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Price dynamics

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Theory

  • Rescaling should affect the dynamics in a continuous fashion.
  • Rescaling shouldn't affect the direction of the dynamics at all.


Observations

  • Dynamics (LHS) reverses eventually.
  • Wins too.
  • RHS is constant within each period, of course.
  • RHS varies from period to period but gradually.
  • RHS doesn’t change
  • LHS becomes positive between -2 and -2.5
  • Mean becomes negative between -1.5 and -2
  • Percent is the same until about -2
  • Ratio is about 200 and around -2 switches to -200


Hour of the day

4 months

Instability

Price * (1 - .00000000000001*nBars):

  • 4607, 0.00, Bars = 200000 >>>> percent >=: 0.7154, percent >: 0.7154, WINS = 0.4308, mean = 2.4749, std = 727.3, ratio = 293.87, LHS = -32.4694053, std = 12838.66, RHS = -17.46827, std = 7.51, LHS/RHS = 1858.764, error = Infinity, tests = 200000

Price:

  • 4607, 0.00, Bars = 200000 >>>> percent >=: 0.7154, percent >: 0.3036, WINS = 0.0190, mean = 2.4749, std = 727.3, ratio = 293.87, LHS = -32.4694040, std = 12838.66, RHS = -17.46814, std = 7.51, LHS/RHS = 1858.778, error = NaN, tests = 200000

Price * (1 + .00000000000001*nBars):

  • 4607, 0.00, Bars = 200000 >>>> percent >=: 0.3036, percent >: 0.3036, WINS = -0.3929, mean = 2.4749, std = 727.3, ratio = 293.87, LHS = -32.4694026, std = 12838.66, RHS = -17.46801, std = 7.51, LHS/RHS = 1858.792, error = Infinity, tests = 200000


Hourly

Price dynamics hourly.PNG

  1. 4607 0 Bars = 200000 WINS = 0.019 mean = 2.475 std = 727.300 ratio = 293.870 LHS = -32.469 std = 12838.660 RHS = -17.46814 std = 7.51 tests = 200000
  2. 13936 0 Bars = 200000 WINS = 0.016 mean = 2.754 std = 915.800 ratio = 332.580 LHS = -34.754 std = 13571.720 RHS = -16.85389 std = 2.67 tests = 200000
  3. 25758 0 Bars = 200000 WINS = 0.019 mean = 3.686 std = 1008.600 ratio = 273.650 LHS = -33.872 std = 12973.740 RHS = -15.4629 std = 2.5 tests = 200000
  4. 33625 0 Bars = 200000 WINS = 0.022 mean = 3.349 std = 850.600 ratio = 254.020 LHS = -34.668 std = 13428.650 RHS = -15.20046 std = 2.56 tests = 200000
  5. 44102 0 Bars = 200000 WINS = 0.025 mean = 3.699 std = 939.900 ratio = 254.090 LHS = -34.862 std = 14108.620 RHS = -15.50513 std = 5.1 tests = 200000
  6. 54512 0 Bars = 200000 WINS = 0.021 mean = 3.176 std = 1004.300 ratio = 316.190 LHS = -34.304 std = 14275.320 RHS = -14.96579 std = 2.54 tests = 200000
  7. 65202 0 Bars = 200000 WINS = 0.023 mean = 2.218 std = 965.200 ratio = 435.150 LHS = -34.235 std = 13626.480 RHS = -14.94199 std = 2.53 tests = 200000
  8. 75128 0 Bars = 200000 WINS = 0.019 mean = 2.536 std = 929.800 ratio = 366.580 LHS = -34.101 std = 13928.240 RHS = -14.80765 std = 2.58 tests = 200000
  9. 83935 0 Bars = 200000 WINS = 0.019 mean = 3.422 std = 915.200 ratio = 267.420 LHS = -35.588 std = 14114.320 RHS = -15.08653 std = 5.48 tests = 200000
  10. 93513 0 Bars = 200000 WINS = 0.020 mean = 1.954 std = 799.100 ratio = 408.890 LHS = -36.137 std = 13813.520 RHS = -14.68338 std = 3 tests = 200000
  11. 103342 0 Bars = 200000 WINS = 0.019 mean = 3.877 std = 1045.000 ratio = 269.520 LHS = -35.327 std = 14809.330 RHS = -14.59587 std = 2.81 tests = 200000
  12. 113923 0 Bars = 200000 WINS = 0.019 mean = 2.884 std = 1060.400 ratio = 367.660 LHS = -34.091 std = 15327.310 RHS = -15.18249 std = 2.51 tests = 200000
  13. 120714 0 Bars = 200000 WINS = 0.013 mean = 3.054 std = 1033.100 ratio = 338.310 LHS = -38.077 std = 15233.620 RHS = -15.80029 std = 7.85 tests = 200000
  14. 134325 0 Bars = 200000 WINS = 0.020 mean = 2.021 std = 909.100 ratio = 449.760 LHS = -38.921 std = 14416.760 RHS = -15.76846 std = 2.89 tests = 200000
  15. 144016 0 Bars = 200000 WINS = 0.020 mean = 2.133 std = 904.700 ratio = 424.110 LHS = -38.679 std = 14354.280 RHS = -15.89341 std = 3.03 tests = 200000
  16. 153420 0 Bars = 200000 WINS = 0.013 mean = 2.371 std = 745.100 ratio = 314.310 LHS = -38.012 std = 13712.750 RHS = -18.00077 std = 4.03 tests = 200000
  17. 160018 0 Bars = 200000 WINS = 0.020 mean = 0.736 std = 132.500 ratio = 180.190 LHS = -28.231 std = 14323.540 RHS = -29.35414 std = 34.05 tests = 200000
  18. 173222 0 Bars = 200000 WINS = 0.024 mean = 1.182 std = 578.900 ratio = 489.720 LHS = -13.624 std = 15932.170 RHS = -63.79947 std = 96.02 tests = 200000
  19. 185310 0 Bars = 200000 WINS = 0.019 mean = 1.224 std = 761.400 ratio = 622.210 LHS = -22.750 std = 15092.860 RHS = -24.90802 std = 8.09 tests = 200000
  20. 192001 0 Bars = 200000 WINS = 0.018 mean = 1.115 std = 883.300 ratio = 792.160 LHS = -21.496 std = 15611.260 RHS = -18.35882 std = 3.04 tests = 200000
  21. 205302 0 Bars = 200000 WINS = 0.020 mean = 1.821 std = 895.700 ratio = 491.970 LHS = -31.174 std = 14791.270 RHS = -17.54642 std = 2.77 tests = 200000
  22. 215916 0 Bars = 200000 WINS = 0.016 mean = 2.593 std = 823.000 ratio = 317.370 LHS = -32.495 std = 14108.930 RHS = -17.58474 std = 3.34 tests = 200000
  23. 225047 0 Bars = 200000 WINS = 0.017 mean = 2.349 std = 769.000 ratio = 327.420 LHS = -34.933 std = 12926.020 RHS = -17.58691 std = 2.74 tests = 200000
  24. 233734 0 Bars = 200000 WINS = 0.017 mean = 2.948 std = 712.000 ratio = 241.500 LHS = -32.973 std = 12610.150 RHS = -17.80009 std = 5.54 tests = 200000


