{ "cells": [ { "cell_type": "markdown", "id": "1e9016a4", "metadata": {}, "source": [ "
Compute the return for the next month, quarter, 6 months and year return AFTER each of bottom signals is made.\n", "I haven’t seen any metrics which show Alphier’s bottom picker had any value – only when it fired.\n", "And it doesn’t seem to be doing too well OOS for ^GSPC since last signal was in 2002.\n", "It totally missed 2008-2009.
" ] }, { "cell_type": "code", "execution_count": 10, "id": "183a3161", "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "\n", " DJI returns over 1,3,6 and 12 months\n", " Adj Close 30 91 182 365 30 chg 91 chg 182 chg 365 chg\n", "Date \n", "2001-09-21 8235.809570 9377.030273 10035.339844 10427.669922 7872.149902 0.138568 0.218501 0.266138 -0.044156\n", "2002-07-19 8019.259766 8990.790039 8322.400391 8586.740234 9096.690430 0.121150 0.037802 0.070765 0.134355\n", "2002-07-26 8264.389648 8919.009766 8443.990234 8131.009766 9266.509766 0.079210 0.021732 -0.016139 0.121258\n", "2002-08-30 8663.500000 7591.930176 8896.089844 7891.080078 9523.269531 -0.123688 0.026847 -0.089158 0.099240\n", "\n", " N100 returns over 1,3,6 and 12 months\n", " Adj Close 30 91 182 365 30 chg 91 chg 182 chg 365 chg\n", "Date \n", "1992-04-24 303.815002 305.894989 303.424988 325.440002 327.279999 0.006846 -0.001284 0.071178 0.077234\n", "1992-05-01 307.475006 318.980011 310.894989 329.154999 344.970001 0.037418 0.011123 0.070510 0.121945\n", "1992-05-15 303.015015 303.864990 302.230011 348.489990 352.670013 0.002805 -0.002591 0.150075 0.163870\n", "2000-12-01 2549.739990 2128.780029 1881.339966 1840.829956 1567.540039 -0.165099 -0.262144 -0.278032 -0.385216\n", "2000-12-08 2895.389893 2281.540039 1813.020020 1896.219971 1645.359985 -0.212009 -0.373825 -0.345090 -0.431731\n", "2000-12-15 2543.090088 2470.719971 1647.510010 1701.530029 1640.339966 -0.028458 -0.352162 -0.330920 -0.354982\n", "2000-12-22 2436.260010 2643.129883 1705.020020 1727.469971 1577.310059 0.084913 -0.300149 -0.290934 -0.352569\n", "2000-12-29 2341.699951 2694.530029 1573.250000 1830.189941 1577.050049 0.150673 -0.328159 -0.218435 -0.326536\n", "2001-01-05 2267.850098 2467.300049 1448.160034 1668.589966 1649.829956 0.087947 -0.361439 -0.264242 -0.272514\n", "2002-05-10 1188.780029 1135.619995 937.330017 1008.349976 1160.420044 -0.044718 -0.211519 -0.151777 -0.023856\n", "2006-07-14 1462.170044 1494.329956 1727.209961 1844.810059 2028.020020 0.021995 0.181265 0.261693 0.386993\n", "2006-07-28 1510.300049 1570.290039 1717.609985 1772.969971 1973.930054 0.039721 0.137264 0.173919 0.306979\n", "2008-11-21 1085.569946 1189.150024 1172.709961 1363.170044 1792.939941 0.095415 0.080271 0.255718 0.651612\n", "\n", " SP500 returns over 1,3,6 and 12 months\n", " Adj Close 30 91 182 365 30 chg 91 chg 182 chg 365 chg\n", "Date \n", "1937-11-05 11.460000 11.130000 10.540000 10.430000 13.430000 -0.028796 -0.080279 -0.089878 0.171902\n", "1937-11-12 11.910000 10.740000 10.930000 10.260000 13.430000 -0.098237 -0.082284 -0.138539 0.127624\n", "1937-11-19 10.510000 11.310000 11.020000 9.960000 12.880000 0.076118 0.048525 -0.052331 0.225500\n", "1937-11-26 10.670000 10.690000 11.570000 9.280000 12.370000 0.001874 0.084349 -0.130272 