Stocks consistently have spikes over the last 200 days

After I posted a note about Jeff Augen' study about stock price change behavior. I thought it is a good idea to have a list of stocks that consistently have UPside or DOWNside spikes (over 2 STD) over last 200 days.

Spike means that the stock moved up or down over 2 STD that day.

To make into the consistently have more UPside spikes list, a stock must:

• have at least 2 times more upside spikes (over 2 STD) than downside spikes
• the average upside spikes in terms of STD must be larger than the average of downside spikes

The opposite of the above will make a stock into the consistently have more DOWNside spikes list.

The big spikes usually occurred after an event ( event could be earnings annoucement, upgrade/downgrade, etc).  I'd like to check this list when an event is coming. For example, when FSLR was about to annouce earnings two days ago, I bet FSLR had more chance to have downside spike because FSLR was in the consistently have more downside spike list.
If the stock is in consistently upside spikes list, I will bet that after the event, there is more probability to have upside surprise after the event. Nobody can predict the future, I can only bet the side with more probabilty.

This list is generated from S&P 500 stocks and it will be updated weekly.

Stocks consistently have more UPside spikes over last 200 days; Generated on 02/19/2010

Symbol	# of Upside Spikes	Avg Upside Move(in STD)	# of Downside Spikes	Avg Downside Move(in STD)
ABT	9	2.57	2	-2.55
ADM	8	2.93	4	-2.53
AET	8	2.73	3	-2.49
AN	8	2.69	4	-2.50
BA	9	2.88	3	-2.52
BBBY	12	2.83	3	-2.15
BDK	11	3.28	2	-2.11
BIG	8	3.56	3	-2.44
BLL	7	3.17	3	-2.87
BNI	8	3.97	4	-3.11
CAT	8	2.99	4	-2.21
CBS	7	3.26	3	-2.32
CELG	6	5.47	2	-2.72
CI	6	2.86	3	-2.54
COST	8	2.89	4	-2.57
CSCO	7	2.95	3	-2.46
CTSH	8	3.23	4	-2.59
DIS	10	2.61	4	-2.34
DTV	8	2.64	4	-2.50
DV	6	5.82	2	-2.80
EBAY	10	2.92	4	-2.48
EK	12	3.38	4	-2.44
ETN	7	3.20	3	-2.27
F	11	2.70	3	-2.59
FAST	9	3.22	3	-2.58
FLS	8	2.61	3	-2.39
GD	6	2.64	3	-2.34
GIS	13	3.04	3	-2.54
GPC	9	3.07	3	-3.05
HAS	8	3.19	3	-2.82
HOT	8	2.54	2	-2.49
HRB	9	2.73	4	-2.34
HRL	10	3.09	3	-2.61
ISRG	9	4.40	4	-2.28
JWN	9	2.80	4	-2.15
KEY	9	2.39	3	-2.18
KG	10	2.52	4	-2.37
KMB	10	2.96	3	-2.87
LEN	9	3.09	1	-2.30
LIFE	8	3.06	4	-2.17
LTD	8	3.07	4	-2.37
M	6	2.46	2	-2.46
MAS	6	2.80	2	-2.29
MIL	10	3.02	5	-2.21
MJN	6	3.65	3	-2.36
NKE	6	2.98	3	-2.80
NOVL	10	2.91	4	-2.70
NSC	6	2.95	2	-2.72
NYT	9	3.41	3	-2.91
PBG	10	3.63	5	-2.43
PH	10	2.83	2	-2.08
PHM	9	2.87	1	-2.07
PNC	8	2.74	4	-2.73
PTV	7	2.73	3	-2.47
Q	9	2.85	4	-2.30
QLGC	7	3.96	3	-2.25
RDC	7	2.42	3	-2.35
RHT	8	3.42	4	-2.87
RL	8	3.02	3	-2.91
ROK	10	2.73	5	-2.55
ROST	8	2.79	3	-2.48
S	9	3.09	3	-2.82
SE	8	2.76	3	-2.41
SHLD	10	2.99	4	-2.87
SJM	11	3.35	4	-2.40
SNI	9	2.94	4	-2.74
SRCL	9	2.87	2	-2.42
STI	6	2.37	3	-2.21
SWK	9	2.94	3	-2.14
SYK	9	2.83	4	-2.52
TGT	8	2.67	4	-2.53
THC	6	2.71	3	-2.35
TLAB	7	4.05	2	-3.25
UNH	9	2.63	3	-2.54
UPS	8	3.04	3	-2.41
URBN	9	2.46	4	-2.31
WHR	7	3.04	2	-2.75
WPI	8	3.22	4	-2.13
WYN	8	3.15	1	-2.03
WYNN	6	2.90	3	-2.79
XTO	9	3.30	4	-2.49
ZION	8	2.98	3	-2.49

Stocks consistently have more DOWNside spikes over last 200 days; Generated on 02/19/2010

Symbol	# of Upside Spikes	Avg Upside Move(in STD)	# of Downside Spikes	Avg Downside Move(in STD)
AEE	4	2.57	10	-2.81
BMC	3	2.80	7	-3.13
CME	4	2.49	11	-2.76
FCX	3	2.36	7	-2.68
FSLR	4	2.72	9	-3.26
GME	3	2.61	7	-4.68
KIM	2	2.24	5	-2.35
MCHP	3	2.34	10	-2.58
NDAQ	2	2.17	9	-2.51
PCS	5	2.88	11	-3.29
PX	2	2.23	9	-2.39
RSG	3	2.52	7	-2.94
SIAL	4	2.28	9	-2.59