Back test results# Investment - 投资
K*D
1 楼
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WHEN THE MARKET DROPS
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1) If one day SP500 drops, then the next day it has 51.56% chance
to drop and 48.44% chance to jump;
2) If one day SP500 drops more than 0.5%, then the next day it has
52.77% chance to drop and 47.23% chance to jump;
3) If one day SP500 drops more than 1%, then the next day it has
52.37% chance to drop and 47.63% chance to jump;
4) If one day
WHEN THE MARKET DROPS
==================================================================
1) If one day SP500 drops, then the next day it has 51.56% chance
to drop and 48.44% chance to jump;
2) If one day SP500 drops more than 0.5%, then the next day it has
52.77% chance to drop and 47.23% chance to jump;
3) If one day SP500 drops more than 1%, then the next day it has
52.37% chance to drop and 47.63% chance to jump;
4) If one day