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    This spreadsheet will calculate cross-correlations between a group of equitie

    This file also includes experimental calculations of Volatility, Alpha, Beta, and tendencies

    See http://www.gummy-stuff.org for substantive explanation developed from First Principles

    1Adjust your parameters (if seeking a change)Enter your selections in the "Parameters" sheetYou only need to do it when changing the flavor of the operation is desired

    You can pick your own "pretty colors" and test the visual impact right there at that "Parameters" shee

    Note:

    Need to selected reasonable values for correlation shifts in relation to available data points

    2 Select your desired period and intervalThis is located around row 3 column 5 in the "Data" sheet

    3 Enter your ticker symbolsType in column 12 (or column "K") starting in row 3, below the headerStocks

    Use any symbol that "yahoo.com" recognizes, check by requesting a quote at http://finance.yahoo.co

    You can search for a ticker symbol, recognized by Yahoo, at http://finance.yahoo.com/lookup

    Current software will process only up to 80 symbols !!!!

    Do not use Insert Cells into that column, it will mess up integrity checking

    4 Extended capabilitiesUse row 3 column 12 (or column "K") as your reference symbol (suggested ^GSPC for S&P 500)

    Software will search for the best (highest/peak) shifted cross correlation of each symbol to the refere

    The required correlation shift (in time units) and resulting R-Squared will be shown as well

    Software will calculate for each symbol its Alpha and Beta in relation to your reference symbol

    Software will also calculate the trend of recent values of Alpha and Beta

    The Alpha trend is proportional while the Beta trend is the inverseIn theory when both trends are positive, the symbol performs better than the reference (longs)

    4 Click on the button "Press to Populate All" and wait for completion

    5 Repeat until satisfied

    Note: Symbols that do not have enough data (causing correlation error) are marked; pay attention to expla

    Insufficient data is complemented with dynamically changing random values that will cause better res

    Pair correlation is under development, will continue after Don's testing

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    m/

    ce symbol

    ation message(s) that pops up.

    ults than reality and mismatched colors.

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    17 17 stocks Software Version: 1.08 28Start: 15-Mar-08 Select period then press Populate 154 S

    End: 21-Mar-13 77

    Stock: WYNN m

    You are limited to 80 equity symbols:

    Months Date Open High Low Close Volume Adj Close

    60 10/1/2012 116 119.5 109.95 112.29 1451500 112.29

    9/4/2012 102.6 116.47 99.32 115.44 1853400 115.44

    8/1/2012 95.39 110 92.56 103.17 1464100 103.17

    7/2/2012 102.6 104.57 90.11 93.75 2424200 93.75

    6/1/2012 99.8 107.57 95.82 103.72 2297100 103.16

    5/1/2012 132.8 138.28 98.26 103.04 2701900 102.49

    4/2/2012 124.73 136.63 120.75 133.4 1972900 132.05

    3/1/2012 120 132.59 118.6 124.88 2697700 123.62

    2/1/2012 117.34 121.58 109.18 118.54 3349200 117.34

    1/3/2012 114.47 123.27 104.62 115.23 2599700 113.55

    12/1/2011 119.85 121.66 101.02 110.49 2259700 108.88

    11/1/2011 129.01 136.7 106.77 120.56 3427100 118.8

    10/3/2011 111.86 142.2 107.78 132.8 4951300 130.86

    9/1/2011 155.9 161.33 111.71 115.08 3805700 112.99

    8/1/2011 157.74 158.27 123.69 154.72 3141800 151.91

    7/1/2011 144.52 172.58 143.54 153.68 2281600 150.89

    6/1/2011 146.07 149.8 128.15 143.54 2011700 140.51

    5/2/2011 148.36 151.73 139.8 146.52 1777900 143.42

    4/1/2011 130 149.8 129.05 147.15 2346400 144.04

    3/1/2011 123.76 132.25 116.39 127.16 2117800 124.05

    2/1/2011 117 129.6 115.5 122.93 2279600 119.92

    1/3/2011 106.25 121.74 106.08 116.33 2320400 113.48

    12/1/2010 104.5 107.25 99.21 103.84 2171500 101.3

    11/1/2010 108.87 117.5 100.39 101.1 3250000 98.62

    10/1/2010 87.6 109 85.8 107.16 3328200 104.54

    9/1/2010 81.28 95.88 79.89 86.77 2791200 84.64

    8/2/2010 89 93.98 80 80.61 2593200 78.64

    7/1/2010 77 89.83 73.12 87.68 3008000 85.3

    6/1/2010 82.58 89.64 74.57 76.27 3116400 74.2

    5/3/2010 89.35 92 71 83.88 3797300 81.61

    4/1/2010 76.21 93.99 75.25 88.24 3660700 85.57

    3/1/2010 64.52 77.95 64.03 75.83 2793100 73.54

    2/1/2010 62.3 65.75 59.7 63.57 2659200 61.65

    1/4/2010 61.24 72.85 60.82 61.88 2959100 60.01

    12/1/2009 66.04 67.72 58.21 58.23 2094800 56.47

    11/2/2009 54.05 70 51.73 64.54 3957300 62.59

    10/1/2009 70.1 71.5 52.46 54.22 6131200 49.51

    9/1/2009 53.9 74.9 51.36 70.89 5320300 64.73

    8/3/2009 52.56 61.2 52.23 54.13 4577400 49.43

    7/1/2009 35.4 51.67 29.05 51.17 4549900 46.72

    6/1/2009 38.26 42.2 32.71 35.3 3482700 32.23

    5/1/2009 39.03 50.77 35.15 37.06 4135500 33.84

    4/1/2009 20 44.18 19.52 39.23 4809100 35.82

    77.00

    87.00

    97.00

    107.00

    117.00

    127.00

    137.00

    147.00

    60 Months

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    2/2/2009 29.55 31.5 20.72 20.95 3451200 19.13

    1/2/2009 42.12 55.41 29.55 30.08 2578800 27.47

    12/1/2008 38.29 49.75 33.35 42.26 1555700 38.59

    11/3/2008 60.74 60.99 29.21 39.82 3560700 36.36

    10/1/2008 80.26 83.69 28.06 60.4 3406800 55.159/2/2008 99.46 104.03 77.66 81.64 2156600 74.55

    8/1/2008 98.05 119.74 90.01 95.42 2091500 87.13

    7/1/2008 78.5 106.95 69.27 97.48 3658600 89.01

    6/2/2008 100.96 103 77.66 81.35 2882500 74.28

    5/1/2008 100.01 112.48 98.19 100.03 1668900 91.34

    4/1/2008 103 116.54 93.47 105.34 2051200 96.19

    3/3/2008 100.2 109.27 90.9 100.64 2164600 91.9

    2/1/2008 115.88 124.77 99.54 100.7 2363500 91.95

    1/2/2008 112.77 116.67 95.34 114.98 2531600 104.99

    12/3/2007 126.7 127 110.5 112.13 1612400 102.39

    11/1/2007 160.22 161.38 124.78 126.94 2287800 115.91

    10/22/2007 147.53 176.14 147 161.43 3193600 140.63

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    1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

    ^GSPC ^RUT ^NDX ^VIX USO UNG TLT GLD AAPL GOOG AMZN IBM HON DD XHB

    1409 813.7 2656 18.33 31.63 22.19 121.5 164.9 616.8 677.3 228.5 190.7 61.02 44.91 25.91

    Finished 1441 837.5 2799 15.73 34.12 21.34 124.0 171.9 667.1 754.5 254.3 207.5 59.75 50.27 24.83

    working 1407 812.1 2772 17.47 35.89 18.82 127.2 164.2 665.2 685.1 248.3 194.9 58.45 49.75 23.56on 1379 786.9 2643 18.93 32.68 22.04 128.9 156.5 608.2 633.0 233.3 195.2 57.68 49.28 21.01

