Aug

8

Let me try a different format for the "surprise vol" days:

With so few "starts" of volatile periods fairly balance outcomes and over so much time nothing too hang a hat on. Unless that is the lesson.

Surprise Vol.

   Concurrent Day   
Inter Day Vol  Count   Positives Average    
>2.75%           6      1       -2.55%        
>3.00%          11      1       -2.54%       
>3.25%          10      1       -2.67%       
>3.50%          10      2       -1.71%        

Next Day
Inter Day Vol    Positives Average    
>2.75%           2         -0.47%    
>3.00%           5         -0.13%     
>3.25%           3         -0.40%     
>3.50%           5          0.19%     

Next 63 Days
Inter Day Vol       Positives Average
>2.75%                4         0.97%
>3.00%                5        -4.06%
>3.25%                4        -3.64%
>3.50%                6        -1.01%


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