Some DBE probabilities

The market’s high was 67 market days ago. This has happened 74 times since 1926, with a BCC=0 signal following within 4 months for only 28 of those 74 dates. On those 28 dates, the market was on average 12% below its high. The 46 dates that did not see a soon BCC=0 had a market on average 6% below its high. The market is now about 6% below its high.

If PH98 falls below 0.90, the odds of a BCC=0 signal increase sharply.

---- data ----
The 99-day new high ratio as used in DBE is: PH98 == gprc:1 / hgprc:2,98
Results
The following lists all investments passing step0 (unsorted) as of 20220407:

**field0=gprc:1  field1=hgprc:2,98  field2=ratio:field0,field1**
      4500.21            4796.56                   0.9382161

http://gtr1.net/2013/?lf-1lp-1h1::DBE:et1:DBE:sgmax%28ifgt%2…

Count of dates with days since high = 67, [DBE]=1
BCC=0 follows within 4 months is either FALSE or TRUE:

                            FALSE     TRUE   FALSE    TRUE
      count  count           PH98     PH98    PH98    PH98
**bars** FALSE  TRUE   **pct**   Average  Average  StdDev  StdDev
 **36**  101     22   **18%**     95%      92%      4%      7%
 **37**  100     22   **18%**     95%      91%      4%      7%
 **38**   95     22   **19%**     95%      91%      4%      9%
 **39**   95     22   **19%**     95%      90%      4%      9%
 **40**   93     22   **19%**     95%      91%      4%      9%
 **41**   92     23   **20%**     95%      91%      4%      8%
 **42**   90     23   **20%**     95%      91%      4%      8%
 **43**   87     23   **21%**     95%      91%      4%      9%
 **44**   85     23   **21%**     95%      91%      4%      9%
 **45**   81     24   **23%**     95%      91%      4%      9%
 **46**   78     24   **24%**     95%      91%      4%      8%
 **47**   77     24   **24%**     95%      90%      4%      8%
 **48**   76     24   **24%**     95%      91%      4%      8%
 **49**   72     24   **25%**     95%      90%      4%      8%
 **50**   70     24   **26%**     95%      90%      4%      8%
 **51**   67     24   **26%**     95%      90%      4%      8%
 **52**   66     24   **27%**     95%      90%      4%      8%
 **53**   60     26   **30%**     94%      91%      5%      8%
 **54**   60     26   **30%**     94%      90%      5%      8%
 **55**   56     27   **33%**     94%      91%      5%      7%
 **56**   53     28   **35%**     94%      91%      5%      7%
 **57**   52     28   **35%**     94%      91%      5%      7%
 **58**   51     28   **35%**     94%      90%      5%      7%
 **59**   51     28   **35%**     94%      90%      5%      7%
 **60**   50     28   **36%**     94%      90%      5%      8%
 **61**   50     28   **36%**     94%      90%      5%      8%
 **62**   49     28   **36%**     94%      89%      5%      8%
 **63**   47     28   **37%**     94%      89%      5%      8%
 **64**   47     28   **37%**     94%      89%      5%      7%
 **65**   47     28   **37%**     94%      89%      5%      7%
 **66**   47     28   **37%**     94%      88%      5%      8%
 **67     46     28   38%**     94%      88%      5%      8%
 **68**   46     28   **38%**     94%      88%      5%      8%
 **69**   46     28   **38%**     94%      88%      5%      8%
 **70**   45     28   **38%**     95%      88%      5%      8%
 **71**   45     28   **38%**     95%      87%      5%      8%
 **72**   44     28   **39%**     95%      87%      5%      8%
 **73**   43     28   **39%**     95%      88%      6%      8%
 **74**   42     28   **40%**     95%      88%      6%      7%
 **75**   40     28   **41%**     95%      88%      6%      7%
 **76**   38     28   **42%**     95%      87%      6%      7%
 **77**   36     28   **44%**     94%      87%      6%      7%
 **78**   36     28   **44%**     94%      87%      6%      8%
 **79**   36     28   **44%**     95%      88%      6%      7%
 **80**   34     29   **46%**     95%      88%      5%      7%
 **81**   32     29   **48%**     95%      88%      5%      7%
 **82**   32     29   **48%**     95%      88%      5%      7%
 **83**   32     29   **48%**     95%      88%      5%      7%
 **84**   31     29   **48%**     95%      88%      5%      7%
 **85**   31     29   **48%**     95%      88%      5%      7%
 **86**   30     29   **49%**     95%      88%      5%      7%
 **87**   30     29   **49%**     95%      88%      5%      7%
 **88**   29     29   **50%**     95%      88%      5%      7%
 **89**   29     29   **50%**     95%      88%      5%      7%
 **90**   27     29   **52%**     94%      88%      6%      7%
 **91**   27     29   **52%**     95%      88%      5%      7%
 **92**   27     29   **52%**     95%      88%      6%      7%
 **93**   27     29   **52%**     94%      88%      6%      6%
 **94**   26     29   **53%**     94%      88%      6%      7%
 **95**   26     29   **53%**     95%      88%      6%      6%
 **96**   26     29   **53%**     95%      88%      6%      6%
 **97**   26     29   **53%**     95%      88%      6%      6%
 **98**   25     29   **54%**     95%      88%      5%      6%
                                                                                      barsSince  barsTo       BCC=0
