01 / PRICE
What does a two-sigma extension actually mean?
Trend fitting, residual variation and the difference between an unusual observation and a reversal forecast.
Read the method →Practical guides to the scanner, the risk framework and the assumptions behind the numbers.
Trend fitting, residual variation and the difference between an unusual observation and a reversal forecast.
Read the method →Sample sizes, target-hit intervals, successful-hit timing and the limitations of historical comparisons.
Read the guide →Exposure, currency translation, trading costs and why a stop is not a guaranteed loss limit.
Understand the scenarios →The original article from the previous site, preserved for reference. Its price levels, scores and forward-looking claims have not been revalidated. Do not read it as current research.
Read the archived article →