Variable

Label

N

Mean

Std Dev

Min

Max

IND

720

-

-

1

3

YM

720

-

-

200,001

201,912

PRICE

PRICE

720

2993.5

3526.36

165.72

11,997.14

RET (%)

RET

720

0.05

3.02

−11.86

11.73

X1

MA5

720

2982.31

3500.06

178.842

11,258.63

X2

MA10

720

2970.49

3471.48

191.462

10,995.51

X3

MA20

720

2944.79

3416.27

217.9205

388.2042

X4

OSC

720

4.667216

93.22655

−535.8124

388.204

X5

BIAS5

720

0.371465

8.077604

−33.47615

39.70125

X6

BIAS10

720

0.826026

11.96482

−44.46172

36.44888

X7

BIAS20

720

1.67106

15.53288

−48.9913

65.5809

M1

GDP%

240

0.002807

0.006384

−0.025674

0.019054

M2

M1B%

240

8.028167

6.595321

−6.51

30.51

M3

BOND

240

2.0045

1.205906

0.65

6.06

M4

UMR

240

4.247917

0.675399

2.73

6.13

M5

WAGE

240

44370.11

11281.05

34294

95165

M6

IPI

240

80.86992

19.93818

42.17

117.44

M7

CPI

240

93.43458

6.031846

84.19

103.02

M8

WPI

240

101.7391

10.82556

75.81

124.84