我原本以为黄金空头的机会在周五,因为节前最后一天,保守获利了结是最佳策略,毕竟现在中东局势紧张还能支持黄金进一步上涨,然而:
1. 历史数据对比:含期权icon和期货基金净多头达到34.5万时,黄金三个月内下跌概率是100%,平均下跌幅度是20%,出现技术熊市反转概率高达66%。
2. 当前数据:含期权和期货基金净多头达到30万,一个月内下跌概率是57%。
3. 仅期货基金数据:仅期货基金净多头达到23万时,两个月内下跌概率是100%;达到21.6万时,三个月内涨跌概率是50%。
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