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>> No.53960841 [View]
File: 50 KB, 879x568, hm.png [View same] [iqdb] [saucenao] [google]
53960841

Think I fucked up my seasonality test
It claims the 72nd day of the year (March 13th) tends to have a huge drawdown, but it only averages +/- 1% changes historically

>> No.53955126 [View]
File: 50 KB, 879x568, hm.png [View same] [iqdb] [saucenao] [google]
53955126

I think I need more work on my seasonality model... It claims that the 72nd day of the year (March 13th) has a 4% drawdown when you remove the trend.
But historically, looking at the % change between March 12th and March 13th has always been +/- 1%

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