0.159325\n", "1938-04-01 8.910000 9.590000 11.910000 12.240000 11.260000 0.076319 0.336700 0.373737 0.263749\n", "1941-12-12 8.730000 8.840000 8.030000 8.320000 9.420000 0.012600 -0.080183 -0.046964 0.079038\n", "1941-12-19 8.490000 8.960000 8.110000 8.400000 9.680000 0.055359 -0.044759 -0.010601 0.140165\n", "1941-12-26 8.420000 8.970000 8.050000 8.230000 9.650000 0.065321 -0.043943 -0.022565 0.146081\n", "1942-01-02 8.890000 8.840000 8.200000 8.440000 9.920000 -0.005624 -0.077615 -0.050619 0.115860\n", "1942-01-09 8.850000 8.740000 7.980000 8.800000 9.960000 -0.012429 -0.098305 -0.005650 0.125424\n", "1942-01-16 8.960000 8.650000 7.700000 8.720000 10.120000 -0.034598 -0.140625 -0.026786 0.129464\n", "1942-01-23 8.840000 8.520000 7.550000 8.630000 10.300000 -0.036199 -0.145928 -0.023756 0.165158\n", "1942-01-30 8.850000 8.470000 7.710000 8.560000 10.520000 -0.042938 -0.128814 -0.032768 0.188701\n", "1942-02-06 8.850000 8.200000 7.890000 8.490000 10.500000 -0.073446 -0.108475 -0.040678 0.186441\n", "1942-02-13 8.620000 8.120000 7.880000 8.580000 10.810000 -0.058005 -0.085847 -0.004640 0.254060\n", "1942-02-20 8.470000 8.150000 8.010000 8.710000 10.840000 -0.037780 -0.054309 0.028335 0.279811\n", "1942-02-27 8.590000 8.060000 8.150000 8.610000 10.920000 -0.061700 -0.051222 0.002328 0.271246\n", "1942-03-06 8.160000 8.200000 8.370000 8.610000 11.010000 0.004902 0.025735 0.055147 0.349265\n", "1942-03-13 8.030000 7.960000 8.320000 8.540000 11.040000 -0.008717 0.036115 0.063512 0.374844\n", "1942-03-20 8.110000 7.790000 8.400000 8.660000 10.920000 -0.039457 0.035758 0.067818 0.346486\n", "1942-03-27 8.050000 7.540000 8.230000 8.900000 11.490000 -0.063354 0.022360 0.105590 0.427329\n", "1942-04-17 7.700000 7.940000 8.720000 9.350000 11.380000 0.031169 0.132468 0.214286 0.477922\n", "1956-10-26 46.270000 44.869999 44.820000 45.500000 40.419998 -0.030257 -0.031338 -0.016641 -0.126432\n", "1956-11-02 46.980000 45.980000 44.619999 46.340000 40.369999 -0.021286 -0.050234 -0.013623 -0.140698\n", "1956-11-09 46.340000 46.799999 43.320000 46.590000 40.180000 0.009927 -0.065170 0.005395 -0.132931\n", "1956-11-16 45.740002 46.540001 43.509998 47.150002 40.040001 0.017490 -0.048754 0.030826 -0.124617\n", "1956-11-23 45.139999 46.389999 43.380001 47.209999 41.180000 0.027692 -0.038990 0.045857 -0.087727\n", "1956-11-30 45.080002 46.669998 43.740002 47.430000 41.360001 0.035271 -0.029725 0.052130 -0.082520\n", "1957-11-01 40.439999 41.360001 41.700001 43.689999 51.560001 0.022750 0.031157 0.080366 0.274975\n", "1962-05-11 62.650002 57.820000 57.549999 58.779999 70.480003 -0.077095 -0.081405 -0.061772 0.124980\n", "1962-05-18 63.820000 55.740002 59.009998 60.160000 69.959999 -0.126606 -0.075368 -0.057349 0.096208\n", "1962-05-25 59.470001 52.450001 59.580002 61.540001 69.870003 -0.118043 0.001850 0.034807 0.174878\n", "1962-06-01 59.380001 55.860001 59.119999 62.259998 70.690002 -0.059279 -0.004379 0.048501 0.190468\n", "1962-06-08 58.450001 56.549999 58.380001 63.060001 69.940002 -0.032506 -0.001198 0.078871 0.196578\n", "1962-06-15 55.889999 57.830002 58.889999 62.570000 69.949997 0.034711 0.053677 0.119520 0.251566\n", "1962-06-22 52.680000 56.799999 57.689999 62.639999 70.199997 0.078208 0.095102 