    1362 798.5 2616 17.08 31.83 19.29 124.1 155.2 581.5 580.1 228.4 194.8 55.48 50.14 21.32

    112.29 1310 761.8 2525 24.06 32.61 16.79 126.3 151.6 575.3 580.9 212.9 192.1 55.30 47.85 20.57

    115.44 1398 816.9 2724 17.15 39.68 16.41 115.8 161.9 581.5 604.9 231.9 205.3 59.88 52.57 21.38

    103.17 1408 830.3 2755 15.50 39.23 15.92 110.5 162.1 597.0 641.2 202.5 206.9 60.27 52.02 21.21

    93.75 1366 810.9 2623 18.43 40.92 20.57 115.4 164.3 540.1 618.3 179.7 195.1 58.81 50.01 19.96

    103.16 1312 792.8 2468 19.44 37.82 21.00 118.4 169.3 454.5 580.1 194.4 190.2 56.94 49.64 18.51

    102.49 1258 740.9 2278 23.40 38.11 25.84 118.8 152.0 403.3 645.9 173.1 181.6 53.32 44.66 16.96

    132.05 1247 737.4 2295 27.80 38.78 31.48 114.9 170.1 380.6 599.4 192.3 185.7 53.12 46.55 16.35

    123.62 1253 741.1 2360 29.96 35.74 36.04 112.6 167.3 403.1 592.6 213.5 181.6 51.05 46.49 15.96117.34 1131 644.2 2139 42.96 30.49 36.04 117.1 158.1 379.7 515.0 216.2 172.0 42.78 38.65 13.14

    113.55 1219 726.8 2241 31.62 34.51 40.88 103.5 177.7 383.2 541.0 215.2 169.1 46.58 46.68 14.86

    108.88 1292 797.0 2363 25.25 37.42 42.00 94.33 158.3 388.8 603.7 222.5 178.1 51.36 49.27 16.55

    118.80 1321 827.4 2325 16.52 37.24 44.08 90.34 146.0 334.2 506.4 204.5 168.0 57.64 51.79 17.81

    130.86 1345 848.3 2373 15.45 40.50 47.16 92.49 149.6 346.3 529.0 196.7 165.5 57.60 51.07 18.60

    112.99 1364 865.3 2404 14.75 45.15 48.24 89.43 152.4 348.6 544.1 195.8 166.3 58.89 54.02 18.75

    151.91 1326 843.6 2339 17.74 42.60 46.00 87.38 139.9 347.0 586.8 180.1 159.0 57.43 52.29 17.92

    150.89 1327 823.5 2351 18.35 39.19 43.12 87.36 137.7 351.7 613.4 173.3 157.9 55.70 52.19 17.53

    140.51 1286 781.3 2282 19.53 38.61 47.92 85.94 129.9 337.9 600.4 169.6 157.4 53.56 47.84 17.38

    143.42 1258 783.7 2218 17.75 39.00 47.92 88.67 138.7 321.2 594.0 180.0 142.6 50.83 47.09 17.08

    144.04 1181 727.0 2117 23.54 36.04 46.24 92.08 135.4 309.8 555.7 175.4 137.4 47.53 44.36 15.15

    124.05 1183 703.4 2124 21.20 35.17 46.56 93.66 132.6 299.7 613.7 165.2 138.9 44.77 44.25 15.01

    119.92 1141 676.1 1998 23.70 34.84 49.36 98.04 127.9 282.5 525.8 157.1 129.7 41.75 41.76 15.30

    113.48 1049 602.1 1767 26.05 31.92 51.04 100.6 122.1 242.1 450.0 124.8 119.1 37.12 38.16 13.67

    101.30 1102 650.9 1864 23.50 35.34 66.08 92.79 115.5 256.2 484.9 117.9 123.6 40.44 37.69 14.56

    98.62 1031 609.5 1739 34.54 33.96 62.00 93.68 121.7 250.5 445.0 109.3 118.8 36.82 32.06 13.84

    104.54 1089 661.6 1852 32.07 34.04 59.44 88.54 118.9 255.8 485.6 125.5 120.5 40.35 33.52 16.61

    84.64 1187 716.6 2001 22.05 41.33 54.88 84.24 115.4 260.0 525.7 137.1 123.5 44.49 36.53 18.42

    78.64 1169 678.6 1958 17.59 40.29 55.28 81.53 109.0 234.0 567.1 135.8 122.8 42.42 34.14 16.22

    85.30 1104 628.6 1819 19.50 38.82 69.60 83.24 109.4 203.8 526.8 118.4 121.7 37.64 30.92 15.34

    74.2 1074 602.0 1741 24.62 35.64 74.48 83.53 106.0 191.2 529.9 125.4 116.7 35.93 29.53 14.57

    81.61 1115 625.4 1860 21.68 39.28 80.64 81.34 107.3 209.8 620.0 134.5 124.8 36.45 30.49 14.57

    85.57 1096 579.7 1767 24.51 39.15 73.20 86.85 115.6 199.1 583.0 135.9 120.4 35.77 31.31 13.79

    73.54 1036 562.8 1667 30.69 39.32 82.16 85.81 102.5 187.7 536.1 118.8 114.4 33.12 28.47 13.27

    61.65 1057 604.3 1719 25.61 36.19 93.92 88.12 98.85 184.6 495.9 93.36 113.5 34.28 28.76 14.47

    60.01 1021 572.1 1625 26.01 36.05 85.76 86.00 93.40 167.5 461.7 81.19 112.0 33.92 28.57 14.90

    56.47 987.5 556.7 1603 25.92 36.81 103.0 84.13 93.35 162.7 443.1 85.76 111.4 31.74 27.33 13.73

    62.59 919.3 508.3 1477 26.35 37.93 111.0 83.64 91.18 141.8 421.6 83.66 98.62 28.72 22.64 11.29

    49.51 919.1 501.6 1436 28.92 36.40 116.8 83.02 96.20 135.2 417.2 77.99 100.4 30.33 25.16 11.56

    64.73 872.8 487.6 1394 36.50 28.63 105.0 86.21 87.27 125.3 396.0 80.52 96.97 28.28 24.29 12.98

    49.43 797.9 422.8 1237 44.14 29.05 121.6 92.65 90.28 104.7 348.1 73.44 91.03 25.24 19.44 10.17

    46.72 735.1 389.0 1117 46.35 27.05 138.6 89.04 92.63 88.93 338.0 64.79 86.46 24.31 16.33 8.87

    32.23 825.9 443.5 1180 44.84 29.22 145.0 90.43 91.31 89.74 338.5 58.82 85.64 29.44 19.64 9.80

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    19.13 1166 679.6 1595 39.39 82.01 266.6 81.57 85.07 113.2 400.5 72.76 108.7 36.89 33.99 18.61

    27.47 1283 739.5 1873 20.65 92.87 294.1 80.38 81.71 168.8 463.3 80.81 113.1 44.55 37.48 18.57

    38.59 1267 714.5 1849 22.94 99.99 340.8 78.24 90.08 158.3 473.8 76.34 118.5 44.90 36.62 16.54

    36.36 1280 689.7 1837 23.95 113.7 503.8 78.53 91.40 166.7 526.4 73.33 109.7 44.40 35.85 15.47

    55.15 1400 748.3 2033 17.83 103.1 445.0 76.50 87.45 187.9 585.8 81.62 119.8 52.65 40.05 18.6574.55 1386 716.2 1918 20.79 92.50 418.1 78.61 86.65 173.2 574.3 78.63 111.3 52.22 40.54 20.69

    87.13 1323 688.0 1782 25.61 81.36 388.0 80.61 90.41 142.9 440.5 71.30 106.1 49.60 38.76 20.29

