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  • Bespoke's International Market Snapshot [View article]
    I'd be really interested to know what the average persistence (in months) is for each index trading 2 sigmas to the downside. Sort of like showing what the bear market's characteristics are relative to previous bears. (ie, the avg bear market duration is 13 months, we're in the 12 month of the current bear, the shortest has been 3 months, the longest 40)

    Rather than saying mean reversion should eventually occur, if you showed metrics based on the duration in the past, it might be illuminating. (ie, no index has ever traded in the green band for more than 5 consecutive months, etc)
    Oct 17 02:31 am |Rating: 0 0
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