0.189066 0.332574\n", "1962-06-29 54.750000 57.830002 56.270000 62.959999 68.860001 0.056256 0.027763 0.149954 0.257717\n", "1962-07-06 56.169998 57.750000 57.070000 64.129997 69.739998 0.028129 0.016023 0.141713 0.241588\n", "1970-04-17 85.669998 76.959999 77.690002 84.279999 104.010002 -0.101669 -0.093148 -0.016225 0.214077\n", "1970-04-24 82.769997 70.250000 77.820000 83.769997 103.940002 -0.151263 -0.059804 0.012082 0.255769\n", "1970-05-01 81.440002 77.839996 78.050003 83.250000 103.290001 -0.044204 -0.041626 0.022225 0.268296\n", "1970-05-08 79.440002 76.290001 77.279999 84.220001 102.360001 -0.039653 -0.027190 0.060171 0.288520\n", "1970-05-15 76.900002 74.580002 75.180000 83.370003 100.690002 -0.030169 -0.022367 0.084135 0.309363\n", "1970-05-22 72.250000 76.639999 79.239998 83.720001 100.129997 0.060761 0.096747 0.158754 0.385882\n", "1970-05-29 76.550003 72.889999 81.860001 85.930000 100.199997 -0.047812 0.069366 0.122534 0.308948\n", "1970-06-05 76.169998 71.779999 82.830002 89.459999 101.089996 -0.057634 0.087436 0.174478 0.327163\n", "1970-06-12 73.879997 74.550003 82.519997 90.260002 100.220001 0.009069 0.116946 0.221711 0.356524\n", "1970-06-19 77.050003 77.790001 82.620003 90.220001 97.870003 0.009604 0.072291 0.170928 0.270214\n", "1970-06-26 73.470001 77.650002 82.830002 91.089996 97.739998 0.056894 0.127399 0.239826 0.330339\n", "1970-07-10 74.449997 76.199997 85.080002 92.190002 100.820000 0.023506 0.142780 0.238281 0.354197\n", "1974-02-01 95.320000 95.529999 91.290001 78.589996 77.820000 0.002203 -0.042279 -0.175514 -0.183592\n", "1974-02-08 92.330002 98.879997 91.470001 80.860001 78.360001 0.070941 -0.009314 -0.124228 -0.151305\n", "1974-08-23 71.550003 69.419998 68.900002 82.620003 85.059998 -0.029769 -0.037037 0.154717 0.188819\n", "1974-09-13 65.199997 72.739998 67.070000 84.760002 82.879997 0.115644 0.028681 0.300000 0.271166\n", "1974-09-20 70.139999 73.500000 66.910004 83.389999 85.070000 0.047904 -0.046051 0.188908 0.212860\n", "1974-09-27 64.940002 70.089996 67.139999 83.360001 85.029999 0.079304 0.033877 0.283646 0.309362\n", "1974-10-04 62.340000 73.080002 70.709999 80.879997 86.879997 0.172281 0.134264 0.297401 0.393648\n", "1974-10-11 71.139999 75.150002 72.610001 84.180000 89.459999 0.056368 0.020663 0.183301 0.257520\n", "1974-10-25 70.120003 68.830002 72.980003 86.620003 89.730003 -0.018397 0.040787 0.235311 0.279663\n", "1974-11-01 73.879997 68.110001 76.980003 89.220001 88.089996 -0.078100 0.041960 0.207634 0.192339\n", "1974-11-08 74.910004 65.599998 78.629997 90.529999 89.339996 -0.124283 0.049660 0.208517 0.192631\n", "1974-11-15 71.910004 66.459999 81.500000 90.430000 91.459999 -0.075789 0.133361 0.257544 0.271868\n", "1974-11-22 68.900002 65.959999 82.620003 90.580002 89.699997 -0.042671 0.199129 0.314659 0.301887\n", "1982-07-30 107.089996 117.660004 133.720001 144.509995 162.039993 0.098702 0.248669 0.349426 0.513120\n", "1982-08-06 103.709999 121.370003 142.160004 146.139999 159.179993 0.170283 0.370745 0.409122 0.534857\n", "1982-08-13 103.849998 122.239998 139.529999 147.649994 163.699997 0.177082 0.343572 0.421762 0.576312\n", "1982-08-20 113.019997 122.510002 137.020004 148.000000 164.339996 0.083967 0.212352 0.309503 