S&P - Yahoo Finance Data - (available since 1950 only)
Positive days - 8673 (52.975%)
Down days - 7575 (46.268%)
Same days (day's close = previous day's close) - 124 days (less than 0.75%)
I then moved to DJIA, which I have data for since 31/12/1899 (*1/1/1900 was not a trading day) and I got the following:
Up days: 16196 - 52.313%
Down days: 14607 - 47.180%
Same days (day's close = previous day's close) - 157 days (0.507%).
Finally - if you have some data source for S&P since 1900 (I'm sure you can find, just don't have the time right now) you can contact me and I'll do all the math for you.
I wonder where you're taking this... :-)
would this be possible to have the breakdown per year?
I d like to study the same thing depending on whether years are positive or negative and also depending on the regime.
let's pm and do a session on skype. I appreciate the help a lot.
Btw, the result is very interesting, i would have really thought the nb of positive days would be more at 70% be it because market tend to go up in slow regime most of the time..