Hourly revalue 1.8

Price dynamics hourly revalue 1.8.PNG

  1. 4607 -1.8 Bars 200000 >>>> percent > : 0.7145 percent >: 0.3026 WINS 0.0171 mean 0.3007 std 66.1 ratio 219.88 LHS -5.631114 std 1124.49 RHS -17.46814 std 7.51 LHS/RHS 322.365 error NaN tests 200000
  2. 13936 -1.8 Bars 200000 >>>> percent > : 0.6863 percent >: 0.3294 WINS 0.0156 mean 0.3739 std 75.7 ratio 202.55 LHS -5.1040443 std 1096.18 RHS -16.85389 std 2.67 LHS/RHS 302.841 error NaN tests 200000
  3. 25758 -1.8 Bars 200000 >>>> percent > : 0.6208 percent >: 0.3951 WINS 0.0159 mean 0.4244 std 87.4 ratio 206.05 LHS -5.5118047 std 1121.98 RHS -15.4629 std 2.5 LHS/RHS 356.454 error Infinity tests 200000
  4. 33625 -1.8 Bars 200000 >>>> percent > : 0.5722 percent >: 0.4460 WINS 0.0183 mean 0.2925 std 77.3 ratio 264.12 LHS -5.5859037 std 1180.7 RHS -15.20046 std 2.56 LHS/RHS 367.482 error Infinity tests 200000
  5. 44102 -1.8 Bars 200000 >>>> percent > : 0.5851 percent >: 0.4339 WINS 0.019 mean 0.3817 std 85.2 ratio 223.32 LHS -5.5306206 std 1259.59 RHS -15.50513 std 5.1 LHS/RHS 356.696 error Infinity tests 200000
  6. 54512 -1.8 Bars 200000 >>>> percent > : 0.6048 percent >: 0.4125 WINS 0.0173 mean 0.3828 std 92.9 ratio 242.61 LHS -5.5816771 std 1256.71 RHS -14.96579 std 2.54 LHS/RHS 372.962 error Infinity tests 200000
  7. 65202 -1.8 Bars 200000 >>>> percent > : 0.6276 percent >: 0.3911 WINS 0.0187 mean 0.3396 std 80.4 ratio 236.86 LHS -5.5066014 std 1131.37 RHS -14.94199 std 2.53 LHS/RHS 368.532 error Infinity tests 200000
  8. 75128 -1.8 Bars 200000 >>>> percent > : 0.6181 percent >: 0.3978 WINS 0.0159 mean 0.3333 std 76.4 ratio 229.37 LHS -5.5325404 std 1104.74 RHS -14.80765 std 2.58 LHS/RHS 373.627 error Infinity tests 200000
  9. 83935 -1.8 Bars 200000 >>>> percent > : 0.5797 percent >: 0.4338 WINS 0.0135 mean 0.339 std 76.8 ratio 226.4 LHS -5.5889268 std 1135.55 RHS -15.08653 std 5.48 LHS/RHS 370.458 error NaN tests 200000
  10. 93513 -1.8 Bars 200000 >>>> percent > : 0.5619 percent >: 0.4542 WINS 0.016 mean 0.2443 std 63.1 ratio 258.21 LHS -5.5982079 std 1000.89 RHS -14.68338 std 3 LHS/RHS 381.262 error Infinity tests 200000
  11. 103342 -1.8 Bars 200000 >>>> percent > : 0.5498 percent >: 0.4641 WINS 0.014 mean 0.3604 std 72.3 ratio 200.58 LHS -5.5363998 std 1028.99 RHS -14.59587 std 2.81 LHS/RHS 379.313 error Infinity tests 200000
  12. 113923 -1.8 Bars 200000 >>>> percent > : 0.5763 percent >: 0.4371 WINS 0.0134 mean 0.3172 std 79.5 ratio 250.55 LHS -5.6285923 std 1177.58 RHS -15.18249 std 2.51 LHS/RHS 370.729 error Infinity tests 200000
  13. 120714 -1.8 Bars 200000 >>>> percent > : 0.6316 percent >: 0.3797 WINS 0.0114 mean 0.3231 std 76.3 ratio 236.3 LHS -5.6396582 std 1200.98 RHS -15.80029 std 7.85 LHS/RHS 356.934 error Infinity tests 200000
  14. 134325 -1.8 Bars 200000 >>>> percent > : 0.6616 percent >: 0.3532 WINS 0.0148 mean 0.3001 std 69.9 ratio 232.9 LHS -5.6367484 std 1160.09 RHS -15.76846 std 2.89 LHS/RHS 357.47 error Infinity tests 200000
  15. 144016 -1.8 Bars 200000 >>>> percent > : 0.6542 percent >: 0.3614 WINS 0.0156 mean 0.2511 std 74 ratio 294.7 LHS -5.6818293 std 1226.01 RHS -15.89341 std 3.03 LHS/RHS 357.496 error Infinity tests 200000
  16. 153420 -1.8 Bars 200000 >>>> percent > : 0.6388 percent >: 0.3716 WINS 0.0104 mean 0.2424 std 64.2 ratio 264.98 LHS -5.6013553 std 1224.54 RHS -18.00077 std 4.03 LHS/RHS 311.173 error Infinity tests 200000
  17. 160018 -1.8 Bars 200000 >>>> percent > : 0.6939 percent >: 0.3254 WINS 0.0193 mean 0.0684 std 15.4 ratio 224.79 LHS -5.7315883 std 1286.07 RHS -29.35414 std 34.05 LHS/RHS 195.257 error Infinity tests 200000
  18. 173222 -1.8 Bars 200000 >>>> percent > : 0.7272 percent >: 0.2964 WINS 0.0236 mean 0.1926 std 58.7 ratio 304.94 LHS -4.5861516 std 1465.76 RHS -63.79947 std 96.02 LHS/RHS 71.884 error Infinity tests 200000
  19. 185310 -1.8 Bars 200000 >>>> percent > : 0.7165 percent >: 0.2993 WINS 0.0158 mean 0.2791 std 67.2 ratio 240.67 LHS -5.1680311 std 1346.79 RHS -24.90802 std 8.09 LHS/RHS 207.485 error Infinity tests 200000
  20. 192001 -1.8 Bars 200000 >>>> percent > : 0.7219 percent >: 0.2929 WINS 0.0148 mean 0.2538 std 75.4 ratio 296.96 LHS -5.0530764 std 1332.29 RHS -18.35882 std 3.04 LHS/RHS 275.24 error Infinity tests 200000
  21. 205302 -1.8 Bars 200000 >>>> percent > : 0.6545 percent >: 0.3640 WINS 0.0185 mean 0.2791 std 70.5 ratio 252.75 LHS -5.2642739 std 1155.57 RHS -17.54642 std 2.77 LHS/RHS 300.02 error Infinity tests 200000
  22. 215916 -1.8 Bars 200000 >>>> percent > : 0.6566 percent >: 0.3554 WINS 0.012 mean 0.2811 std 70.4 ratio 250.31 LHS -5.3718721 std 1194.47 RHS -17.58474 std 3.34 LHS/RHS 305.485 error NaN tests 200000
  23. 225047 -1.8 Bars 200000 >>>> percent > : 0.6880 percent >: 0.3280 WINS 0.016 mean 0.2822 std 68.8 ratio 243.7 LHS -5.1803084 std 1161.06 RHS -17.58691 std 2.74 LHS/RHS 294.555 error Infinity tests 200000
  24. 233734 -1.8 Bars 200000 >>>> percent > : 0.7090 percent >: 0.3048 WINS 0.0138 mean 0.3471 std 69.8 ratio 201.15 LHS -5.6435765 std 1186.81 RHS -17.80009 std 5.54 LHS/RHS 317.053 error Infinity tests 200000

