Commentary, Methodology

9/21/20 – x00

There is a clear move down out of the 8 to 9 day congestion. Avoiding being long over the weekend wasn’t real difficult despite the x00 buy signal. The decline has been relatively orderly if nothing else.

These are the numbers that Specter/FF5 looks at over the last 8 years. Actually just E and M, O and F are being evaluated. O is the natural log Close to Open return for the given number of days. F is the natural log of High Flap – Low Flap. Those numbers are accumulated daily similar to the natural log of Close to close.

It is pretty cool how the absolute value of Min is consistently seriously bigger than Max.

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