    89.01 1331 686.2 1745 26.54 80.42 364.6 78.93 96.18 124.5 471.2 64.47 105.0 50.59 38.48 19.03

    74.28 1379 713.3 1841 26.20 72.35 314.2 79.29 91.40 134.8 564.3 77.70 98.36 51.68 37.13 20.52

    91.34 1468 766.0 2085 22.50 75.76 290.0 77.66 82.46 197.2 691.5 92.64 99.27 53.87 36.23 18.05

    96.19 1481 767.8 2089 22.87 69.91 288.8 78.15 77.32 181.4 693.0 90.56 96.59 49.54 37.92 17.69

    91.9 1549 828.0 2239 18.53 73.27 343.8 74.18 78.62 189.1 707.0 89.15 106.3 52.62 40.33 20.59

    91.95

    104.99

    102.39

    115.91

    140.63

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    1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

    ^GSPC ^RUT ^NDX ^VIX USO UNG TLT GLD AAPL GOOG AMZN IBM HON DD XHB INTC

    -2.22% -2.84% -5.13% 16.53% -7.30% 3.98% -2.00% -4.09% -7.54% ###### ###### -8.06% 2.13% ###### 4.35% -5.30

    2.42% 3.12% 0.97% -9.96% -4.93% 13.39% -2.53% 4.67% 0.28% 10.13% 2.44% 6.47% 2.22% 1.05% 5.39% -8.74

    1.98% 3.20% 4.91% -7.71% 9.82% ###### -1.32% 4.94% 9.39% 8.23% 6.42% -0.15% 1.33% 0.95% 12.14% -2.551.26% -1.45% 1.02% 10.83% 2.67% 14.26% 3.82% 0.84% 4.58% 9.12% 2.17% 0.21% 3.97% -1.72% -1.45% -3.56

    3.96% 4.81% 3.60% ###### -2.39% 14.89% -1.68% 2.35% 1.08% -0.14% 7.25% 1.39% 0.33% 4.79% 3.65% 3.12%

    -6.27% -6.74% -7.30% 40.29% ###### 2.32% 9.02% -6.34% -1.07% -3.97% -8.19% -6.46% -7.65% -8.98% -3.79% -8.34

    -0.75% -1.62% -1.15% 10.65% 1.15% 3.08% 4.83% -0.15% -2.60% -5.67% 14.51% -0.75% -0.65% 1.06% 0.80% 0.98%

    3.13% 2.39% 5.04% ###### -4.13% ###### -4.23% -1.32% 10.53% 3.72% 12.70% 6.06% 2.48% 4.02% 6.26% 4.65%

    4.06% 2.29% 6.29% -5.20% 8.20% -2.05% -2.60% -2.96% 18.83% 6.57% -7.59% 2.54% 3.28% 0.75% 7.83% 2.52%

    4.36% 7.00% 8.35% ###### -0.76% ###### -0.33% 11.40% 12.71% ###### 12.33% 4.74% 6.79% 11.15% 9.14% 8.95%

    0.85% 0.47% -0.76% ###### -1.73% ###### 3.45% ###### 5.96% 7.76% -9.98% -2.19% 0.38% -4.06% 3.73% -2.63

    -0.51% -0.49% -2.75% -7.21% 8.51% ###### 1.99% 1.67% -5.58% 1.14% -9.94% 2.24% 4.05% 0.13% 2.44% 2.40%

    10.77% 15.04% 10.33% ###### 17.22% 0.00% -3.83% 5.87% 6.15% 15.07% -1.26% 5.58% 19.33% 20.28% 21.46% 15.01-7.18% ###### -4.54% 35.86% ###### ###### 13.20% ###### -0.91% -4.79% 0.46% 1.73% -8.16% ###### ###### 6.01%

    -5.68% -8.81% -5.15% 25.23% -7.78% -2.67% 9.67% 12.27% -1.45% ###### -3.28% -5.06% -9.31% -5.26% ###### -8.97

    -2.15% -3.67% 1.62% 52.85% 0.48% -4.72% 4.42% 8.42% 16.33% 19.22% 8.82% 6.00% ###### -4.87% -7.07% 0.75%

    -1.83% -2.46% -2.00% 6.93% -8.05% -6.53% -2.32% -2.43% -3.50% -4.28% 3.97% 1.55% 0.07% 1.41% -4.25% -1.53

    -1.35% -1.96% -1.31% 4.75% ###### -2.24% 3.42% -1.79% -0.66% -2.77% 0.45% -0.52% -2.19% -5.46% -0.80% -2.00

    2.85% 2.58% 2.78% ###### 5.99% 4.87% 2.35% 8.94% 0.46% -7.27% 8.70% 4.60% 2.54% 3.31% 4.63% 14.70

    -0.10% 2.44% -0.51% -3.32% 8.70% 6.68% 0.02% 1.60% -1.33% -4.34% 3.95% 0.73% 3.11% 0.19% 2.22% -6.02

    3.20% 5.40% 3.03% -6.04% 1.50% ###### 1.65% 6.00% 4.09% 2.17% 2.15% 0.32% 4.00% 9.09% 0.86% 0.89%

    2.26% -0.31% 2.89% 10.03% -1.00% 0.00% -3.08% -6.38% 5.20% 1.08% -5.76% 10.38% 5.37% 1.59% 1.76% 2.07%

    6.53% 7.79% 4.75% ###### 8.21% 3.63% -3.70% 2.44% 3.67% 6.88% 2.62% 3.75% 6.94% 6.15% 12.74% -0.60

    -0.23% 3.36% -0.34% 11.04% 2.47% -0.69% -1.69% 2.11% 3.38% -9.45% 6.16% -1.05% 6.16% 0.25% 0.93% 6.34%

    3.69% 4.02% 6.33% ###### 0.95% -5.67% -4.47% 3.68% 6.07% 16.72% 5.20% 7.05% 7.23% 5.96% -1.90% 4.45%

    8.76% 12.30% 13.05% -9.02% 9.15% -3.29% -2.53% 4.78% 16.72% 16.84% 25.82% 8.94% 12.47% 9.43% 11.92% 8.65%

    -4.74% -7.50% -5.18% 10.85% -9.68% ###### 8.40% 5.71% -5.50% -7.18% 5.89% -3.63% -8.21% 1.25% -6.11% #####

    6.88% 6.79% 7.18% ###### 4.06% 6.58% -0.95% -5.09% 2.28% 8.97% 7.90% 3.98% 9.83% 17.56% 5.20% 5.92%

    -5.39% -7.88% -6.11% 7.70% -0.24% 4.31% 5.81% 2.36% -2.08% -8.38% ###### -1.42% -8.75% -4.36% ###### -9.20

    -8.20% -7.67% -7.41% 45.44% ###### 8.31% 5.10% 3.05% -1.61% -7.62% -8.49% -2.40% -9.31% -8.24% -9.83% -5.56

    1.48% 5.59% 2.16% 25.36% 2.58% -0.72% 3.32% 5.88% 11.10% -7.30% 0.98% 0.59% 4.88% 7.00% 13.56% 2.48%

    5.88% 7.97% 7.68% -9.79% 3.79% ###### -2.05% -0.44% 14.85% 7.65% 14.67% 0.85% 12.70% 10.41% 5.74% 8.56%

    2.85% 4.41% 4.46% ###### 8.92% -6.55% -0.35% 3.27% 6.54% -0.59% -5.59% 4.36% 4.76% 4.71% 5.28% 6.65%

    -3.70% -3.73% -6.41% 13.56% -9.27% -7.64% 2.69% -1.26% -8.86% ###### -6.77% -6.50% -1.43% -3.15% 0.00% -4.88

    1.78% 7.88% 5.26% ###### 0.33% 10.16% -6.34% -7.20% 5.41% 6.34% -1.02% 3.60% 1.90% -2.62% 5.66% 6.26%

