bull - bear years calculations

["Walter Lake" <wlake@xxxxxxxxx>]

Thanks for your emails.

I don't know exactly what MRCI uses for their calculations but slope and
r-squared data matches the MRCI data with only two pairs interchanged.

Sort
         Slope  r-squared

Bear (most-least)
1989    -0.43    0.84
1985    -0.43    0.88
1998    -0.38    0.83
1981    -0.38    0.82
1982    -0.36    0.77
1984    -0.33    0.60
1994    -0.32    0.70
1986    -0.29    0.66
1977    -0.27    0.42
1992    -0.25    0.42
1991    -0.22    0.48
1975    -0.19   0.29

Flat / messy
1997    -0.08   0.06
1990    -0.02   0.00
1969    -0.01   0.00
1979    0.03    0.01
1996    0.08    0.05

Bull (least-most)
1987    0.17    0.33
1993    0.21    0.36
1978    0.25    0.65
1980    0.25    0.42
1972    0.26    0.81
1988    0.26    0.52
1974    0.26    0.49
1973    0.28    0.59
1995    0.30    0.69
1971    0.32    0.63
1976    0.36    0.68
1983    0.37    0.70
1970    0.42    0.89

The slope is in green and the r-squared is in tan.
The r-squared is "highest" at the extremes of bull and bear years.
The years in the neutral area have very low r-squared scores.

VBA code will import, export, chart and clean-up your hard-coded sheets with
minimum "fuss"

Best regards

Walter

Attachment Converted: "f:\eudora\attach\SX-Bull-Bear over 30 years.gif"