Home > Public Posts > NYSE Advance/Decline & SPX

NYSE Advance/Decline & SPX

Here is a test to see if there any correlation between NYSE Advance Decline Ratio and SPX returns. SPX Returns from left to right are ordered: that same day, 1 day out, 2 days out. 3 days out, 4 days out.

As you can see there is very little correlation in general.

NYSE_AD_SPX101614

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