Good data

3 months

  • -3 Bars: 6000000 Str: 2000000 WINS: 0.0027 (0.5014) mean = -26.7630 ( 6827.9 ) > -255.13 < LHS = -0.0850838 ( 1647.10 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 304.894 error = 770.15690 ( 6000000 )
  • -2 Bars: 6000000 Str: 2000000 WINS: 0.0093 (0.5047) mean = -4.8901 ( 1418.5 ) > -290.07 < LHS = -0.1511555 ( 339.68 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 541.659 error = 181.04983 ( 6000000 )
  • -1 Bars: 6000000 Str: 2000000 WINS: 0.0187 (0.5093) mean = 16.9829 ( 5602.8 ) > 329.91 < LHS = -0.2172272 ( 1346.50 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 778.425 error = 643.49085 ( 6000000 )
  • 0 Bars: 6000000 Str: 2000000 WINS: 0.0188 (0.5094) mean = 38.8558 ( 11608.6 ) > 298.76 < LHS = -0.2832989 ( 2793.91 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 1015.190 error = 1286.75398 ( 6000000 )
  • 1 Bars: 6000000 Str: 2000000 WINS: 0.0189 (0.5094) mean = 60.7288 ( 17666.8 ) > 290.91 < LHS = -0.3493706 ( 4253.71 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 1251.955 error = 1933.20774 ( 6000000 )
  • 2 Bars: 6000000 Str: 2000000 WINS: 0.0189 (0.5095) mean = 82.6017 ( 23737.4 ) > 287.37 < LHS = -0.4154422 ( 5716.42 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 1488.720 error = 2580.45804 ( 6000000 )
  • 3 Bars: 6000000 Str: 2000000 WINS: 0.0189 (0.5095) mean = 104.4747 ( 29812.7 ) > 285.36 < LHS = -0.4815139 ( 7180.25 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 1725.485 error = 3228.02004 ( 6000000 )


  • -1.9 Bars: 6000000 Str: 2000000 WINS: 0.0128 (0.5064) mean = -2.7028 ( 1273.0 ) > -471.00 < LHS = -0.1577626 ( 303.09 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 565.336 error = 163.42651 ( 6000000 )
  • -1.8 Bars: 6000000 Str: 2000000 WINS: 0.0160 (0.5080) mean = -0.5155 ( 1403.2 ) > -2722.07 < LHS = -0.1643698 ( 333.61 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 589.012 error = 184.68832 ( 6000000 )
  • -1.7 Bars: 6000000 Str: 2000000 WINS: 0.0176 (0.5088) mean = 1.6718 ( 1748.5 ) > 1045.86 < LHS = -0.1709770 ( 416.75 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 612.689 error = 226.05186 ( 6000000 )
  • -1.6 Bars: 6000000 Str: 2000000 WINS: 0.0181 (0.5090) mean = 3.8591 ( 2210.3 ) > 572.74 < LHS = -0.1775842 ( 528.22 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 636.365 error = 277.18370 ( 6000000 )
  • -1.5 Bars: 6000000 Str: 2000000 WINS: 0.0182 (0.5091) mean = 6.0464 ( 2730.1 ) > 451.52 < LHS = -0.1841913 ( 653.69 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 660.042 error = 333.58259 ( 6000000 )
  • -1.4 Bars: 6000000 Str: 2000000 WINS: 0.0183 (0.5092) mean = 8.2337 ( 3280.4 ) > 398.42 < LHS = -0.1907985 ( 786.48 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 683.719 error = 393.07110 ( 6000000 )
  • -1.3 Bars: 6000000 Str: 2000000 WINS: 0.0184 (0.5092) mean = 10.4210 ( 3848.3 ) > 369.28 < LHS = -0.1974057 ( 923.45 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 707.395 error = 454.38476 ( 6000000 )
  • -1.2 Bars: 6000000 Str: 2000000 WINS: 0.0185 (0.5093) mean = 12.6083 ( 4426.8 ) > 351.10 < LHS = -0.2040128 ( 1062.97 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 731.072 error = 516.80528 ( 6000000 )
  • -1.1 Bars: 6000000 Str: 2000000 WINS: 0.0186 (0.5093) mean = 14.7956 ( 5012.4 ) > 338.78 < LHS = -0.2106200 ( 1204.16 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 754.748 error = 579.92411 ( 6000000 )
  • -1 Bars: 6000000 Str: 2000000 WINS: 0.0187 (0.5093) mean = 16.9829 ( 5602.8 ) > 329.91 < LHS = -0.2172272 ( 1346.50 ) RHS = -0.27906 ( 0.33 ) LHS/RHS = 778.425 error = 643.49085 ( 6000000 )


4 months

  • -2.00, Bars: 6800000, Str: 200000, WINS: 0.0090 (0.5045), mean = -5.1454 ( 1405.1 ) > -273.08 < , LHS = -0.0724015 ( 331.47 ), RHS = -0.27411 ( 0.32 ), LHS/RHS = 264.133, error = 175.92314 ( 6800000 )
  • -1.00, Bars: 6800000, Str: 200000, WINS: 0.0184 (0.5092), mean = 16.8376 ( 5599.9 ) > 332.58 < , LHS = -0.2951816 ( 1323.76 ), RHS = -0.28527 ( 0.36 ), LHS/RHS = 1034.759, error = 629.92981 ( 6800000 )

