Performance stats for the STS tables...Matt, is there a link to the each of the entries in the table? It would be very helpful to know various stats like TradeStation would give for any strategy or some major stats at least. 

SPX losing the uptrend channel?

Wrote a simple script to plot the weekly away from 20 EMA and plotted. It does not look like its uncommon to be above 5%. The plot shows all the way to 1977. 

13 out of 14 straight SPX weekly closing highs. 

Stats are always interesting and gives no clear direction. One stat since 2006 indicates whenever December finished with >2% return, the following Jan is well contained around 1% return. If >5% return, the following Jan is actually negative. 

Crazy move. The other times it comes close is week of 3/18/2022 and 11/11/2022. 

I like the idea of BPT meetup in Vegas...would be great to meet folks in person. 

Any reason why VIX is up almost 20%  when SPX has only dropped less than 0.5% ?

SPX is testing from underside of the October lows on daily and testing down trend line on weekly. It either blows past or turns right around after FOMC???

and falling even more...

Sell in May stats...or more like sell in August. Both from Stocks & Commodities mag.

As April comes around...some interesting stats on SPY

We could have some support at SPX 4365 with symmetry match from 2020 lows on weekly chart.

Market down along with VIX down... may be turnaround tomorrow?

I see you are only accounting for long only. Can something similar be done to include short also when in down trend?

Amazing chart. If you invested in FB+AMZN+AAPL+MSFT+GOOG from S&P500 you would be up 48% since 1/2018 and at the same time in 495 of the remaining stock you are down 46% at the same time. Its new era of investing.

CPC (Put/Call ratio) outside Bollinger bands...may get one more push up?

TradeStation with Easylanguage is another option. It is more portable not tying you to one platform as Easylanguage works with other platforms too. 

The easiest and best way to calculate is take the call and put option value in weeklies closest to current price (delta of 50) in earning week and add them will give you expected move. It looks like AAPL has it around $14. 

Looks like limit down in first 5min of ES futures trading...