    5.74% 3.01% 6.02% ###### -0.43% ###### 1.21% 12.79% 6.06% 8.74% 14.39% 5.23% 8.00% 9.98% 3.92% 1.21%

    -1.98% -6.87% -3.02% 19.84% 8.65% ###### -2.62% 3.72% 1.70% 8.12% 27.26% 0.84% -3.38% -1.01% -8.29% -2.36

    3.57% 5.63% 5.77% -1.54% 0.39% 9.51% 2.47% 5.84% 10.19% 7.40% 14.99% 1.32% 1.06% 0.67% -2.89% -3.69

    3.36% 2.76% 1.36% 0.35% -2.06% ###### 2.22% 0.05% 2.95% 4.20% -5.33% 0.57% 6.87% 4.54% 8.52% 6.34%

    7.41% 9.53% 8.54% -1.63% -2.95% -7.21% 0.59% 2.38% 14.72% 5.09% 2.51% 12.94% 10.52% 20.72% 21.61% 16.29

    0.02% 1.34% 2.90% -8.89% 4.20% -5.00% 0.75% -5.22% 4.87% 1.04% 7.27% -1.74% -5.31% ###### -2.34% 5.29%

    5.31% 2.88% 2.96% ###### 27.14% 11.20% -3.70% 10.23% 7.93% 5.37% -3.14% 3.51% 7.25% 3.58% ###### 0.50%

    9.39% 15.33% 12.72% ###### -1.45% ###### -6.95% -3.33% 19.70% 13.76% 9.64% 6.53% 12.04% 24.95% 27.63% 4.99%

    8.54% 8.67% 10.74% -4.77% 7.39% ###### 4.05% -2.54% 17.70% 2.98% 13.35% 5.29% 3.83% 19.04% 14.66% 17.91

    ###### ###### -5.36% 3.37% -7.43% -4.47% -1.54% 1.45% -0.90% -0.16% 10.15% 0.96% ###### ###### -9.49% -0.18

    -8.57% ###### -2.59% 12.10% ###### ###### ###### 5.54% 5.59% 10.04% 14.70% 8.90% -0.07% -9.28% ###### #####

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    -9.08% -8.10% ###### 90.75% ###### -9.36% 1.48% 4.11% ###### ###### -9.96% -3.93% ###### -9.31% 0.22% #####

    1.22% 3.50% 1.26% -9.98% -7.12% ###### 2.74% -9.29% 6.66% -2.21% 5.86% -4.51% -0.78% 2.35% 12.27% 3.72

    -0.99% 3.60% 0.66% -4.22% ###### ###### -0.37% -1.44% -5.07% ###### 4.10% 7.97% 1.13% 2.15% 6.92% 3.31

    -8.60% -7.83% -9.62% 34.32% 10.29% 13.19% 2.65% 4.52% ###### ###### ###### -8.41% ###### ###### ###### -7.33

    1.07% 4.48% 5.99% ###### 11.42% 6.45% -2.68% 0.92% 8.50% 2.00% 3.80% 7.67% 0.82% -1.21% -9.86% 4.77%4.75% 4.10% 7.62% ###### 13.69% 7.75% -2.48% -4.16% 21.22% 30.38% 10.28% 4.83% 5.28% 4.59% 1.97% 5.07

    -0.60% 0.26% 2.10% -3.50% 1.17% 6.41% 2.13% -6.00% 14.78% -6.52% 10.59% 1.12% -1.96% 0.73% 6.62% 6.07

    -3.48% -3.80% -5.22% 1.30% 11.15% 16.04% -0.45% 5.23% -7.63% ###### ###### 6.71% -2.11% 3.64% -7.26% -4.79

    -6.12% -6.88% ###### 16.44% -4.50% 8.36% 2.10% 10.84% ###### ###### ###### -0.92% -4.07% 2.48% 13.68% ####

    -0.86% -0.23% -0.20% -1.62% 8.37% 0.42% -0.63% 6.65% 8.70% -0.22% 2.30% 2.77% 8.74% -4.46% 2.04% 2.23

    -4.40% -7.28% -6.69% 23.42% -4.59% ###### 5.35% -1.65% -4.07% -1.98% 1.58% -9.10% -5.85% -5.98% ###### -2.64

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    ^GSPC 100% 95% 93% -73% 61% 4% -33% 11% 64% 60% 48% 65% 87% 86% 76% 73% 67%

    ^RUT ^ 100% 90% -69% 55% 4% -35% 8% 58% 52% 46% 63% 86% 85% 81% 73% 71%

    ^NDX | ^ 100% -71% 56% -4% -40% 4% 81% 70% 62% 73% 80% 78% 67% 80% 64%

    ^VIX | | ^ 100% -44% -2% 29% -10% -46% -41% -34% -48% -73% -57% -47% -56% -38%USO | | | ^ 100% 35% -41% 22% 44% 42% 25% 48% 48% 50% 33% 44% 21%

    UNG | | | | ^ 100% -5% 11% -8% -3% -22% 2% -3% -5% -9% -10% -6%

    TLT | | | | | ^ 100% 11% -34% -42% -23% -44% -29% -33% -27% -18% -26%

    GLD | | | | | | ^ 100% -15% -7% 12% 22% 19% 17% 2% -12% 10%

    AAPL | | | | | | | ^ 100% 68% 53% 50% 49% 49% 36% 68% 42%

    GOOG | | | | | | | | ^ 100% 54% 53% 50% 43% 30% 44% 36%

    AMZN | | | | | | | | | ^ 100% 50% 43% 42% 30% 50% 31%

    IBM | | | | | | | | | | ^ 100% 64% 63% 51% 57% 48%

    HON | | | | | | | | | | | ^ 100% 77% 70% 65% 58%

    DD | | | | | | | | | | | | ^ 100% 78% 61% 75%

    XHB | | | | | | | | | | | | | ^ 100% 54% 69%

    INTC | | | | | | | | | | | | | | ^ 100% 41%

    WYNN | | | | | | | | | | | | | | | ^ 100%

    Correlation sample universe was 61 Months

    Calculated (above) over 60 calendar Months Last data date was 1-October-2012

    k Corr 100% 93% 94% -93% 68% 33% -75% -66% 67% 44% -59% 83% 80% 84% 69% -71% 71%

    k Lag 0 0 0 0 0 2 0 9 0 4 1 0 0 0 0 7 0

    rr Size 0 12 10 12 10 12 10 12 10 10 10 10 10 10 12 10 10

    R-Sqr 100% 87% 88% 76% 46% 11% 56% 43% 45% 19% 35% 69% 64% 70% 48% 51% 51%

    Shift Correlation sample size was varied between 10 to 12 shifted up to 10 months back

    19% 25% 22% 80% 36% 38% 17% 21% 36% 34% 37% 20% 29% 32% 36% 28% 68%

    Volatility ^^^^^^

    Alpha .00 .23 .50 2.26 -.83 -3.81 .94 1.43 2.56 .41 2.15 1.15 .62 .62 .93 .21 1.31

    Beta 1.00 1.22 1.09 -3.05 1.15 .07 -.29 .12 1.21 1.08 .92 .68 1.34 1.46 1.43 1.06 2.40

    ection

    Alpha 0.00 -0.85 3.19 9.81 -13.6 0.13 -1.42 -7.97 11.1 17.3 7.43 -5.37 -7.24 -14.3 -3.08 -5.33 2.36

    Beta 0.00 0.08 0.77 1.01 -1.45 -2.10 0.08 -1.60 3.03 0.99 1.65 -0.42 -0.41 -1.36 -1.90 2.15 -0.95