  Date    [SMADiff]  sma  [NHNLDiff]  nhnl  [DBE]  [BCC]  gprc:1   hgprc:2,98  PH98    NewHigh   BCC=0   within 4 months
19500915    0.14      1     10.48       1     1      7     19.29      19.4     0.994      67       679          0
19761228    0.23      1      4.09       1     1      7    106.77     107.83    0.990      67      1179          0
19800111    0.33      1      3.73       1     1      7    109.92     111.27    0.988      67       411          0
19830927    1.39      1      2.43       1     1      7    168.43     170.99    0.985      67       108          0
19680102    0.34      1      5.83       1     1      7     96.11     97.59     0.985      67       32           1
19280109    0.14      1      4.53       1     1      7      17.5     17.79     0.984      67       532          0
20051107    1.21      1      2.04       1     1      7    1222.81    1245.04   0.982      67       581          0
19441011    0.07      1      5.29       1     1      7     13.01     13.27     0.980      67       505          0
19930615    1.62      1      1.07       1     1      7    446.27     456.33    0.978      67       261          0
20050610    5.55      1      1.64       1     1      7    1198.11    1225.31   0.978      67       685          0
20121221    3.28      1      2.86       1     1      7    1430.15    1465.77   0.976      67       745          0
19920421    1.65      1      0.73       1     1      7    410.26     420.77    0.975      67       552          0
19620320    0.20      1      1.48       1     1      7     70.66     72.64     0.973      67       38           1
19910723    3.60      1      1.98       1     1      7    379.42     390.45    0.972      67       741          0
19360709    0.17      1      1.93       1     1      7     15.07     15.51     0.972      67       285          0
19521117    0.01      1      3.37       1     1      7      24.8     25.55     0.971      67       134          0
19960829    3.77      1      1.15       1     1      7     657.4     678.51    0.969      67      1131          0
19840116    0.78      1      1.62       1     1      7    167.18     172.65    0.968      67       32           1
19261210    0.02      1      0.00       1     1      7     14.43     14.93     0.967      67       804          0
19471028    0.02      1      4.11       1     1      7     15.54     16.12     0.964      67       32           1
19650818    0.07      1      2.30       1     1      7     86.99     90.27     0.964      67       220          0
19851022    1.02      1      0.21       1     1      7    188.04     195.65    0.961      67       564          0
19280817    0.15      1      1.45       1     1      7     19.64     20.44     0.961      67       378          0
20060810    4.51      1     -2.99       0     1      5    1271.81    1325.76   0.959      67       391          0
19560220    0.30      1      1.59       1     1      7     44.45     46.41     0.958      67       239          0
19601130    0.00      1      1.92       1     1      7     55.54     58.07     0.956      67       364          0
20120709    8.05      1      4.54       1     1      7    1352.46    1419.04   0.953      67       860          0
19520429    0.10      1     -1.43       0     1      5     23.49     24.66     0.953      67       272          0
19941205    -0.91     0     -1.74       0     1      4    453.32     476.07    0.952      67      1570          0
19560625    0.15      1      0.78       1     1      7     46.41     48.87     0.950      67       152          0
19561107    0.12      1      1.82       1     1      7     47.11     49.64     0.949      67       58           1
19591106    0.07      1      1.06       1     1      7      57.6     60.71     0.949      67       632          0
19610724    0.58      1      0.52       1     1      7     64.87     68.68     0.945      67       203          0
