The Dow Jones Industrial Average (the DJIA) is predictable.

Trading days from January 29, 2021 to October 8, 2021, for a total of 220 days of data, divided into 22 cycles each with ten days. The daily closing movements is M 4 [(current day's closing - previous day's closing)/ previous day's closing] ×100. The M 4 of each cycle and it’s predicted value (M K ) obtained four days ago are tested by the Pearson correlation test and two-tailed significance test to prove that the M K is highly correlated with the M 4 , thus the experimentally derived prediction is informative. The experimental result: The 19 th cycle (15th Oct - 28th Oct), M 4 and M K , the Pearson correlation in the range 0.6-0.7, Two-tailed Significance P<0.05; The 7 th cycle (27th April - 10th May), the 14 th cycle (5th August - 18th August), the 17 th cycle (17th Sept - 30th Sept), M 4 and M K of these three cycles, the Pearson correlation in the range 0.7-0.8, P<0.01. Other eighteen cycles of M 4 and M K , the Pearson correlation in the range 0.8-1.0, P<0.01. The raw data for this article are the daily open, high, low, and close of the DJIA, the M K can be obtained form the raw data with special arithmetic.