    IBM

    HON

    DD

    XHB

    INTC

    WYN

    UNG

    TLT

    GLD

    AAPL

    GOOG

    AMZN

    HON

    DD

    XHB

    INTC

    WYNN

    ^GSP

    ^RUT

    ^NDX

    ^VIX

    USO

    TLT

    GLD

    AAPL

    GOOG

    AMZN

    IBM

    ^GSPC

    ^RUT

    ^NDX

    ^VIX

    USO

    UNG

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    This worksheet is a work in progress. While incomplete, it is somewhat working. The relative shift is fixe

    User should modify values ONLY in the green colored cells ===>> then press the button. ReCalculate will overfloVolatility covers the correlation range only shifted as well for both equities

    1st Symbol ^GSPC 1st Price Shift 0 Comparison Length

    2nd Symbol UNG 2nd Price Shift 0 Number of Samples

    Price Type Daily Correlation Length 63 Start Date

    Date ^GSPC UNG Corr

    10/25/2012 1412.97 22.17 -16% 0.30% -0.09% 0.30% -0.1% 10.4% 40.5%

    10/24/2012 1408.75 22.19 -19% -0.31% -2.07% -0.31% -2.1% 11.0% 40.7%

    10/23/2012 1413.11 22.66 -17% -1.44% 2.03% -1.45% 2.0% 11.5% 40.5%

    10/22/2012 1433.81 22.21 -15% 0.04% -3.81% 0.04% -3.9% 11.0% 40.8%

    10/19/2012 1433.19 23.09 -17% -1.66% 0.57% -1.67% 0.6% 11.2% 40.2%

    10/18/2012 1457.34 22.96 -17% -0.24% 2.64% -0.24% 2.6% 10.8% 40.2%

    10/17/2012 1460.91 22.37 -18% 0.41% 0.77% 0.41% 0.8% 11.0% 40.2%

    10/16/2012 1454.92 22.2 -18% 1.03% -0.94% 1.02% -0.9% 11.0% 40.4%

    10/15/2012 1440.13 22.41 -14% 0.81% -3.24% 0.80% -3.3% 10.9% 41.7%

    10/12/2012 1428.59 23.16 -12% -0.30% -0.81% -0.30% -0.8% 10.9% 41.1%

    10/11/2012 1432.84 23.35 -12% 0.02% 4.61% 0.02% 4.5% 10.9% 41.4%

    10/10/2012 1432.56 22.32 -11% -0.62% -0.18% -0.62% -0.2% 11.3% 40.5%

    10/9/2012 1441.48 22.36 -12% -0.99% 2.15% -0.99% 2.1% 11.3% 40.5%

    10/8/2012 1455.88 21.89 -11% -0.35% 0.41% -0.35% 0.4% 11.1% 40.9%

    10/5/2012 1460.93 21.8 -6% -0.03% -0.64% -0.03% -0.6% 11.2% 42.1%

    10/4/2012 1461.4 21.94 -7% 0.72% -0.27% 0.71% -0.3% 11.2% 42.6%

    10/3/2012 1450.99 22 -2% 0.36% -2.65% 0.36% -2.7% 11.4% 44.0%

    10/2/2012 1445.75 22.6 -2% 0.09% 1.21% 0.09% 1.2% 11.4% 43.9%

    10/1/2012 1444.49 22.33 -2% 0.27% 4.64% 0.26% 4.5% 11.4% 43.9%

    9/28/2012 1440.67 21.34 -2% -0.45% 1.14% -0.45% 1.1% 11.4% 43.0%

    9/27/2012 1447.15 21.1 2% 0.96% 2.83% 0.96% 2.8% 12.3% 43.1%

    9/26/2012 1433.32 20.52 0% -0.57% 2.55% -0.58% 2.5% 12.2% 42.8%

    9/25/2012 1441.59 20.01 1% -1.05% 2.20% -1.06% 2.2% 12.3% 42.6%

    9/24/2012 1456.89 19.58 4% -0.22% -0.71% -0.22% -0.7% 12.0% 43.0%

    9/21/2012 1460.15 19.72 2% -0.01% 2.92% -0.01% 2.9% 12.5% 43.1%

    9/20/2012 1460.26 19.16 3% -0.05% 0.37% -0.05% 0.4% 12.6% 42.9% 9/19/2012 1461.05 19.09 -1% 0.12% 0.16% 0.12% 0.2% 13.4% 43.1%

    9/18/2012 1459.32 19.06 0% -0.13% -2.01% -0.13% -2.0% 13.4% 43.1%

    9/17/2012 1461.19 19.45 -3% -0.31% -2.56% -0.31% -2.6% 13.5% 43.5%

    9/14/2012 1465.77 19.96 -4% 0.40% -1.87% 0.40% -1.9% 13.5% 45.0%

    9/13/2012 1459.99 20.34 -5% 1.63% -1.07% 1.62% -1.1% 13.6% 45.1%

    9/12/2012 1436.56 20.56 5% 0.21% 1.83% 0.21% 1.8% 13.4% 53.6%

    9/11/2012 1433.56 20.19 5% 0.31% 6.04% 0.31% 5.9% 13.5% 53.6%

    9/10/2012 1429.08 19.04 5% -0.61% 5.08% -0.62% 5.0% 13.7% 52.4%

    9/7/2012 1437.92 18.12 10% 0.40% -2.74% 0.40% -2.8% 13.9% 52.3%

    9/6/2012 1432.12 18.63 11% 2.04% -1.06% 2.02% -1.1% 13.9% 52.0%

    9/5/2012 1403.44 18.83 13% -0.11% -1.67% -0.11% -1.7% 13.4% 53.5%

    9/4/2012 1404.94 19.15 11% -0.12% 1.75% -0.12% 1.7% 14.1% 53.3%

    8/31/2012 1406.58 18.82 11% 0.51% 1.46% 0.51% 1.4% 14.1% 53.3%

    8/30/2012 1399.48 18.55 11% -0.78% 2.60% -0.78% 2.6% 14.1% 53.8% 8/29/2012 1410.49 18.08 16% 0.08% 2.20% 0.08% 2.2% 14.9% 54.2%

    8/28/2012 1409.3 17.69 16% -0.08% -1.50% -0.08% -1.5% 14.9% 54.0%

    8/27/2012 1410.44 17.96 18% -0.05% -2.29% -0.05% -2.3% 15.2% 54.2%

    8/24/2012 1411.13 18.38 15% 0.65% -4.37% 0.64% -4.5% 15.3% 54.8%

    8/23/2012 1402.08 19.22 17% -0.81% -1.03% -0.81% -1.0% 15.3% 54.5%

    8/22/2012 1413.49 19.42 16% 0.02% 1.36% 0.02% 1.3% 15.2% 54.8%

    8/21/2012 1413.17 19.16 17% -0.35% 1.16% -0.35% 1.2% 15.2% 54.8%

    8/20/2012 1418.13 18.94 17% 0.00% 1.23% 0.00% 1.2% 15.2% 54.9%

    8/17/2012 1418.16 18.71 14% 0.19% 0.70% 0.19% 0.7% 15.5% 55.3%

    8/16/2012 1415.51 18.58 13% 0.71% -1.54% 0.71% -1.5% 15.6% 55.6%

    8/15/2012 1405.53 18.87 13% 0.11% -2.38% 0.11% -2.4% 15.8% 55.5%

    8/14/2012 1403.93 19.33 11% -0.01% 3.15% -0.01% 3.1% 15.9% 56.2%

    8/13/2012 1404.11 18.74 10% -0.13% -1.42% -0.13% -1.4% 15.9% 56.2%

    8/10/2012 1405.87 19.01 12% 0.22% -4.42% 0.22% -4.5% 16.1% 56.5%8/9/2012 1402.8 19.89 12% 0.04% -1.00% 0.04% -1.0% 16.1% 55.8%