**20000629    6.01      1     -0.96       0     1      5    1442.39    1527.46   0.944      67       164          0**
**20040518    5.51      1     -1.79       0     1      5    1091.49    1157.76   0.943      67       953          0**
**19431018    0.10      1      0.54       1     1      7     11.85     12.64     0.938      67       757          0**
**19900115    2.94      1     -0.89       0     1      5      337      359.8     0.937      67       225          0**
19350412    -0.06     0      1.10       1     1      6      8.95      9.58     0.934      67       600          0
19600408    -0.06     0      0.31       1     1      6     56.39     60.39     0.934      67       526          0
19751017    1.03      1      0.67       1     1      7     88.86     95.61     0.929      67      1480          0
19530413    0.03      1     -0.68       0     1      5     24.77     26.66     0.929      67       35           1
19730418    0.16      1     -5.23       0     1      5    111.54     120.24    0.928      67       32           1
19810306    1.16      1      2.74       1     1      7    129.85     140.52    0.924      67       121          0
19411030    -0.05     0     -1.14       0     1      4      9.62     10.47     0.919      67       32           1
19940511    0.06      1     -0.80       0     1      5    441.49       482     0.916      67       32           1
19390117    0.17      1      1.27       1     1      7     12.73     13.91     0.915      67       62           1
19400131    0.07      1      1.38       1     1      7     12.05     13.21     0.912      67       70           1
20150826    0.52      1     -8.14       0     1      5    1940.51    2130.82   0.911      67       72           1
19991020    3.30      1     -2.40       0     1      5    1289.43    1418.78   0.909      67       339          0
19800520    0.15      1      1.00       1     1      7    107.62     118.44    0.909      67       321          0
19690313    0.16      1     -1.99       0     1      5     98.39     108.37    0.908      67       73           1
19480920    0.03      1     -2.22       0     1      5     15.44     17.06     0.905      67       97           0
20100729    1.92      1      1.23       1     1      7    1101.53    1217.28   0.905      67       289          0
19710803    0.60      1     -1.15       0     1      5     94.51     104.77    0.902      67       70           1
19981021    3.33      1     -3.49       0     1      5    1069.92    1186.75   0.902      67       590          0
19260520    0.00      1      0.00       1     1      7     12.71     14.13     0.900      67       946          0
19781215    0.45      1     -0.04       1     1      7     95.33     106.99    0.891      67       681          0
19660517    0.11      1     -4.81       0     1      5     83.63     94.06     0.889      67       32           1
20001207    -1.94     0     -7.73       0     1      4    1343.55    1520.77   0.883      67       52           1
20080115    -0.53     0     -12.26      0     1      4    1380.95    1565.15   0.882      67       32           1
20110804    6.08      1     -4.65       0     1      5    1200.07    1363.61   0.880      67       32           1
19740118    -0.77     0     -0.32       1     1      6     95.56     111.44    0.858      67       49           1
19470519    -0.17     0     -21.39      0     1      4     13.77     16.14     0.853      67       145          0
19410214    -0.11     0     -1.43       0     1      4      9.53     11.39     0.837      67       40           1
19300717    -0.52     0     -0.89       0     1      4     21.58     25.92     0.833      67       45           1
19901018    -2.38     0     -6.57       0     1      4    305.74     368.95    0.829      67       32           1
19571017    -0.24     0     -15.01      0     1      4     40.65     49.13     0.827      67       35           1
19370615    0.01      1     -4.79       0     1      5     15.34     18.67     0.822      67       51           1
19340515    -0.05     0     -0.70       0     1      4      9.63     11.82     0.815      67       46           1
19460904    -0.01     0     -9.09       0     1      4     15.46     19.25     0.803      67       32           1
19321212    -0.09     0     -0.18       1     1      6      7.07      9.31     0.759      67       404          0
19331020    0.14      1     -0.04       1     1      7      8.86      12.2     0.726      67       187          0
19871130    -1.79     0     -4.17       0     1      4     230.3     336.77    0.684      67       32           1
19291220    -0.19     0     -3.30       0     1      4     20.16     31.86     0.633      67       40           1

