EPCR Model

[nodoodahs]

Last three EPCR model outputs.
09/12/05 -0.18%
09/13/05 -0.13%
09/14/05 0.11%

Average for the data period is +0.57% over a 21 trading day period. So this model output is bearish from the standpoint of average returns or neutral from the standpoint of total return.
_________________
I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

[nodoodahs]

Here are the daily outputs for the last few days.
10/03/05 -0.7%
10/04/05 -0.5%
10/05/05 0.8%
10/06/05 1.3%
10/07/05 0.7%
10/10/05 1.7%
10/11/05 1.9%
10/12/05 1.9%
10/13/05 1.9%

Here are the corresponding 20-, 100-day EPCR and the 21-session returns.
10/03/05 0.59709 0.57845 0.4%
10/04/05 0.59472 0.57758 -0.3%
10/05/05 0.60210 0.57770 -3.0%
10/06/05 0.60195 0.57843 -3.6%
10/07/05 0.60679 0.57771 -2.9%
10/10/05 0.61519 0.58040 -4.4%
10/11/05 0.61408 0.58163 -4.5%
10/12/05 0.61974 0.58573 -4.3%
10/13/05 0.63503 0.59067 -4.1%
_________________
I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

[nodoodahs]

Last 4 outputs.

09/27/05 -0.75%
09/28/05 -0.65%
09/29/05 -1.01%
09/30/05 -0.76%
_________________
I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

[nodoodahs]

last two outputs.
09/23/05 -0.50%
09/26/05 -0.49%
_________________
I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

[nodoodahs]

Almost 7 PM and CBOE hasn't updated for Friday yet.

Last 4 outputs.
09/19/05 -0.55%
09/20/05 -0.35%
09/21/05 0.03%
09/22/05 -0.24%

This model is bearish for the next 21 trading sessions.
_________________
I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.

[nodoodahs]

Last two outputs.
09/15/05 -0.37%
09/16/05 -0.60%
Bearish for the next 21 trading days.
_________________
I haven’t seen a beatin’ like that since somebody stuck a banana in my pants and turned a monkey loose.