Mag7 vs RSP Rotation Intensity Z-Score
Calculates how extreme the current Mag7 underperformance is compared to the last 63 trading days (~3 months).
Formula (standard statistical Z-score): ratio = log(Mag7 price / RSP price)
mean = average of that ratio over the last 63 days
stdev = standard deviation of that ratio over the last 63 days
Z = (today’s ratio – mean) / stdev
Result plotted as colored columns (green = Mag7 outperforming, red = underperforming).
Horizontal lines at +2 and –2 mark the “extreme” zones.
Formula (standard statistical Z-score): ratio = log(Mag7 price / RSP price)
mean = average of that ratio over the last 63 days
stdev = standard deviation of that ratio over the last 63 days
Z = (today’s ratio – mean) / stdev
Result plotted as colored columns (green = Mag7 outperforming, red = underperforming).
Horizontal lines at +2 and –2 mark the “extreme” zones.
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Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.