Data

Below: several 1 week periods


7/6/12 1:24:05 PM JPY

XXX 400000 >>>> percent >=: 0.6690, percent >: 0.3499, wins: 0.0189

  • 3.000 mean: 0.1370 ( 28.3363 ) >> 206.88 << :::::: LHS = -0.0124841 ( 7.1072 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = 0.0425 ::

XXX 400000 >>>> percent >=: 0.6690, percent >: 0.3499, wins: 0.0189

  • 2.000 mean: 0.1093 ( 22.5957 ) >> 206.78 << :::::: LHS = -0.0100672 ( 5.6662 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = 0.0343 ::

XXX 400000 >>>> percent >=: 0.6689, percent >: 0.3498, wins: 0.0188

  • 1.0 mean: 0.0816 ( 16.8590 ) >> 206.66 << :::::: LHS = -0.0076502 ( 4.2261 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = 0.0261 ::

XXX 400000 >>>> percent >=: 0.6690, percent >: 0.3498, wins: 0.0188

  • 0.0 mean: 0.0539 ( 11.1320 ) >> 206.60 << :::::: LHS = -0.0052333 ( 2.7882 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = 0.0178 ::

XXX 400000 >>>> percent >=: 0.6690, percent >: 0.3499, wins: 0.0189

  • -1.000 mean: 0.0262 ( 5.4455 ) >> 207.95 << :::::: LHS = -0.0028163 ( 1.3593 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = 0.0096 ::

XXX 400000 >>>> percent >=: 0.6690, percent >: 0.3499, wins: 0.0188

  • -1.250 mean: 0.0193 ( 4.0503 ) >> 210.26 << :::::: LHS = -0.0022121 ( 1.0080 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = 0.0075 ::

XXX 400000 >>>> percent >=: 0.6691, percent >: 0.3500, wins: 0.0191

  • -1.500 mean: 0.0123 ( 2.6987 ) >> 218.72 << :::::: LHS = -0.0016078 ( 0.6667 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = 0.0055 ::

XXX 400000 >>>> percent >=: 0.6652, percent >: 0.3460, wins: 0.0112

  • -2.000 mean: -0.0015 ( 1.1922 ) >> -789.83 << :::::: LHS = -0.0003994 ( 0.2851 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = 0.0014 ::

XXX 400000 >>>> percent >=: 0.6617, percent >: 0.3426, wins: 0.0043

  • -2.500 mean: -0.0154 ( 3.4740 ) >> -226.21 << :::::: LHS = 0.0008091 ( 0.8707 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = -0.0028 ::

XXX 400000 >>>> percent >=: 0.6620, percent >: 0.3429, wins: 0.0049

  • -3.000 mean: -0.0292 ( 6.2630 ) >> -214.45 << :::::: LHS = 0.0020176 ( 1.5732 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = -0.0069 ::

XXX 400000 >>>> percent >=: 0.6624, percent >: 0.3433, wins: 0.0057

  • -4.000 mean: -0.0569 ( 11.9610 ) >> -210.20 << :::::: LHS = 0.0044345 ( 3.0047 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = -0.0151 ::

XXX 400000 >>>> percent >=: 0.6624, percent >: 0.3433, wins: 0.0057

  • -5.000 mean: -0.0846 ( 17.6902 ) >> -209.11 << :::::: LHS = 0.0068515 ( 4.4432 ) .... RHS = -0.2934449 ( 0.2989 ) LHS/RHS = -0.0233 ::


8/8/12 6:54:17 PM JPY

XXX 500000 >>>> percent >=: 0.6682, percent >: 0.3501, wins: 0.0182

  • 2.000 mean: 0.0525 ( 25.0766 ) >> 477.82 << :::: LHS = 0.0039670 ( 5.4298 ) .. RHS = -0.2428563 ( 0.2251 ) LHS/RHS = -0.0163 ::

XXX 500000 >>>> percent >=: 0.6682, percent >: 0.3501, wins: 0.0183

  • 1.000 mean: 0.0386 ( 18.7024 ) >> 485.10 << :::: LHS = 0.0029267 ( 4.0477 ) .. RHS = -0.2428563 ( 0.2251 ) LHS/RHS = -0.0121 ::

XXX 500000 >>>> percent >=: 0.6681, percent >: 0.3500, wins: 0.0181

  • 0.000 mean: 0.0246 ( 12.3388 ) >> 501.03 << :::: LHS = 0.0018864 ( 2.6678 ) .. RHS = -0.2428563 ( 0.2251 ) LHS/RHS = -0.0078 ::

XXX 500000 >>>> percent >=: 0.6681, percent >: 0.3500, wins: 0.0181

  • -1.000 mean: 0.0107 ( 6.0197 ) >> 562.61 << :::: LHS = 0.0008462 ( 1.2972 ) .. RHS = -0.2428563 ( 0.2251 ) LHS/RHS = -0.0035 ::

XXX 500000 >>>> percent >=: 0.6643, percent >: 0.3462, wins: 0.0104

  • -2.000 mean: -0.0032 ( 1.3234 ) >> -410.06 << :::: LHS = -0.0001941 ( 0.2824 ) .. RHS = -0.2428563 ( 0.2251 ) LHS/RHS = 0.0008 ::


8/17/12 12:50:00 PM JPY

XXX 500000 >>>> percent >=: 0.6923, percent >: 0.3236, wins: 0.0159

  • 3.00 mean: 0.0321 ( 28.6113 ) >> 890.00 << LHS = 0.0069392 ( 5.9861 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.0300

XXX 500000 >>>> percent >=: 0.6923, percent >: 0.3236, wins: 0.0158

  • 2.50 mean: 0.0285 ( 25.7106 ) >> 902.61 << LHS = 0.0062597 ( 5.3788 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.0271

XXX 500000 >>>> percent >=: 0.6923, percent >: 0.3236, wins: 0.0158

  • 2.00 mean: 0.0248 ( 22.8104 ) >> 918.96 << LHS = 0.0055803 ( 4.7716 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.0241

XXX 500000 >>>> percent >=: 0.6923, percent >: 0.3236, wins: 0.0159

  • 1.50 mean: 0.0212 ( 19.9110 ) >> 941.01 << LHS = 0.0049008 ( 4.1646 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.0212

XXX 500000 >>>> percent >=: 0.6923, percent >: 0.3236, wins: 0.0159

  • 1.00 mean: 0.0175 ( 17.0129 ) >> 972.37 << LHS = 0.0042214 ( 3.5578 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.0182

