Tuesday, November 27, 2007

Paul Kedrosky's S&P500 streaks data

here:
my data on the longest S&P 500 streaks (since 1950) without back-to-back up days. Considering that there have been 14,565 trading days since January 1950, you can see how we're waaay out in the tail of this particular distribution.
Ending Date Streak Length
4/29/1994 28
11/15/1978 27
2/24/1984 27
3/9/1982 26
5/6/1970 25
9/24/2001 25
6/26/1969 24
4/26/1956 23
4/17/1962 23
3/18/1980 23
6/10/1982 23
3/5/2001 23
8/27/1973 22
10/4/2000 22
4/30/2002 22
2/21/1952 21
9/1/1953 21
12/27/1983 21
6/6/1967 20
9/5/1974 20
1/28/1977 20
8/13/1982 20
12/12/1991 20
11/26/2007 19*
* Ongoing

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