2 thoughts on “9/10/20 Probable x03 Now”

  1. what is the CO number? is it the return from today’s close vs. tomorrow’s open? or tomorrow’s close vs. open?

  2. It is the natural log return of holding from today’s close to tomorrow’s open.

    If time in the market is not broken down by days, this information as well as HLd is lost. Statistics considers it “noise.”

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