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Investment Strategies / Mechanical Investing
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Author: lizgdal   😊 😞
Number: of 5822 
Subject: Re: An attempt at BCC Signals
Date: 06/21/26 9:02 PM
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The various sources for ^GSPC are in agreement (yahoo, gtr1, barchart, FRED):
yahoo ^GSPC is about 18 in 1928, and about 7500 now.

gtr1 GSPC is 13.9200 times yahoo ^GSPC, with a maximum difference of 0.0009 (over 98 years).

barchart $SPX matches yahoo ^GSPC, with a maximum difference of 0.0002 (over 2 years).

FRED SP500 price matches yahoo ^GSPC with the following maximum errors (over 10 years):
rank  difference
1 5.2898
2 1.0500
3 0.1301
4 0.0400
5 0.0299
6 0.0201
7 0.0200
8 0.0101
9 0.0099
10 0.0002


gtr1 S5 is about 14.4 times yahoo ^GSPC, with a maximum difference of 43 (over 98 years), and with about a 2% standard deviation in the error term (this decreases to about 0.7% on average after 1950).

yahoo ^GSPC: https://finance.yahoo.com/quote/%5EGSPC/history/
GTR1 GSPC: https://gtr1.net/2013/?~GSPC:h1::trp%281,1%29ne-99...
barchart $SPX: https://www.barchart.com/stocks/quotes/$...
FRED SP500 price: https://fred.stlouisfed.org/series/SP500
GTR1 S5: https://gtr1.net/2013/?~S5T:h1::trp%281,1%29ne-999...
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