0.454079\n", "1982-08-27 117.110001 123.620003 134.880005 149.740005 162.250000 0.055589 0.151738 0.278627 0.385450\n", "1984-03-09 154.350006 155.449997 155.169998 164.369995 178.789993 0.007127 0.005313 0.064917 0.158341\n", "1984-04-13 157.309998 157.500000 150.880005 164.179993 180.919998 0.001208 -0.040875 0.043672 0.150086\n", "2000-12-15 1312.150024 1326.650024 1150.530029 1214.359985 1134.359985 0.011051 -0.123172 -0.074527 -0.135495\n", "2001-09-21 965.799988 1089.900024 1144.890015 1148.699951 833.700012 0.128495 0.185432 0.189377 -0.136778\n", "2002-07-19 847.750000 950.700012 884.390015 901.780029 978.799988 0.121439 0.043220 0.063733 0.154586\n", "2002-07-26 852.840027 947.950012 897.650024 861.400024 996.520020 0.111521 0.052542 0.010037 0.168472\n", "\n", " SP400 returns over 1,3,6 and 12 months\n", " Adj Close 30 91 182 365 30 chg 91 chg 182 chg 365 chg\n", "Date \n", "1982-08-13 31.790001 36.830002 43.169998 46.270000 53.029999 0.158540 0.357974 0.455489 0.668135\n", "1982-08-20 33.990002 36.980000 42.610001 46.639999 52.970001 0.087967 0.253604 0.372168 0.558399\n", "1984-02-03 50.220001 48.720001 48.320000 48.330002 54.169998 -0.029869 -0.037834 -0.037634 0.078654\n", "1984-02-24 47.849998 48.220001 45.639999 50.360001 54.880001 0.007733 -0.046186 0.052456 0.146918\n", "1984-03-02 48.980000 48.389999 46.299999 50.220001 55.520000 -0.012046 -0.054716 0.025316 0.133524\n", "1984-03-09 47.669998 47.119999 46.900002 49.730000 54.549999 -0.011538 -0.016153 0.043214 0.144326\n", "1984-03-16 49.029999 48.150002 46.099998 50.450001 54.070000 -0.017948 -0.059759 0.028962 0.102794\n", "1984-03-23 48.320000 47.340000 47.090000 50.369999 54.070000 -0.020281 -0.025455 0.042425 0.118998\n", "1984-04-06 47.200001 48.279999 46.599998 48.220001 55.009998 0.022881 -0.012712 0.021610 0.165466\n", "1984-04-13 47.570000 47.689999 46.090000 48.560001 55.959999 0.002523 -0.031112 0.020811 0.176372\n", "1984-04-27 47.869999 45.330002 45.180000 49.430000 55.910000 -0.053060 -0.056194 0.032588 0.167955\n", "1992-05-15 142.559998 140.570007 144.399994 152.729996 161.949997 -0.013959 0.012907 0.071338 0.136013\n", "1994-12-09 162.660004 170.059998 179.259995 191.630005 217.550003 0.045494 0.102053 0.178102 0.337452\n", "2002-07-05 478.579987 406.980011 389.079987 439.339996 494.779999 -0.149609 -0.187012 -0.081993 0.033850\n", "2002-07-12 444.790009 436.589996 401.109985 443.450012 502.350006 -0.018436 -0.098204 -0.003013 0.129409\n", "2002-07-19 421.510010 457.149994 422.980011 432.549988 488.049988 0.084553 0.003487 0.026191 0.157861\n", "2002-07-26 416.339996 460.660004 428.630005 418.079987 496.559998 0.106451 0.029519 0.004179 0.192679\n", "2002-08-02 419.279999 429.850006 433.059998 416.910004 490.230011 0.025210 0.032866 -0.005653 0.169219\n", "2002-08-09 436.420013 444.200012 423.950012 403.480011 486.790009 0.017827 -0.028573 -0.075478 0.115416\n", "\n", " SP600 returns over 1,3,6 and 12 months\n", " Adj Close 30 91 182 365 30 chg 91 chg 182 chg 365 chg\n", "Date \n", "1990-09-14 51.790001 44.759998 48.320000 59.830002 65.339996 -0.135741 -0.067001 0.155242 0.261633\n", "1990-09-21 50.139999 45.279999 48.240002 59.959999 66.269997 -0.096929 -0.037894 0.195852 0.321699\n", "1990-09-28 