Replies to post #7507 on MDA - Market Direction Analysis (MDA)

[augieboo]

"someone clever could actually measure how long we've stayed above before"

Too bad we don't have anybody like that around here. ):

[augieboo]

Okay, I figured it out.

The mean 10-year PE is 15.93
Standard Deviation = 6.45
Mean + StDev = 22.38
Mean - StDev = 9.48

Total Data Set = 1468 Months
Months Above 22.38 = 148 (10.8%)
Months Below 9.48 = 185 (12.6%)

Length of periods outside 1 StDev from the mean?

Have a look...

http://home.earthlink.net/~augieboo3/above1stdev.xls