Mar

5

Almost, from Big Al

March 5, 2014 |

 Just as a morning exercise to the the brain going…

Looking at SPY monthly 1993-2013, calculating Open-to-Low and then Low-to-next-High, sorting them all by O-L and getting means for the deciles, with the sd and z for the L-H column:

and here:

Now there is good criticism, especially for the z's, I think, but that's left as an exercise for the reader.

Oh, and Re the "should hit?" estimation…

the Feb high for SPY was 187.15. 


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