47.669998 44.549999 48.180000 61.369999 66.580002 -0.065450 0.010699 0.287393 0.396686\n", "1990-10-05 47.470001 45.119999 48.020000 62.680000 65.459999 -0.049505 0.011586 0.320413 0.378976\n", "1990-10-12 44.900002 45.860001 46.869999 63.380001 66.389999 0.021381 0.043875 0.411581 0.478619\n", "1990-10-19 45.340000 46.400002 47.340000 63.759998 68.320000 0.023379 0.044111 0.406264 0.506837\n", "1990-10-26 44.970001 46.060001 49.669998 62.750000 67.300003 0.024238 0.104514 0.395375 0.496553\n", "1990-11-02 44.750000 47.570000 52.869999 62.939999 68.510002 0.063017 0.181452 0.406480 0.530950\n", "1990-11-09 45.119999 48.709999 55.509998 62.930000 69.470001 0.079566 0.230275 0.394725 0.539672\n", "1990-11-16 46.340000 47.919998 57.279999 61.349998 67.720001 0.034096 0.236081 0.323910 0.461372\n", "1990-11-23 46.139999 48.189999 57.110001 61.959999 65.750000 0.044430 0.237755 0.342870 0.425011\n", "1998-10-09 132.559998 165.919998 178.899994 160.789993 176.779999 0.251660 0.349578 0.212960 0.333585\n", "2002-07-19 192.619995 206.380005 190.639999 197.020004 224.889999 0.071436 -0.010279 0.022843 0.167532\n", "2002-07-26 192.940002 207.839996 194.509995 191.029999 231.419998 0.077226 0.008137 -0.009899 0.199440\n", "2002-08-02 189.850006 194.160004 198.259995 189.750000 227.869995 0.022702 0.044298 -0.000527 0.200263\n", "2002-08-09 197.960007 201.509995 194.479996 182.789993 226.539993 0.017933 -0.017579 -0.076632 0.144373\n", "2002-08-16 200.330002 198.520004 197.039993 183.229996 236.869995 -0.009035 -0.016423 -0.085359 0.182399\n", "2002-08-23 204.729996 184.899994 202.759995 185.119995 238.190002 -0.096859 -0.009622 -0.095785 0.163435\n", "2002-08-30 200.259995 187.860001 203.649994 183.500000 247.570007 -0.061919 0.016928 -0.083691 0.236243\n", "2018-12-07 905.260010 874.479980 934.179993 919.890015 999.059998 -0.034001 0.031947 0.016161 0.103617\n", "2018-12-14 878.109985 894.059998 947.250000 923.570007 1007.929993 0.018164 0.078737 0.051770 0.147840\n", "2018-12-21 809.609985 908.960022 918.090027 937.049988 1022.669983 0.122713 0.133990 0.157409 0.263164\n", "2018-12-28 840.210022 917.070007 939.299988 953.250000 1018.020020 0.091477 0.117935 0.134538 0.211626\n", "\n", " R1000 returns over 1,3,6 and 12 months\n", " Adj Close 30 91 182 365 30 chg 91 chg 182 chg 365 chg\n", "Date \n", "2001-09-21 507.980011 572.729980 602.700012 607.909973 442.309998 0.127466 0.186464 0.196720 -0.129277\n", "2002-07-19 450.640015 504.040009 467.440002 477.609985 521.780029 0.118498 0.037280 0.059848 0.157864\n", "2002-07-26 452.920013 502.829987 474.230011 456.950012 531.309998 0.110196 0.047050 0.008898 0.173077\n", "\n", " R2000 returns over 1,3,6 and 12 months\n", " Adj Close 30 91 182 365 30 chg 91 chg 182 chg 365 chg\n", "Date \n", "1990-09-21 133.740005 121.599998 130.850006 165.800003 178.800003 -0.090773 -0.021609 0.239719 0.336922\n", "1998-10-09 318.399994 398.429993 431.230011 405.859985 430.190002 0.251351 0.354366 0.274686 0.351099\n", "1998-10-16 342.869995 390.420013 427.049988 421.579987 408.899994 0.138682 0.245516 0.229562 0.192580\n", "2000-12-15 458.029999 493.279999 441.799988 495.130005 479.940002 0.076960 -0.035434 0.080999 0.047835\n", "2001-09-21 378.890015 430.500000 