Highest-Correlated 100-Day Windows

Jason Goepfert

Published: 2019-02-19 at 13:08:16 CDT

There was an interview with Tom DeMark on Bloomberg the other day, where he noted the S&P 500's tight correlation with the decline and rebound in 1973. Analogs are always an iffy proposition, but they tend to generate a lot of interest, and we've been asked several times if the past 100 days ...

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Highest-Correlated 100-Day Windows

Jason Goepfert

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