    8/8/2012 1402.22 20.09 12% 0.06% -1.03% 0.06% -1.0% 16.1% 55.7%

    8/7/2012 1401 35 20 3 12% 0 51% 1 65% 0 51% 1 6% 16 2% 55 7%

    Differences Log Diff. Volatil ity (Diff)

    DownloadSymbol Pair

    Daily

    6/5/12

    5/21/12

    5/7/12

    4/23/12

    4/9/12

    3/23/12

    3/9/12

    2/24/12

    2/9/12

    1/26/12

    1/11/12

    Correlation

    Pair Correlation Chart

    6/5/1

    2

    5/21/1

    2

    5/7/1

    2

    4/23/1

    2

    4/9/1

    2

    3/23/1

    2

    3/9/1

    2

    2/24/1

    2

    2/9/1

    2

    1/26/1

    2

    1/11/1

    2

    Volatility

    Pair Historical Volatility Chart (sh^GSPC

    UNG

    Vlt Dwn

    Vlt Up

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    8/6/2012 1394.23 19.97 11% 0.23% 0.96% 0.23% 1.0% 16.2% 56.3%

    8/3/2012 1390.99 19.78 11% 1.90% -1.10% 1.89% -1.1% 16.2% 56.4%

    8/2/2012 1365 20 14% -0.75% -7.58% -0.75% -7.9% 16.1% 56.5%

    8/1/2012 1375.32 21.64 11% -0.29% -1.81% -0.29% -1.8% 16.1% 54.5%

    7/31/2012 1379.32 22.04 11% -0.43% 0.59% -0.43% 0.6% 16.1% 55.1%

    7/30/2012 1385.3 21.91 11% -0.05% 5.64% -0.05% 5.5% 16.1% 55.4%

    7/27/2012 1385.97 20.74 11% 1.91% -1.89% 1.89% -1.9% 16.1% 55.0%

    7/26/2012 1360.02 21.14 14% 1.65% 1.15% 1.64% 1.1% 15.6% 55.0%

    7/25/2012 1337.89 20.9 12% -0.03% -3.15% -0.03% -3.2% 15.3% 55.3%

    7/24/2012 1338.31 21.58 15% -0.90% 1.84% -0.91% 1.8% 15.6% 55.6%

    7/23/2012 1350.52 21.19 15% -0.89% 0.52% -0.89% 0.5% 15.5% 55.8%

    7/20/2012 1362.66 21.08 13% -1.01% 2.58% -1.01% 2.5% 15.5% 56.4%

    7/19/2012 1376.51 20.55 15% 0.27% 2.14% 0.27% 2.1% 15.4% 56.3%

    7/18/2012 1372.78 20.12 15% 0.67% 5.56% 0.67% 5.4% 15.4% 56.5%

    7/17/2012 1363.67 19.06 14% 0.74% -0.37% 0.74% -0.4% 15.4% 55.6%

    7/16/2012 1353.64 19.13 11% -0.23% -2.45% -0.23% -2.5% 15.6% 56.0%

    7/13/2012 1356.78 19.61 11% 1.65% 0.10% 1.64% 0.1% 15.6% 55.8%

    7/12/2012 1334.76 19.59 12% -0.50% 1.03% -0.50% 1.0% 15.4% 55.8%

    7/11/2012 1341.45 19.39 11% 0.00% 3.58% 0.00% 3.5% 15.7% 55.8%

    7/10/2012 1341.47 18.72 10% -0.81% -4.83% -0.82% -5.0% 15.7% 55.6%

    7/9/2012 1352.46 19.67 12% -0.16% 3.58% -0.16% 3.5% 16.0% 55.5%

    7/6/2012 1354.68 18.99 12% -0.94% -5.33% -0.95% -5.5% 16.2% 55.1%

    7/5/2012 1367.58 20.06 10% -0.47% 2.45% -0.47% 2.4% 16.1% 54.1%

    7/3/2012 1374.02 19.58 11% 0.62% 1.45% 0.62% 1.4% 16.2% 54.2%

    7/2/2012 1365.51 19.3 11% 0.25% 0.05% 0.25% 0.1% 16.1% 54.1%

    6/29/2012 1362.16 19.29 11% 2.49% 2.17% 2.46% 2.1% 16.2% 54.2%

    6/28/2012 1329.04 18.88 9% -0.21% -0.74% -0.21% -0.7% 15.4% 54.2%

    6/27/2012 1331.85 19.02 9% 0.90% -0.78% 0.89% -0.8% 15.4% 55.3%

    6/26/2012 1319.99 19.17 10% 0.48% 3.79% 0.48% 3.7% 15.3% 55.3%

    6/25/2012 1313.72 18.47 9% -1.60% 1.37% -1.61% 1.4% 15.2% 54.9%

    6/22/2012 1335.02 18.22 8% 0.72% 1.90% 0.71% 1.9% 15.2% 55.1%

    6/21/2012 1325.51 17.88 7% -2.23% 2.29% -2.25% 2.3% 15.2% 55.0%

    6/20/2012 1355.69 17.48 11% -0.17% -1.08% -0.17% -1.1% 14.6% 55.1%

    6/19/2012 1357.98 17.67 11%0.98% -3.44% 0.98%

    -3.5% 14.6% 55.1%6/18/2012 1344.78 18.3 13% 0.14% 6.64% 0.14% 6.4% 14.4% 54.8%

    6/15/2012 1342.84 17.16 13% 1.03% -2.11% 1.03% -2.1% 14.5% 53.1%

    6/14/2012 1329.1 17.53 14% 1.08% 14.95% 1.08% 13.9% 14.3% 53.2%

    6/13/2012 1314.88 15.25 6% -0.70% -0.78% -0.70% -0.8% 14.2% 43.9%

    6/12/2012 1324.18 15.37 6% 1.17% 0.20% 1.16% 0.2% 14.1% 44.1%

    6/11/2012 1308.93 15.34 9% -1.26% -4.13% -1.27% -4.2% 14.4% 44.6%

    6/8/2012 1325.66 16 6% 0.81% 1.20% 0.81% 1.2% 14.2% 44.2%

    6/7/2012 1314.99 15.81 6% -0.01% -6.12% -0.01% -6.3% 14.1% 44.1%

    6/6/2012 1315.13 16.84 6% 2.30% -0.47% 2.28% -0.5% 14.3% 42.5%

    6/5/2012 1285.5 16.92 6% 0.57% 0.24% 0.57% 0.2% 13.6% 42.6%

    6/4/2012 1278.18 16.88 6% 0.01% 4.33% 0.01% 4.2% 13.8% 42.6%

    6/1/2012 1278.04 16.18 6% -2.46% -3.63% -2.50% -3.7% 13.8% 42.5%

    5/31/2012 1310.33 16.79 1% -0.23% -0.71% -0.23% -0.7% 13.0% 42.0%

    5/30/2012 1313.32 16.91 -1% -1.43% -2.65% -1.44% -2.7% 13.0% 43.0%5/29/2012 1332.42 17.37 -5% 1.11% -4.51% 1.10% -4.6% 12.8% 43.1%

