | 0.65% | −0.55% | −0.43% |
| 02/03/06 | −0.30% | −1.00% | −0.33% | −0.65% | 0.30% | −0.04% | −0.61% | −0.18% |
| 14/11/05 | 2.46% | 1.05% | 1.49% | 0.54% | 0.10% | −0.21% | 0.65% | 1.15% |
| 22/07/05 | 3.39% | 0.21% | 0.09% | 0.72% | −0.36% | −0.52% | −0.67% | 0.52% |
| 19/03/05 | −2.84% | −1.34% | −1.62% | −1.07% | 0.04% | −0.61% | −1.64% | −1.76% |
| 30/11/04 | −1.16% | −0.58% | −0.87% | −0.89% | −0.46% | 1.51% | 1.57% | 1.14% |
| 09/08/04 | −1.48% | −3.58% | −3.01% | −1.49% | 0.00% | 1.25% | 0.10% | 1.43% |
| 06/04/04 | 5.03% | 2.33% | 2.06% | 0.96% | 0.12% | −0.86% | −0.52% | −0.52% |
| 17/12/03 | 2.95% | 2.24% | 1.37% | 1.03% | 1.22% | 1.31% | 1.90% | 1.93% |
| 28/08/03 | 1.10% | −0.26% | 0.27% | 0.60% | 0.36% | 0.45% | 1.59% | 2.07% |
| 26/04/03 | 1.26% | −0.38% | −0.28% | −2.11% | −1.59% | 2.00% | 2.09% | 3.33% |
| 02/01/03 | 1.91% | 1.89% | 3.66% | 3.30% | 3.19% | −0.07% | 1.93% | −0.15% |
| 14/09/02 | −4.05% | −1.35% | −2.42% | −3.37% | −0.79% | 0.81% | −1.70% | −3.93% |
| 15/05/02 | 3.00% | 4.14% | 2.06% | 3.06% | 1.33% | 1.06% | −0.14% | −1.35% |
| 18/01/02 | −3.93% | −2.94% | −2.16% | −1.20% | 0.62% | −0.59% | −0.59% | 0.25% |
| 01/10/01 | −0.94% | 2.71% | 2.04% | 1.80% | −0.12% | 3.25% | 3.20% | 2.61% |
| 04/06/01 | −2.43% | 0.52% | 0.21% | 1.37% | 0.66% | 0.07% | −0.77% | −1.27% |
| 03/02/01 | 2.61% | 1.91% | 1.51% | −0.21% | −1.09% | 0.94% | 0.76% | −0.76% |
| 18/10/00 | −6.95% | −5.22% | −0.60% | −2.13% | −2.58% | 2.53% | 2.98% | 4.19% |
| 23/06/00 | −3.08% | −2.89% | −0.42% | −1.45% | −0.89% | 1.33% | 0.95% | −0.07% |
| 21/02/00 | −5.51% | −2.04% | −3.85% | −2.00% | 0.83% | −0.77% | −4.30% | −2.58% |
| Average | −0.11% | −0.29% | −0.01% | −0.13% | −0.01% | 0.02% | −0.06% | −0.21% |
| #neg | 38 | 40 | 37 | 37 | 34 | 38 | 37 | 40 |
| Expected | 0.30% | 0.16% | 0.12% | 0.08% | 0.04% | 0.04% | 0.08% | 0.12% |