XXX 500000 >>>> percent >=: 0.6923, percent >: 0.3236, wins: 0.0159

  • 0.50 mean: 0.0138 ( 14.1169 ) >> 1020.48 << LHS = 0.0035419 ( 2.9514 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.0153

XXX 500000 >>>> percent >=: 0.6922, percent >: 0.3235, wins: 0.0158

  • 0.00 mean: 0.0102 ( 11.2244 ) >> 1103.59 << LHS = 0.0028624 ( 2.3457 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.0124

XXX 500000 >>>> percent >=: 0.6922, percent >: 0.3235, wins: 0.0157

  • -0.50 mean: 0.0065 ( 8.3392 ) >> 1281.38 << LHS = 0.0021830 ( 1.7414 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.0094

XXX 500000 >>>> percent >=: 0.6921, percent >: 0.3234, wins: 0.0155

  • -1.00 mean: 0.0028 ( 5.4728 ) >> 1923.56 << LHS = 0.0015035 ( 1.1408 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.0065

XXX 500000 >>>> percent >=: 0.6921, percent >: 0.3234, wins: 0.0154

  • -1.50 mean: -0.0008 ( 2.6865 ) >> -3285.58 << LHS = 0.0008240 ( 0.5560 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.0036

XXX 500000 >>>> percent >=: 0.6873, percent >: 0.3187, wins: 0.0060

  • -2.00 mean: -0.0045 ( 1.1564 ) >> -258.11 << LHS = 0.0001446 ( 0.2356 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = -0.000

XXX 500000 >>>> percent >=: 0.6852, percent >: 0.3166, wins: 0.0018

  • -2.50 mean: -0.0081 ( 3.5089 ) >> -430.90 << LHS = -0.0005349 ( 0.7353 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = 0.0023

XXX 500000 >>>> percent >=: 0.6855, percent >: 0.3169, wins: 0.0024

  • -3.00 mean: -0.0118 ( 6.3358 ) >> -536.66 << LHS = -0.0012144 ( 1.3283 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = 0.0052

XXX 500000 >>>> percent >=: 0.6855, percent >: 0.3168, wins: 0.0023

  • -3.50 mean: -0.0155 ( 9.2102 ) >> -595.40 << LHS = -0.0018938 ( 1.9306 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = 0.0082

XXX 500000 >>>> percent >=: 0.6855, percent >: 0.3168, wins: 0.0022

  • -4.00 mean: -0.0191 ( 12.0983 ) >> -632.37 << LHS = -0.0025733 ( 2.5354 ), RHS = -0.2313081 ( 0.1971 ) LHS/RHS = 0.0111

8/23/12 2:38:20 PM JPY

XXX 400000 >>>> percent >=: 0.6871, percent >: 0.3172, wins: 0.0042

  • -4.00 mean: -0.0494 ( 13.4321 ) >> -271.65 << ::: LHS = 0.0025646 ( 2.4524 ), RHS = -0.2250840 ( 0.2945 ) LHS/RHS = -0.0114

XXX 400000 >>>> percent >=: 0.6869, percent >: 0.3170, wins: 0.0039

  • -3.00 mean: -0.0278 ( 7.0179 ) >> -252.39 << ::: LHS = 0.0014955 ( 1.2819 ), RHS = -0.2250840 ( 0.2945 ) LHS/RHS = -0.0066

XXX 400000 >>>> percent >=: 0.6887, percent >: 0.3187, wins: 0.0074

  • -2.00 mean: -0.0062 ( 1.2889 ) >> -209.09 << ::: LHS = 0.0004264 ( 0.2364 ), RHS = -0.2250840 ( 0.2945 ) LHS/RHS = -0.0019

XXX 400000 >>>> percent >=: 0.6936, percent >: 0.3237, wins: 0.0173

  • -1.00 mean: 0.0155 ( 6.1361 ) >> 396.47 << ::: LHS = -0.0006426 ( 1.1189 ), RHS = -0.2250840 ( 0.2945 ) LHS/RHS = 0.0029

XXX 400000 >>>> percent >=: 0.6937, percent >: 0.3238, wins: 0.0175

  • 0.00 mean: 0.0371 ( 12.5389 ) >> 337.81 << ::: LHS = -0.0017117 ( 2.2873 ), RHS = -0.2250840 ( 0.2945 ) LHS/RHS = 0.0076

XXX 400000 >>>> percent >=: 0.6937, percent >: 0.3238, wins: 0.0176

  • 1.00 mean: 0.0588 ( 18.9835 ) >> 323.07 << ::: LHS = -0.0027807 ( 3.4633 ), RHS = -0.2250840 ( 0.2945 ) LHS/RHS = 0.0124

XXX 400000 >>>> percent >=: 0.6937, percent >: 0.3238, wins: 0.0175

  • 2.00 mean: 0.0804 ( 25.4383 ) >> 316.40 << ::: LHS = -0.0038498 ( 4.6413 ), RHS = -0.2250840 ( 0.2945 ) LHS/RHS = 0.0171

XXX 400000 >>>> percent >=: 0.6937, percent >: 0.3238, wins: 0.0175

  • 3.00 mean: 0.1020 ( 31.8970 ) >> 312.59 << ::: LHS = -0.0049188 ( 5.8199 ), RHS = -0.2250840 ( 0.2945 ) LHS/RHS = 0.0219

5/24/12 3:41:38 PM JPY

XXX 500000 >>>> percent >=: 0.6093, percent >: 0.3902, wins: -0.0005

  • -4.00 mean: -0.0964 ( 13.4046 ) >> -139.11 << ::: LHS = 0.0058937 ( 3.2707 ), RHS = -0.2813274 ( 0.1534 ) LHS/RHS = -0.0209

XXX 500000 >>>> percent >=: 0.6091, percent >: 0.3900, wins: -0.0009

  • -3.00 mean: -0.0532 ( 7.2452 ) >> -136.14 << ::: LHS = 0.0030421 ( 1.7651 ), RHS = -0.2813274 ( 0.1534 ) LHS/RHS = -0.0108

XXX 500000 >>>> percent >=: 0.6141, percent >: 0.3951, wins: 0.0092

  • -2.00 mean: -0.0101 ( 1.7491 ) >> -173.50 << ::: LHS = 0.0001905 ( 0.4211 ), RHS = -0.2813274 ( 0.1534 ) LHS/RHS = -0.0007

XXX 500000 >>>> percent >=: 0.6199, percent >: 0.4009, wins: 0.0209

  • -1.00 mean: 0.0331 ( 5.6020 ) >> 169.47 << ::: LHS = -0.0026611 ( 1.3721 ), RHS = -0.2813274 ( 0.1534 ) LHS/RHS = 0.0095