    5/25/2012 1317.82 18.19 -2% -0.22% -3.35% -0.22% -3.4% 12.6% 42.6%

    5/24/2012 1320.68 18.82 -3% 0.14% -3.09% 0.14% -3.1% 12.6% 42.5%

    5/23/2012 1318.86 19.42 -3% 0.17% 1.15% 0.17% 1.1% 12.6% 42.3%

    5/22/2012 1316.63 19.2 -3% 0.05% 2.29% 0.05% 2.3% 12.6% 42.3%

    5/21/2012 1315.99 18.77 -4% 1.60% -3.40% 1.59% -3.5% 12.6% 42.0%

    5/18/2012 1295.22 19.43 0% -0.74% 2.75% -0.74% 2.7% 12.2% 41.6%

    5/17/2012 1304.86 18.91 3% -1.51% 0.48% -1.52% 0.5% 12.1% 42.1%

    5/16/2012 1324.8 18.82 7% -0.44% 5.14% -0.44% 5.0% 12.0% 42.8%

    5/15/2012 1330.66 17.9 10% -0.57% 3.29% -0.58% 3.2% 12.0% 42.0%

    5/14/2012 1338.35 17.33 12% -1.11% -3.29% -1.12% -3.3% 11.9% 42.2%

    5/11/2012 1353.39 17.92 8% -0.34% 1.19% -0.34% 1.2% 11.8% 41.9%

    5/10/2012 1357.99 17.71 8% 0.25% 0.74% 0.25% 0.7% 11.9% 41.8%

    5/9/2012 1354.58 17.58 8% -0.67% 0.46% -0.67% 0.5% 11.9% 41.8%5/8/2012 1363.72 17.5 8% -0.43% 4.73% -0.43% 4.6% 11.8% 41.9%

    5/7/2012 1369.58 16.71 10% 0.04% 1.89% 0.04% 1.9% 11.8% 41.1%

    / /2012 1369 1 16 4

    6 / 7 / 1 2

    5/29/12

    5/17/12

    5/8/12

    4/27/12

    4/18/12

    4/9/12

    3/28/12

    3/19/12

    3/8/12

    2/28/12

    2/16/12

    2/7/12

    1/27/12

    1/18/12

    AlphaBeta

    p a e a o e aAlpha

    BetaAlpha scale factor is 25

  • 7/29/2019 Tasty Correlations

    117/143

    5/1/2012 1405.82 16.9 5% 0.57% 2.99% 0.56% 2.9% 11.6% 43.0%

    4/30/2012 1397.91 16.41 5% -0.39% 4.52% -0.39% 4.4% 11.6% 44.4%

    4/27/2012 1403.36 15.7 8% 0.24% 3.09% 0.24% 3.0% 11.5% 43.8%

    4/26/2012 1399.98 15.23 6% 0.67% -2.25% 0.67% -2.3% 11.5% 44.5%

    4/25/2012 1390.69 15.58 9% 1.36% 5.34% 1.36% 5.2% 11.6% 45.3%

    4/24/2012 1371.97 14.79 8% 0.37% -1.99% 0.37% -2.0% 11.4% 46.3%

    4/23/2012 1366.94 15.09 8% -0.84% 4.79% -0.84% 4.7% 11.4% 46.2%

    4/20/2012 1378.53 14.4 11% 0.12% 1.05% 0.12% 1.0% 11.2% 48.9%

    4/19/2012 1376.92 14.25 11% -0.59% -2.13% -0.60% -2.2% 11.2% 48.9%

    4/18/2012 1385.14 14.56 9% -0.41% -0.75% -0.41% -0.8% 11.2% 50.1%

    4/17/2012 1390.78 14.67 9% 1.55% -3.10% 1.54% -3.2% 11.3% 50.1%

    4/16/2012 1369.57 15.14 11% -0.05% 1.34% -0.05% 1.3% 10.9% 50.7%

    4/13/2012 1370.26 14.94 12% -1.25% 0.07% -1.26% 0.1% 11.0% 51.0%

    4/12/2012 1387.57 14.93 13% 1.38% 0.13% 1.37% 0.1% 10.7% 51.0%

    4/11/2012 1368.71 14.91 13% 0.74% -2.17% 0.74% -2.2% 10.4% 51.7%

    4/10/2012 1358.59 15.24 12% -1.71% -4.33% -1.72% -4.4% 10.4% 51.8%

    4/9/2012 1382.2 15.93 8% -1.14% 1.27% -1.14% 1.3% 9.8% 51.4%

    4/5/2012 1398.08 15.73 9% -0.06% -2.05% -0.06% -2.1% 9.4% 51.9%

    4/4/2012 1398.96 16.06 8% -1.02% -1.77% -1.03% -1.8% 9.4% 52.3%

    4/3/2012 1413.38 16.35 6% -0.40% 0.93% -0.40% 0.9% 9.2% 53.1%

    4/2/2012 1419.04 16.2 8% 0.75% 1.76% 0.75% 1.7% 9.5% 53.0%

    3/30/2012 1408.47 15.92 7% 0.37% -1.79% 0.37% -1.8% 9.5% 52.8%

    3/29/2012 1403.28 16.21 6% -0.16% -5.26% -0.16% -5.4% 9.7% 53.0%

    3/28/2012 1405.54 17.11 4% -0.49% -0.47% -0.50% -0.5% 10.0% 52.2%

    3/27/2012 1412.52 17.19 4% -0.28% -0.98% -0.28% -1.0% 10.0% 52.2%

    3/26/2012 1416.51 17.36 4% 1.39% -2.64% 1.38% -2.7% 10.0% 52.3%

    3/23/2012 1397.11 17.83 6% 0.31% 0.00% 0.31% 0.0% 9.8% 52.2%

    3/22/2012 1392.78 17.83 6% -0.72% -3.15% -0.72% -3.2% 9.8% 52.2%

    3/21/2012 1402.89 18.41 5% -0.19% 0.71% -0.19% 0.7% 11.1% 52.0%

    3/20/2012 1405.52 18.28 6% -0.30% -1.30% -0.30% -1.3% 11.4% 52.0%

    3/19/2012 1409.75 18.52 5% 0.40% 0.65% 0.40% 0.7% 11.4% 51.9%

    3/16/2012 1404.17 18.4 5% 0.11% 2.68% 0.11% 2.6% 11.4% 51.9%

    3/15/2012 1402.6 17.92 8% 0.60% -0.99% 0.59% -1.0% 11.7% 51.9%

    3/14/2012 1394.28 18.1 7% -0.12% -2.06% -0.12% -2.1% 11.9% 52.0%3/13/2012 1395.95 18.48 9% 1.81% 3.24% 1.80% 3.2% 12.3% 52.1%

    3/12/2012 1371.09 17.9 3% 0.02% -2.56% 0.02% -2.6% 12.2% 51.7%

    3/9/2012 1370.87 18.37 1% 0.36% 0.71% 0.36% 0.7% 13.1% 51.6%

    3/8/2012 1365.91 18.24 1% 0.98% -0.22% 0.98% -0.2% 13.0% 51.6%

    3/7/2012 1352.63 18.28 0% 0.69% -2.04% 0.69% -2.1% 12.9% 51.6%

    3/6/2012 1343.36 18.66 -1% -1.54% -0.32% -1.55% -0.3% 13.0% 51.9%

    3/5/2012 1364.33 18.72 0% -0.39% -4.49% -0.39% -4.6% 12.6% 51.9%

    3/2/2012 1369.63 19.6 -2% -0.32% 0.26% -0.33% 0.3% 12.6% 51.6%

    3/1/2012 1374.09 19.55 -3% 0.62% -4.96% 0.61% -5.1% 15.0% 51.6%

    2/29/2012 1365.68 20.57 -3% -0.47% 2.39% -0.47% 2.4% 15.0% 51.2%

    2/28/2012 1372.18 20.09 -4% 0.34% -2.99% 0.34% -3.0% 15.8% 51.0%

    2/27/2012 1367.59 20.71 -4% 0.14% -2.95% 0.14% -3.0% 15.9% 50.8%

    2/24/2012 1365.74 21.34 -7% 0.17% -2.33% 0.17% -2.4% 16.6% 51.0%

    2/23/2012 1363.46 21.85 -7% 0.43% -1.40% 0.43% -1.4% 16.7% 50.8%2/22/2012 1357.66 22.16 -9% -0.33% 0.36% -0.33% 0.4% 17.2% 51.1%

