@dotglum Wider parameters increase the historical sample size: https://t.co/0W6eZpTXVw

"Since 1915, the Dow has had eight non-overlapping periods when it rose by 20% (or more) within the course of 12 trading sessions. [After 12mos,] the market was up by 15% on average..."

$DIA $SPY $SPX https://t.co/yFX5MTnPSd