XXX 500000 >>>> percent >=: 0.6201, percent >: 0.4011, wins: 0.0212

  • 0.00 mean: 0.0762 ( 11.7245 ) >> 153.88 << ::: LHS = -0.0055127 ( 2.8691 ), RHS = -0.2813274 ( 0.1534 ) LHS/RHS = 0.0196

XXX 500000 >>>> percent >=: 0.6202, percent >: 0.4011, wins: 0.0213

  • 1.00 mean: 0.1193 ( 17.9248 ) >> 150.21 << ::: LHS = -0.0083643 ( 4.3846 ), RHS = -0.2813274 ( 0.1534 ) LHS/RHS = 0.0297

XXX 500000 >>>> percent >=: 0.6202, percent >: 0.4011, wins: 0.0213

  • 2.00 mean: 0.1625 ( 24.1432 ) >> 148.60 << ::: LHS = -0.0112159 ( 5.9043 ), RHS = -0.2813274 ( 0.1534 ) LHS/RHS = 0.0399

XXX 500000 >>>> percent >=: 0.6202, percent >: 0.4012, wins: 0.0214

  • 3.00 mean: 0.2056 ( 30.3685 ) >> 147.70 << ::: LHS = -0.0140675 ( 7.4257 ), RHS = -0.2813274 ( 0.1534 ) LHS/RHS = 0.0500

XXX 500000 >>>> percent >=: 0.6202, percent >: 0.4012, wins: 0.0214

  • 4.00 mean: 0.2487 ( 36.5971 ) >> 147.13 << ::: LHS = -0.0169191 ( 8.9479 ), RHS = -0.2813274 ( 0.1534 ) LHS/RHS = 0.0601


5/24/12 3:41:38 PM EUR

XXX 500000 >>>> percent >=: 0.6191, percent >: 0.4001, wins: 0.0192

  • -5.00: mean = 0.1562 ( 26.9796 ) > 172.69 < LHS = -0.0082360 ( 6.6332 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0293

XXX 500000 >>>> percent >=: 0.6192, percent >: 0.4002, wins: 0.0193

  • -4.00: mean = 0.1402 ( 23.2380 ) > 165.72 < LHS = -0.0076914 ( 5.7089 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0273

XXX 500000 >>>> percent >=: 0.6192, percent >: 0.4002, wins: 0.0195

  • -3.00: mean = 0.1242 ( 19.6728 ) > 158.38 < LHS = -0.0071467 ( 4.8281 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0254

XXX 500000 >>>> percent >=: 0.6194, percent >: 0.4004, wins: 0.0197

  • -2.00: mean = 0.1082 ( 16.3991 ) > 151.55 < LHS = -0.0066020 ( 4.0196 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0235

XXX 500000 >>>> percent >=: 0.6202, percent >: 0.4012, wins: 0.0214

  • -1.00: mean = 0.0922 ( 13.6289 ) > 147.82 < LHS = -0.0060574 ( 3.3363 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0215

XXX 500000 >>>> percent >=: 0.6201, percent >: 0.4011, wins: 0.0212

  • 0.00: mean = 0.0762 ( 11.7245 ) > 153.88 < LHS = -0.0055127 ( 2.8691 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0196

XXX 500000 >>>> percent >=: 0.6130, percent >: 0.3940, wins: 0.0070

  • 1.00: mean = 0.0602 ( 11.1392 ) > 185.08 < LHS = -0.0049680 ( 2.7312 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0177

XXX 500000 >>>> percent >=: 0.6125, percent >: 0.3934, wins: 0.0059

  • 2.00: mean = 0.0442 ( 12.0665 ) > 273.13 < LHS = -0.0044234 ( 2.9688 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0157

XXX 500000 >>>> percent >=: 0.6106, percent >: 0.3916, wins: 0.0022

  • 3.00: mean = 0.0282 ( 14.2135 ) > 504.53 < LHS = -0.0038787 ( 3.5065 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.013

XXX 500000 >>>> percent >=: 0.6097, percent >: 0.3907, wins: 0.0004

  • 4.00: mean = 0.0122 ( 17.1274 ) > 1407.94 < LHS = -0.0033341 ( 4.2313 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0119

XXX 500000 >>>> percent >=: 0.6091, percent >: 0.3901, wins: -0.0008

  • 4.70: mean = 0.0010 ( 19.4433 ) > 20254.81 < LHS = -0.0029528 ( 4.8058 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0105

XXX 500000 >>>> percent >=: 0.6091, percent >: 0.3901, wins: -0.0009

  • 4.80: mean = -0.0006 ( 19.7873 ) > -30880.27 < LHS = -0.0028983 ( 4.8910 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0103

XXX 500000 >>>> percent >=: 0.6090, percent >: 0.3900, wins: -0.0010

  • 5.00: mean = -0.0038 ( 20.4835 ) > -5331.20 < LHS = -0.0027894 ( 5.0636 ), RHS = -0.2813274 ( 0.1534 ), LHS/RHS = 0.0099

8/8/12 12:02:00 PM USD minutes

  • bars = 4000 coef = -3.00 >>>> percent >=: 0.4935, percent >: 0.4935, wins: -0.0130
    • mean = -2.4163 ( 176.9186 ) > -73.22 < LHS = 0.5089649 ( 39.0306 ), RHS = -0.2546633 ( 0.2441 ), LHS/RHS = -1.9986
  • bars = 4000 coef = -1.00 >>>> percent >=: 0.5005, percent >: 0.5005, wins: 0.0010
    • mean = -2.1140 ( 161.6240 ) > -76.46 < LHS = 0.3378061 ( 31.2712 ), RHS = -0.2546633 ( 0.2441 ), LHS/RHS = -1.3265
  • bars = 4000 coef = -2.00 >>>> percent >=: 0.4948, percent >: 0.4948, wins: -0.0105
    • mean = -2.2651 ( 159.7892 ) > -70.54 < LHS = 0.4233855 ( 33.6483 ), RHS = -0.2546633 ( 0.2441 ), LHS/RHS = -1.6625
  • bars = 4000 coef = 0.00 >>>> percent >=: 0.5053, percent >: 0.5053, wins: 0.0105
    • mean = -1.9628 ( 181.8498 ) > -92.65 < LHS = 0.2522267 ( 32.5642 ), RHS = -0.2546633 ( 0.2441 ), LHS/RHS = -0.9904
  • bars = 4000 coef = 1.00 >>>> percent >=: 0.5108, percent >: 0.5108, wins: 0.0215
    • mean = -1.8117 ( 215.3455 ) > -118.87 < LHS = 0.1666473 ( 37.1460 ), RHS = -0.2546633 ( 0.2441 ), LHS/RHS = -0.6544
  • bars = 4000 coef = 2.00 >>>> percent >=: 0.5088, percent >: 0.5088, wins: 0.0175
    • mean = -1.6605 ( 256.9735 ) > -154.75 < LHS = 0.0810679 ( 44.0010 ), RHS = -0.2546633 ( 0.2441 ), LHS/RHS = -0.3183
  • bars = 4000 coef = 3.00 >>>> percent >=: 0.5075, percent >: 0.5075, wins: 0.0150
    • mean = -1.5094 ( 303.4046 ) > -201.01 < LHS = -0.0045114 ( 52.2418 ), RHS = -0.2546633 ( 0.2441 ), LHS/RHS = 0.01