484.019989 502.390015 358.679993 0.136214 0.277468 0.325952 -0.053340\n", "2002-07-19 386.200012 401.290009 363.369995 388.100006 457.170013 0.039073 -0.059114 0.004920 0.183765\n", "2002-07-26 382.260010 407.730011 372.640015 375.059998 473.829987 0.066630 -0.025166 -0.018835 0.239549\n", "2002-08-02 376.450012 379.130005 383.450012 372.170013 464.769989 0.007119 0.018595 -0.011369 0.234613\n", "2002-08-09 388.450012 392.470001 379.000000 358.779999 459.269989 0.010349 -0.024327 -0.076381 0.182314\n", "2018-12-21 1292.089966 1457.449951 1505.920044 1549.630005 1674.140015 0.127979 0.165492 0.199321 0.295684\n", "2018-12-28 1337.920044 1473.540039 1539.739990 1566.569946 1664.150024 0.101366 0.150846 0.170900 0.243834\n" ] } ], "source": [ "import pandas_datareader as pdr\n", "import pandas as pd\n", "from datetime import datetime, timedelta\n", "sign = lambda b: (0 < b) - (0 > b)\n", "IdxTkrs=[\n", "[\"DJI\" , \"%5EDJI\"],\n", "[\"N100\" , \"%5ENDX\"],\n", "[\"SP500\" , \"%5EGSPC\"],\n", "[\"SP400\" , \"%5ESP400\"],\n", "[\"SP600\" , \"%5ESP600\"],\n", "[\"R1000\" , \"%5ERUI\"],\n", "[\"R2000\" , \"%5ERUT\"],\n", "]\n", "def Alphier(df,window=70,downLimit=-17):\n", " df[\"ProLiq\"]= df['Adj Close'].pct_change().map(sign).replace(to_replace=0, method='ffill').rolling(window).sum()<=downLimit\n", " df[\"weekday\"]=[df.index[i].weekday() for i in range(len(df))]\n", " aDf= df.loc[df[\"ProLiq\"] & (4==df[\"weekday\"])] # 4 is Friday\n", " return aDf[['Adj Close']]\n", " print(aDf.to_string())\n", "\n", "def IndexComparison(IdxTkrs,window=70,downLimit=-17):\n", " deltas=[30,int(365/4),int(365/2),365]\n", " rows=[]\n", " for Idx, Tkr in IdxTkrs:\n", " print(\"\\n\",Idx,\" returns over 1,3,6 and 12 months\")\n", " iDf= pdr.get_data_yahoo(Tkr, datetime(1936, 1, 1), datetime.now())[\"Adj Close\"].to_frame()\n", " aDf=Alphier(iDf,window,downLimit)\n", " # df hold the 1,3,6 and 12 mo quotes after each bottom in aDf\n", " df=pd.DataFrame([[iDf.loc[idx+timedelta(delta):].iloc[0][\"Adj Close\"] for delta in deltas]\n", " for idx in aDf.index],columns=deltas,index=aDf.index)\n", " df=pd.concat([aDf,df],axis=1)\n", " # Turn Quotes into changes\n", " for delta in deltas: df['%d chg'%delta] = (df[delta]-aDf[\"Adj Close\"])/df[\"Adj Close\"]\n", " # rows holds one summary statistic for each Idx\n", " rows.append([Idx]+[df['%d chg'%delta].mean() for delta in deltas])\n", " print(df.to_string())\n", " return pd.DataFrame(rows,columns=[\"Index\"]+deltas)\n", "\n", "IndexComparisonDf=IndexComparison(IdxTkrs)" ] }, { "cell_type": "code", "execution_count": 11, "id": "55bb2918", "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ " Index 30 91 182 365\n", "0 DJI 0.053810 0.076220 0.057901 0.077674\n", "1 N100 0.005958 -0.137181 -0.068949 -0.033752\n", "2 SP500 0.005369 0.023845 0.093902 0.209205\n", "3 SP400 0.012233 0.007290 0.061636 0.196497\n", "4 SP600 0.017999 0.074917 0.168865 0.310936\n", "5 R1000 0.118720 0.090265 0.088489 0.067222\n", "6 R2000 0.078632 0.095148 0.129043 0.204987\n" ] } ], "source": [ "print(IndexComparisonDf)" ] }, { "cell_type": "markdown", "id": "cdce629b", "metadata": {}, "source": [ "https://www.mybanktracker.com/blog/investing/average-stock-market-return-302399\n", "