Subject: Re: Dying Bullish Euphoria - A Paratest
Aussi asked: For the results shown, are they based solely on DBE

Yes, the testing was done for the Dying Bullish Euphoria exclusively.

Ismr asked: Zee, thank you for presenting this work! I want to verify I understand what the look back period means. Say I am using a 100 day look back on the NDX100. So in the previous 100 trading days, I am looking to see whether the index has hit an x-day high, correct? If so, what would the value of x be? Also 100? 252? Or something else?

It is exactly as Jim originally described it here:

https://yorickm.com/Message.ph...