8/7/12 1:39:16 PM USD seconds

  • bars = 400000 coef = -3.00 >>>> percent >=: 0.6596, percent >: 0.3485, wins: 0.0081
    • mean = 0.0920 ( 24.7013 ) > 268.38 < LHS = 0.0069281 ( 5.2729 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0287
  • bars = 400000 coef = -2.00 >>>> percent >=: 0.6596, percent >: 0.3485, wins: 0.0080
    • mean = 0.0669 ( 19.5892 ) > 292.87 < LHS = 0.0058950 ( 4.2069 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0244
  • bars = 400000 coef = -1.00 >>>> percent >=: 0.6599, percent >: 0.3488, wins: 0.0087
    • mean = 0.0417 ( 15.2879 ) > 366.31 < LHS = 0.0048620 ( 3.3115 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0201
  • bars = 400000 coef = 0.00 >>>> percent >=: 0.6647, percent >: 0.3535, wins: 0.0182
    • mean = 0.0166 ( 12.6534 ) > 762.96 < LHS = 0.0038289 ( 2.7582 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0159
  • bars = 400000 coef = 1.00 >>>> percent >=: 0.6651, percent >: 0.3540, wins: 0.0191
    • mean = -0.0086 ( 12.7632 ) > -1489.94 < LHS = 0.0027958 ( 2.7610 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0116
  • bars = 400000 coef = 2.00 >>>> percent >=: 0.6639, percent >: 0.3528, wins: 0.0167
    • mean = -0.0337 ( 15.5594 ) > -461.47 < LHS = 0.0017627 ( 3.3184 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0073
  • bars = 400000 coef = 3.00 >>>> percent >=: 0.6643, percent >: 0.3531, wins: 0.0174
    • mean = -0.0589 ( 19.9423 ) > -338.76 < LHS = 0.0007297 ( 4.2160 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0030
  • bars = 400000 coef = 4.00 >>>> percent >=: 0.6641, percent >: 0.3530, wins: 0.0171
    • mean = -0.0840 ( 25.0937 ) > -298.67 < LHS = -0.0003034 ( 5.2831 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = 0.0013
  • bars = 400000 coef = 5.00 >>>> percent >=: 0.6644, percent >: 0.3533, wins: 0.0176
    • mean = -0.1092 ( 30.6284 ) > -280.56 < LHS = -0.0013365 ( 6.4360 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = 0.0055
  • bars = 400000 coef = 6.00 >>>> percent >=: 0.6645, percent >: 0.3534, wins: 0.0179
    • mean = -0.1343 ( 36.3718 ) > -270.78 < LHS = -0.0023696 ( 7.6358 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = 0.0098

8/7/12 1:39:16 PM GBP seconds

  • bars = 400000 coef = -8.00 >>>> percent >=: 0.6640, percent >: 0.3528, wins: 0.0168
    • mean = 0.0527 ( 42.3729 ) > 804.79 < LHS = -0.0042413 ( 8.9074 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = 0.0176
  • bars = 400000 coef = -7.00 >>>> percent >=: 0.6637, percent >: 0.3526, wins: 0.0162
    • mean = 0.0481 ( 37.8745 ) > 786.72 < LHS = -0.0032325 ( 7.9679 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = 0.0134
  • bars = 400000 coef = -6.00 >>>> percent >=: 0.6637, percent >: 0.3525, wins: 0.0162
    • mean = 0.0436 ( 33.4400 ) > 766.37 < LHS = -0.0022237 ( 7.0429 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = 0.009
  • bars = 400000 coef = -5.00 >>>> percent >=: 0.6637, percent >: 0.3526, wins: 0.0163
    • mean = 0.0391 ( 29.0983 ) > 743.71 < LHS = -0.0012150 ( 6.1387 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = 0.0050
  • bars = 400000 coef = -4.00 >>>> percent >=: 0.6635, percent >: 0.3524, wins: 0.0159
    • mean = 0.0346 ( 24.8984 ) > 719.24 < LHS = -0.0002062 ( 5.2663 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = 0.0009
  • bars = 400000 coef = -3.00 >>>> percent >=: 0.6637, percent >: 0.3526, wins: 0.0163
    • mean = 0.0301 ( 20.9255 ) > 694.98 < LHS = 0.0008026 ( 4.4442 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0033
  • bars = 400000 coef = -2.00 >>>> percent >=: 0.6639, percent >: 0.3527, wins: 0.0166
    • mean = 0.0256 ( 17.3365 ) > 677.18 < LHS = 0.0018114 ( 3.7061 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0075
  • bars = 400000 coef = -1.00 >>>> percent >=: 0.6646, percent >: 0.3534, wins: 0.0180
    • mean = 0.0211 ( 14.4210 ) > 683.69 < LHS = 0.0028201 ( 3.1125 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0117
  • bars = 400000 coef = 0.00 >>>> percent >=: 0.6647, percent >: 0.3535, wins: 0.0182
    • mean = 0.0166 ( 12.6534 ) > 762.96 < LHS = 0.0038289 ( 2.7582 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0159
  • bars = 400000 coef = 1.00 >>>> percent >=: 0.6594, percent >: 0.3483, wins: 0.0078
    • mean = 0.0121 ( 12.5293 ) > 1037.51 < LHS = 0.0048377 ( 2.7377 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0200
  • bars = 400000 coef = 2.00 >>>> percent >=: 0.6588, percent >: 0.3477, wins: 0.0066
    • mean = 0.0076 ( 14.0922 ) > 1862.05 < LHS = 0.0058464 ( 3.0578 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0242
  • bars = 400000 coef = 3.00 >>>> percent >=: 0.6574, percent >: 0.3463, wins: 0.0036
    • mean = 0.0031 ( 16.8799 ) > 5516.51 < LHS = 0.0068552 ( 3.6295 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0284
  • bars = 400000 coef = 4.00 >>>> percent >=: 0.6567, percent >: 0.3456, wins: 0.0023
    • mean = -0.0014 ( 20.3961 ) > -14082.23 < LHS = 0.0078640 ( 4.3547 ), RHS = -0.2413111 ( 0.2088 ), LHS/RHS = -0.0326

