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Neal,
What data are you using and how would you trade this Spread? My data shows
that the DJIA/SPX Spread was at its widest at the July 16 Market Peak and is
now at the same level that it was for most of the last 6 months of '97 --
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At 08:55 PM 10/18/98 -0700, you wrote:
>The spread between DJIA and S&P is at historic distance. For the last five
>bear markets widing of the Spread meant a sideways to bear market. Of course
>I cannot back test this, since I only have a sample of five. I may have to
>rely on intuition. Oh no. Not that. Yes, that. Of course I could wait
>another 26 bear markets and test it.
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