Surveillance v31 (build 30/Nov/2024)Generated 2025-01-14 23:50:03
SPDR S&P 500 Trust ETF [SPY] Analysis from last 260 days as of 2024-09-20Global variation in the last 260 days: Varying from 471.82 (2024-01-17) to 568.25 (2024-09-20) delta=96.4pts
var_global=96pts => sigma(std dev)=4.3pts => daily var=0.4pts per day
Normal distribution (Gauss's Law):
Avg±1σ (68.2%) : -3.9pts < daily var < 4.7pts
Avg±2σ (95.4%) : -8.3pts < daily var < 9.0pts
Avg±3σ (99.7%) : -12.6pts < daily var < 13.3pts
MC simu - disabled