Surveillance v31 (build 30/Nov/2024)Generated 2025-01-14 23:50:03
Invesco NASDAQ ETF [QQQ] Analysis from last 260 days as of 2024-09-20Global variation in the last 260 days: Varying from 440.94 (2024-03-05) to 482.44 (2024-09-20) delta=41.5pts
var_global=42pts => sigma(std dev)=5.5pts => daily var=0.2pts per day
Normal distribution (Gauss's Law):
Avg±1σ (68.2%) : -5.3pts < daily var < 5.7pts
Avg±2σ (95.4%) : -10.8pts < daily var < 11.2pts
Avg±3σ (99.7%) : -16.4pts < daily var < 16.7pts
MC simu - disabled