Statistics of Price Movements of G-X Genomics & Biotechnology ETF (GNOM)

The price movements of G-X Genomics & Biotechnology ETF (ticker GNOM) are summarized in five ways:

• Table 1. Statistics of daily price changes using the closing prices
• Table 2. Statistics of daily price changes using the closing and opening prices
• Table 3 – 7. Statistics of daily price changes when GNOM opened with an increase of 1%, 2%, 3%, 4%, or more than 5%
• Table 8 – 10. Statistics of stock price changes in the 20 days after GNOM had a big price move
• Table 11. Statistics of daily price changes in the 20 days after GNOM moved 5% with twice the 30-day average volume

The statistics are calculated using GNOM's price data across 433 trading days from 2019 to 2020.

Table 1. Statistics of GNOM one-day price changes

In this table, the one-day price change is calculated using the closing price and the previous day's closing price.

In the past 433 trading days, 52.5% of the time (227 days), GNOM closed above the previous day's closing price. 42.6% of the time (184 days), it closed below the previous day's closing price. 4.9% of the time (21 days), it did not change.

Also see: VIX price movement study.

GNOM Price Change (%)	Number of Days	% of Total Sessions
7 – 8%	2	0.46%
6 – 7%	2	0.46%
5 – 6%	3	0.69%
4 – 5%	11	2.55%
3 – 4%	14	3.24%
2 – 3%	27	6.25%
1 – 2%	75	17.36%
0 – 1%	93	21.53%
0%	21	4.86%
0 – -1%	78	18.06%
-1 – -2%	44	10.19%
-2 – -3%	36	8.33%
-3 – -4%	16	3.70%
-4 – -5%	4	0.93%
-5 – -6%	1	0.23%
-6 – -7%	3	0.69%
-9 – -10%	1	0.23%
-11 – -12%	1	0.23%

Table 2. Statistics of GNOM: Closing vs. Open

In this table, instead of using the closing price of the previous day, the opening price is used to calculate the one-day price change of GNOM.

44.8% of the time (194 days), GNOM closed above the opening price. 48.3% of the time (209 days), it closed below the opening price. 6.9% of the time (30 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
7 – 8%	1	0.23%
5 – 6%	2	0.46%
4 – 5%	4	0.92%
3 – 4%	6	1.39%
2 – 3%	24	5.54%
1 – 2%	52	12.01%
0 – 1%	105	24.25%
0%	30	6.93%
0 – -1%	99	22.86%
-1 – -2%	65	15.01%
-2 – -3%	25	5.77%
-3 – -4%	10	2.31%
-4 – -5%	7	1.62%
-5 – -6%	1	0.23%
-6 – -7%	1	0.23%
-9 – -10%	1	0.23%

Table 3. One-day performance when GNOM opened 5% higher than previous close

In the past 433 trading days, GNOM opened more than 5% higher than the previous day's closing price 4 times. Of these days, 0.0% (0 days) had closing prices above the opening price, and 100.0% (4 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
-1 – -2%	2	50.00%
-5 – -6%	1	25.00%
-9 – -10%	1	25.00%

Table 4. Closing vs. open when GNOM opened 4–5% higher

On 1 days, GNOM opened 4–5% higher than the previous day's closing price. Of these days, 0.0% (0 days) had closing prices above the opening price, and 100.0% (1 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
0 – -1%	1	100.00%

Table 5. Closing vs. open when GNOM open 3 – 4% higher

3 times GNOM opened 3 – 4% higher than the previous day's closing price. Among these days, 66.7% (2 days) closed above the opening price, 33.3% (1 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
2 – 3%	2	66.67%
-3 – -4%	1	33.33%

Table 6. Closing vs. open when GNOM open 2 – 3% higher

13 times GNOM opened 2 – 3% higher than the previous day's closing price. Among these days, 61.5% (8 days) closed above the opening price, 38.5% (5 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
2 – 3%	1	7.69%
1 – 2%	2	15.38%
0 – 1%	5	38.46%
0 – -1%	2	15.38%
-3 – -4%	2	15.38%
-4 – -5%	1	7.69%

Table 7. Closing vs. open when GNOM open 1 – 2% higher

61 times GNOM opened 1 – 2% higher than the previous day's closing price. Among these days, 59.0% (36 days) closed above the opening price, 37.7% (23 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	1.64%
3 – 4%	3	4.92%
2 – 3%	5	8.20%
1 – 2%	7	11.48%
0 – 1%	20	32.79%
0%	2	3.28%
0 – -1%	11	18.03%
-1 – -2%	8	13.11%
-2 – -3%	3	4.92%
-4 – -5%	1	1.64%

Table 8. Periods when GNOM moved 15% or more

In this table, we track the price movements in the 20 days after GNOM had a one-day price change of at least 15%.

Date	Price Change	Price Change after 15% Move
Days after:		1	4	7	10	13	16	19

Table 9. Periods when GNOM moved 10% or more

In this table, we track the price movements in the 20 days after GNOM had a one-day price change of at least 10%.

Date	Price Change	Price Change after 10% Move
Days after:		1	4	7	10	13	16	19
20200312	-11.1%	4.7	-8.2	-2.6	10.5	8.2	6.2	14.1

Table 10. Periods when GNOM moved 5% or more

In this table, we track the price movements in the 20 days after GNOM had a one-day price change of at least 5%.

Date	Price Change	Price Change after 5% Move
Days after:		1	4	7	10	13	16	19
20200319	7.7%	-.4	6.7	10.3	9.2	12.4	17.1	19.2
20201109	7.4%	-.5	3.8	2.4	4.3	3.8	10.5	14.2
20200324	6.9%	1.4	4.8	3.8	6.8	11.3	13.3	23.5
20201127	6.2%
20200406	5.8%	-1.0	3.2	5.0	14.4	14.1	14.6	8.5
20201210	5.3%
20200511	5.1%	-1.4	-.1	4.0	5.9	2.6	6.3	3.1
20190417	-5%	-.6	2.4	2.3	.7	2.2	-1.6	-3.7
20200311	-6%	-11.1	-14.9	-12.3	-6.1	-2.9	-4.0	-1.1
20200611	-6%	-1.0	6.5	12.9	11.9	10.6	14.3	17.8
20200309	-6.9%	1.9	-11.0	-21.9	-17.1	-6.0	-7.9	-9.6
20200316	-9.2%	.9	3.9	11.3	15.0	13.8	17.2	22.2
20200312	-11.1%	4.7	-8.2	-2.6	10.5	8.2	6.2	14.1

Table 10a. GNOM average price changes following a 5% up day

Of the 433 trading days from 2019 to 2020, there were 7 days in which GNOM was up more than 5%. This table shows the average price changes over the 7 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-.7	2.9	4.5	7.3	6.3	8.8	9.8

Table 10b. GNOM average price changes following a 5% down day

Of the 433 trading days from 2019 to 2020, there were 6 days in which GNOM was down more than -5%. This table shows the average price changes over the 6 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	-.9	-3.5	-1.7	2.5	4.3	4.0	6.6

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Also see: VIX price movement study.