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DVS Tables- Average SPY daily gain 1995- Present and % Positive Next Day Returns

August 4, 2009
  Multiple Relative to Average SPY returns
    DVS    
  below .2 below .5 above .5 above .8
Up day

2.9

-0.4

-0.6

-4.1

Down day

8.5

4.8

-0.9

-0.6

    DVS    
  below .2 below .5 above .5 above .8
Up day

0.084%

-0.010%

-0.016%

-0.118%

Down day

0.245%

0.139%

-0.024%

-0.016%

    DVS    
  below .2 below .5 above .5 above .8
Up day

53.1%

51.4%

51.3%

47.0%

Down day

59.2%

57.3%

50.4%

48.2%

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