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I wanted to thank everybody for their help with my request for info on
the Rydex funds.
Now I wanted to show you why I was interested in Rydex. I have been busy
all weekend stuffing data into normal distribution calculations. And the
more I stuff the more I keep getting all sorts of fascinating results.
Below is a set of buy and sell signals derived from weekly closing prices
on the S&P 500 and TBill yields. I thought this would be appropriate for
the timing of trades in the Rydex funds.
Happy Trading :-)
Ron "Stuff the NormDist" McEwan
date signal S&P 500 close
2/14/97 0.32
2/21/97 0.23
2/28/97 -0.12 Sell 790.82
3/7/97 -0.19
3/14/97 -0.15
3/21/97 -0.33
3/27/97 -0.53
4/4/97 -0.54
4/11/97 -0.41
4/18/97 0.14 Buy 766.34
4/25/97 -0.05
5/2/97 0.07
5/9/97 0.41
5/16/97 0.43
5/23/97 0.13
5/30/97 0.43
6/6/97 0.54
6/13/97 0.51
6/20/97 0.47
6/27/97 -0.02
7/3/97 -0.11
7/11/97 0.14 Buy 916.68
7/18/97 0.02
7/25/97 0.13
8/1/97 0.17
8/8/97 -0.22 Sell 933.54
8/15/97 -0.49
8/22/97 0.15 Buy 923.54
8/29/97 -0.09
9/5/97 0.23 Buy 929.05
9/12/97 0.26
9/19/97 0.53
9/26/97 0.42
10/3/97 0.24
10/10/97 0.09
10/17/97 -0.42 Sell 944.16
10/24/97 -0.21
10/31/97 -0.40
11/7/97 -0.32
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