Commentary

8/27/20 – Probable xFF, ConsecuSig3

The readings for E13 are included in the table. Calculated as (WPrice – EMA13 / WPrice. So what does 2.46 mean? The largest number seen during the 2 years is 6.17. The median number is 0.78. The current number, 2.46 is right at the 95th percentile or 2 standard deviations. Because equities are not dice, that’s not really anything too special but it is at least a bit high. Since we are dealing with 481 days, 2.46 or higher appears almost 25 times.

xFF ConsecuSig4 has only happened once in two years. That happened in Dec 2019 and that made small profit as did the previous day, I think this the only xFF CS3 out of 8 to make money during the time period.

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