oex S&P 100 max excursion stats 1982-1995

S&P 100 max excursion stats
7/82 - 12/95: 20d max up, max dn:
Max Up Max Dn
Mean Std Mean Std
all 3.40% 2.74% -2.67% 3.15% .7-6.1% /.5- -5.8%
1 4.91% 4.06 -2.96 3.40
2
7/82 - 12/95: 30d max up, max down

Max Up Max Dn
Mean Std Mean Std
all 4.24% 3.41 -2.97% 3.68%
11-4 4.69% 3.43 -2.58 2.55
5-10 3.80 3.33 -3.34 4.47
Jan 6.02 4.70 -2.97 3.10 * best UPSIDE
Dec 5.48 3.44 -2.15 2.36 ** 2nd best
Sep 3.15 3.16 -4.66 5.55 * best DOWNSIDE
Oct 3.93 3.79 -4.48 7.33 ** 2nd b wide SD

10d ma v 45d ma:
> 5.02 3.45 -1.85 1.82%
< 2.27 2.35 -5.78 5.30