5/7/12 1:39:16 PM GBP seconds

  • bars = 400000 coef = -6.00 >>>> percent >=: 0.6373, percent >: 0.3757, wins: 0.0130
    • mean = 0.0338 ( 23.5226 ) > 695.42 < LHS = 0.0005919 ( 5.9626 ), RHS = -0.2867127 ( 0.1570 ), LHS/RHS = -0.0021
  • bars = 400000 coef = -4.00 >>>> percent >=: 0.6371, percent >: 0.3755, wins: 0.0125
    • mean = 0.0345 ( 17.8164 ) > 516.91 < LHS = 0.0000153 ( 4.5158 ), RHS = -0.2867127 ( 0.1570 ), LHS/RHS = -0.0001
  • bars = 400000 coef = -2.00 >>>> percent >=: 0.6374, percent >: 0.3759, wins: 0.0133
    • mean = 0.0351 ( 12.9712 ) > 369.46 < LHS = -0.0005614 ( 3.2844 ), RHS = -0.2867127 ( 0.1570 ), LHS/RHS = 0.0020
  • bars = 400000 coef = 0.00 >>>> percent >=: 0.6389, percent >: 0.3773, wins: 0.0162
    • mean = 0.0358 ( 10.2857 ) > 287.71 < LHS = -0.0011380 ( 2.5957 ), RHS = -0.2867127 ( 0.1570 ), LHS/RHS = 0.0040
  • bars = 400000 coef = 2.00 >>>> percent >=: 0.6341, percent >: 0.3725, wins: 0.0066
    • mean = 0.0364 ( 11.4041 ) > 313.37 < LHS = -0.0017147 ( 2.8711 ), RHS = -0.2867127 ( 0.1570 ), LHS/RHS = 0.0060
  • bars = 400000 coef = 4.00 >>>> percent >=: 0.6322, percent >: 0.3707, wins: 0.0029
    • mean = 0.0370 ( 15.5250 ) > 419.21 < LHS = -0.0022913 ( 3.9120 ), RHS = -0.2867127 ( 0.1570 ), LHS/RHS = 0.0080
  • bars = 400000 coef = 6.00 >>>> percent >=: 0.6311, percent >: 0.3695, wins: 0.0006
    • mean = 0.0377 ( 20.9455 ) > 555.95 < LHS = -0.0028680 ( 5.2839 ), RHS = -0.2867127 ( 0.1570 ), LHS/RHS = 0.0100

JPY minutes with errors

  • -4 [bars = 4000] >>>> percent >=: 0.4938 percent >: 0.4938 wins: -0.0125
  • -4 mean = 70.5484 ( 226.6 ) > 3.21 < LHS = -0.5348519 ( 47.05 ) RHS = -0.24801 ( 0.35 ) LHS/RHS = 2.157 error = 21.08834 ( 1975 )
  • -3 [bars = 4000] >>>> percent >=: 0.4953 percent >: 0.4953 wins: -0.0095
  • -3 mean = 36.9714 ( 112.0 ) > 3.03 < LHS = -0.2743627 ( 23.80 ) RHS = -0.24806 ( 0.34 ) LHS/RHS = 1.106 error = 11.08975 ( 1981 )
  • -2 [bars = 4000] >>>> percent >=: 0.5098 percent >: 0.5098 wins: 0.0195
  • -2 mean = 6.3077 ( 6.7 ) > 1.06 < LHS = -0.0177591 ( 2.90 ) RHS = -0.24832 ( 0.34 ) LHS/RHS = 0.072 error = 1.93353 ( 2040 )
  • -1 [bars = 4000] >>>> percent >=: 0.5075 percent >: 0.5075 wins: 0.0150
  • -1 mean = 28.6158 ( 35.1 ) > 1.23 < LHS = 0.2408503 ( 22.81 ) RHS = -0.24822 ( 0.34 ) LHS/RHS = -0.970 error = 9.21871 ( 2031 )
  • 0 [bars = 4000] >>>> percent >=: 0.5053 percent >: 0.5053 wins: 0.0105
  • 0 mean = 59.2314 ( 72.4 ) > 1.22 < LHS = 0.5048024 ( 45.80 ) RHS = -0.24813 ( 0.34 ) LHS/RHS = -2.034 error = 19.05805 ( 2022 )
  • 1 [bars = 4000] >>>> percent >=: 0.5038 percent >: 0.5038 wins: 0.0075
  • 1 mean = 90.1645 ( 110.0 ) > 1.22 < LHS = 0.7679474 ( 68.90 ) RHS = -0.24804 ( 0.34 ) LHS/RHS = -3.096 error = 28.90932 ( 2016 )
  • 2 [bars = 4000] >>>> percent >=: 0.5045 percent >: 0.5045 wins: 0.0090
  • 2 mean = 120.7979 ( 147.5 ) > 1.22 < LHS = 1.0290518 ( 91.88 ) RHS = -0.24805 ( 0.34 ) LHS/RHS = -4.149 error = 38.78014 ( 2019 )
  • 3 [bars = 4000] >>>> percent >=: 0.5045 percent >: 0.5045 wins: 0.0090
  • 3 mean = 151.5861 ( 185.0 ) > 1.22 < LHS = 1.2879436 ( 114.91 ) RHS = -0.24807 ( 0.34 ) LHS/RHS = -5.192 error = 48.63008 ( 2019 )
  • 4 [bars = 4000] >>>> percent >=: 0.5025 percent >: 0.5025 wins: 0.0050
  • 4 mean = 183.1131 ( 222.7 ) > 1.22 < LHS = 1.5539788 ( 138.23 ) RHS = -0.24801 ( 0.34 ) LHS/RHS = -6.266 error = 58.59490 ( 2011 )

Reference

3 months

  • -2.00, [bars = 6800000] >>>> percent >=: 0.6494, percent >: 0.3596, wins: 0.0090
  • -2.00, mean = 0.5657 ( 1.1 ) > 1.90 < LHS = -0.0000749 ( 0.41 ), RHS = -0.26506 ( 0.39 ), LHS/RHS = 0.000 error = 0.26283 ( 4415993 )

2 months

5/31/12 7:22:36 PM XXX 1600000 >>>> percent >=: 0.6331, percent >: 0.3857, wins: 0.0187

  • 0.0 mean: 0.0614 ( 10.5692 ) >> 172.23 << :::::: LHS = -0.0046317 ( 2.6771 ) .... RHS = -0.2986905 ( 0.3916 ) LHS/RHS = 0.0155 ::

1 week

XXX 500000 >>>> percent >=: 0.6213, percent >: 0.4014, wins: 0.0227

  • 1.0 mean: 0.0561 ( 21.6357 ) >> 385.51 << :::::: LHS = 0.0087161 ( 5.2582 ) .... RHS = -0.2887032 ( 0.3414 ) LHS/RHS = -0.0302 ::
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