Sentences with phrase «simple statistics above»

Not exact matches

To investigate, we compare SACEMS monthly performance statistics when the S&P 500 Index at the previous monthly close is above (bull market) or below (bear market) its 10 - month simple moving average.
It fixes all the above problems: it gives results which are coordinate independent and so not arbitrary in that sense, it gives sensible results that agree with other methods when applied to simple models, and it's used in statistics and many other fields.
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