Friday, August 17, 2007

spx annual excursion

S&P500 ANNUAL max excursion
moly closes only (no High/Low):

avg: 13.8%
median 12.6%
std 12.4
max 45.0
min -5.1%

lim strat
(yr): rtn b+h:
b+h: 489.6
35% 605.1 489.6

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