Surveillance v31 (build 30/Nov/2024)Generated 2025-01-14 23:50:03
Russell 2000 [^RUT] Analysis from last 260 days as of 2024-09-20Global variation in the last 260 days: Varying from 2020.626 (2024-03-15) to 2227.887 (2024-09-20) delta=207.3pts
var_global=207pts => sigma(std dev)=25.3pts => daily var=0.7pts per day
Normal distribution (Gauss's Law):
Avg±1σ (68.2%) : -24.6pts < daily var < 26.0pts
Avg±2σ (95.4%) : -49.9pts < daily var < 51.3pts
Avg±3σ (99.7%) : -75.1pts < daily var < 76.6pts
MC simu - disabled