Thursday, March 8, 2012

A brief history of the 39 Day Cycle

The two charts below contain:

a) Upper Pain: SPX price data.

b) Middle Pain: A crude amplitude plot of the 80 day
    cycle created with a notch filter.

c) Bottom Pain: A crude amplitude plot of the 39 day
    cycle created with a notch filter

Note the history of the 39 day cycle before the Feb of 07 downdraft vs after.



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