13 Likes

I mislabeled the first table in the OP. The first column is the number of market days (bars) since the high. Only count dates that have DBE=1. Count the dates with BCC=0 following within 4 months. For example, for dates 36 bars after the high, with DBE=1, 101 were not followed by BCC=0 signal and 22 were followed by BCC=0 signal.

**bars**                       FALSE     TRUE   FALSE    TRUE
**since** count  count           PH98     PH98    PH98    PH98
**high** FALSE  TRUE   **pct**   Average  Average  StdDev  StdDev
 **36**  101     22   **18%**     95%      92%      4%      7%
 **37**  100     22   **18%**     95%      91%      4%      7%
 **38**   95     22   **19%**     95%      91%      4%      9%
 **39**   95     22   **19%**     95%      90%      4%      9%
 **40**   93     22   **19%**     95%      91%      4%      9%
 **41**   92     23   **20%**     95%      91%      4%      8%
 **42**   90     23   **20%**     95%      91%      4%      8%
 **43**   87     23   **21%**     95%      91%      4%      9%
 **44**   85     23   **21%**     95%      91%      4%      9%
 **45**   81     24   **23%**     95%      91%      4%      9%
 **46**   78     24   **24%**     95%      91%      4%      8%
 **47**   77     24   **24%**     95%      90%      4%      8%
 **48**   76     24   **24%**     95%      91%      4%      8%
 **49**   72     24   **25%**     95%      90%      4%      8%
 **50**   70     24   **26%**     95%      90%      4%      8%
 **51**   67     24   **26%**     95%      90%      4%      8%
 **52**   66     24   **27%**     95%      90%      4%      8%
 **53**   60     26   **30%**     94%      91%      5%      8%
 **54**   60     26   **30%**     94%      90%      5%      8%
 **55**   56     27   **33%**     94%      91%      5%      7%
 **56**   53     28   **35%**     94%      91%      5%      7%
 **57**   52     28   **35%**     94%      91%      5%      7%
 **58**   51     28   **35%**     94%      90%      5%      7%
 **59**   51     28   **35%**     94%      90%      5%      7%
 **60**   50     28   **36%**     94%      90%      5%      8%
 **61**   50     28   **36%**     94%      90%      5%      8%
 **62**   49     28   **36%**     94%      89%      5%      8%
 **63**   47     28   **37%**     94%      89%      5%      8%
 **64**   47     28   **37%**     94%      89%      5%      7%
 **65**   47     28   **37%**     94%      89%      5%      7%
 **66**   47     28   **37%**     94%      88%      5%      8%
 **67     46     28   38%**     94%      88%      5%      8%
 **68**   46     28   **38%**     94%      88%      5%      8%
 **69**   46     28   **38%**     94%      88%      5%      8%
 **70**   45     28   **38%**     95%      88%      5%      8%
 **71**   45     28   **38%**     95%      87%      5%      8%
 **72**   44     28   **39%**     95%      87%      5%      8%
 **73**   43     28   **39%**     95%      88%      6%      8%
 **74**   42     28   **40%**     95%      88%      6%      7%
 **75**   40     28   **41%**     95%      88%      6%      7%
 **76**   38     28   **42%**     95%      87%      6%      7%
 **77**   36     28   **44%**     94%      87%      6%      7%
 **78**   36     28   **44%**     94%      87%      6%      8%
 **79**   36     28   **44%**     95%      88%      6%      7%
 **80**   34     29   **46%**     95%      88%      5%      7%
 **81**   32     29   **48%**     95%      88%      5%      7%
 **82**   32     29   **48%**     95%      88%      5%      7%
 **83**   32     29   **48%**     95%      88%      5%      7%
 **84**   31     29   **48%**     95%      88%      5%      7%
 **85**   31     29   **48%**     95%      88%      5%      7%
 **86**   30     29   **49%**     95%      88%      5%      7%
 **87**   30     29   **49%**     95%      88%      5%      7%
 **88**   29     29   **50%**     95%      88%      5%      7%
 **89**   29     29   **50%**     95%      88%      5%      7%
 **90**   27     29   **52%**     94%      88%      6%      7%
 **91**   27     29   **52%**     95%      88%      5%      7%
 **92**   27     29   **52%**     95%      88%      6%      7%
 **93**   27     29   **52%**     94%      88%      6%      6%
 **94**   26     29   **53%**     94%      88%      6%      7%
 **95**   26     29   **53%**     95%      88%      6%      6%
 **96**   26     29   **53%**     95%      88%      6%      6%
 **97**   26     29   **53%**     95%      88%      6%      6%
 **98**   25     29   **54%**     95%      88%      5%      6%
5 Likes