    2/21/2012 1362.21 22.08 -9% 0.07% -1.60% 0.07% -1.6% 17.1% 51.2%

    2/17/2012 1361.23 22.44 -11% 0.23% 4.28% 0.23% 4.2% 17.5% 51.5%

    2/16/2012 1358.04 21.52 -10% 1.10% 3.66% 1.10% 3.6% 17.9% 50.7%

    2/15/2012 1343.23 20.76 -12% -0.54% -3.53% -0.54% -3.6% 17.8% 50.0%

    2/14/2012 1350.5 21.52 -12% -0.09% 3.86% -0.09% 3.8% 17.9% 50.0%

    2/13/2012 1351.77 20.72 -12% 0.68% -1.71% 0.68% -1.7% 18.3% 49.2%

    2/10/2012 1342.64 21.08 -12% -0.69% 0.57% -0.69% 0.6% 18.3% 49.2%

    2/9/2012 1351.95 20.96 -8% 0.15% 0.96% 0.15% 1.0% 19.7% 49.3%

    2/8/2012 1349.96 20.76 -7% 0.22% -1.70% 0.22% -1.7% 19.8% 49.4%

    2/7/2012 1347.05 21.12 -7% 0.20% -3.30% 0.20% -3.4% 19.9% 49.5%

    2/6/2012 1344.33 21.84 -7% -0.04% 2.44% -0.04% 2.4% 19.9% 49.2%

    2/3/2012 1344.9 21.32 -6% 1.46% -1.48% 1.45% -1.5% 20.2% 48.9%

    2/2/2012 1325.54 21.64 -5% 0.11% 7.13% 0.11% 6.9% 20.3% 48.9%2/1/2012 1324.09 20.2 -2% 0.89% -3.81% 0.89% -3.9% 21.1% 46.6%

    1/31/2012 1312.41 21 -2% -0.05% -6.91% -0.05% -7.2% 21.6% 46.2%

  • 7/29/2019 Tasty Correlations

    118/143

    1/25/2012 1326.06 23.72 -5% 0.87% 7.04% 0.86% 6.8% 23.1% 43.0%

    1/24/2012 1314.65 22.16 -8% -0.10% -0.18% -0.10% -0.2% 23.1% 40.2%

    1/23/2012 1316 22.2 -7% 0.05% 9.04% 0.05% 8.7% 23.4% 40.2%

    1/20/2012 1315.38 20.36 -8% 0.07% 1.19% 0.07% 1.2% 23.4% 35.2%

    1/19/2012 1314.5 20.12 -9% 0.49% -6.16% 0.49% -6.4% 23.6% 35.1%

    1/18/2012 1308.04 21.44 -10% 1.11% -0.19% 1.10% -0.2% 23.9% 33.7%

    1/17/2012 1293.67 21.48 -10% 0.36% -5.29% 0.35% -5.4% 24.1% 33.7%

    1/13/2012 1289.09 22.68 -6% -0.49% -3.90% -0.50% -4.0% 24.3% 33.8%

    1/12/2012 1295.5 23.6 -7% 0.23% -1.83% 0.23% -1.8% 24.3% 33.4%

    1/11/2012 1292.48 24.04 -8% 0.03% -5.06% 0.03% -5.2% 24.4% 33.7%

    1/10/2012 1292.08 25.32 -9% 0.89% -3.06% 0.88% -3.1% 24.4% 32.6%

    1/9/2012 1280.7 26.12 0.23% -1.66% 0.23% -1.7%

    1/6/2012 1277.81 26.56 -0.25% 3.43% -0.25% 3.4%

    1/5/2012 1281.06 25.68 0.29% -4.46% 0.29% -4.6%

    1/4/2012 1277.3 26.88 0.02% 3.86% 0.02% 3.8%

    1/3/2012 1277.06 25.88 1.55% 0.15% 1.54% 0.2%

    12/30/2011 1257.6 25.84 -0.43% -1.82% -0.43% -1.8%

    12/29/2011 1263.02 26.32 1.07% -2.95% 1.07% -3.0%

    12/28/2011 1249.64 27.12 -1.25% -0.73% -1.26% -0.7%

    12/27/2011 1265.43 27.32 0.01% 0.44% 0.01% 0.4%

    12/23/2011 1265.33 27.2 0.90% -1.88% 0.90% -1.9%

    12/22/2011 1254 27.72 0.83% -0.29% 0.82% -0.3%

    12/21/2011 1243.72 27.8 0.19% 0.87% 0.19% 0.9%

    12/20/2011 1241.3 27.56 2.98% 0.44% 2.94% 0.4%

    12/19/2011 1205.35 27.44 -1.17% -0.44% -1.18% -0.4%

    12/16/2011 1219.66 27.56 0.32% -0.14% 0.32% -0.1%

    12/15/2011 1215.75 27.6 0.32% -0.14% 0.32% -0.1%

    12/14/2011 1211.82 27.64 -1.13% -4.03% -1.14% -4.1%

    12/13/2011 1225.73 28.8 -0.87% 0.84% -0.87% 0.8%

    12/12/2011 1236.47 28.56 -1.49% -2.86% -1.50% -2.9%

    12/9/2011 1255.19 29.4 1.69% -3.03% 1.67% -3.1%

    12/8/2011 1234.35 30.32 -2.11% 0.40% -2.14% 0.4%

    12/7/2011 1261.01 30.2 0.20% -1.69% 0.20% -1.7%

    12/6/2011 1258.47 30.72 0.11% 0.66% 0.11% 0.7%12/5/2011 1257.08 30.52 1.03% -3.54% 1.02% -3.6%

    12/2/2011 1244.28 31.64 -0.02% -1.37% -0.02% -1.4%

    12/1/2011 1244.58 32.08 -0.19% 1.91% -0.19% 1.9%

    11/30/2011 1246.96 31.48 4.33% -1.63% 4.24% -1.6%

    11/29/2011 1195.19 32 0.22% 2.30% 0.22% 2.3%

    11/28/2011 1192.55 31.28 2.92% -2.49% 2.88% -2.5%

    11/25/2011 1158.67 32.08 -0.27% 0.38% -0.27% 0.4%

    11/23/2011 1161.79 31.96 -2.21% 2.30% -2.23% 2.3%

    11/22/2011 1188.04 31.24 -0.41% -0.51% -0.41% -0.5%

    11/21/2011 1192.98 31.4 -1.86% 2.08% -1.88% 2.1%

    11/18/2011 1215.65 30.76 -0.04% -2.41% -0.04% -2.4%

    11/17/2011 1216.13 31.52 -1.68% 2.74% -1.69% 2.7%

    11/16/2011 1236.91 30.68 -1.66% -2.17% -1.68% -2.2%

    11/15/2011 1257.81 31.36 0.48% -1.13% 0.48% -1.1%11/14/2011 1251.78 31.72 -0.96% -3.41% -0.96% -3.5%

    11/11/2011 1263.85 32.84 1.95% -1.79% 1.93% -1.8%

    11/10/2011 1239.7 33.44 0.86% -0.48% 0.86% -0.5%

    11/9/2011 1229.1 33.6 -3.67% -2.55% -3.74% -2.6%

    11/8/2011 1275.92 34.48 1.17% 1.53% 1.17% 1.5%

    11/7/2011 1261.12 33.96 0.63% -2.53% 0.63% -2.6%

    11/4/2011 1253.23 34.84 -0.63% 0.11% -0.63% 0.1%

    11/3/2011 1261.15 34.8 1.88% 0.81% 1.86% 0.8%

    11/2/2011 1237.9 34.52 1.61% -0.69% 1.60% -0.7%

    11/1/2011 1218.28 34.76 -2.79% -3.55% -2.83% -3.6%

    10/31/2011 1253.3 36.04 -2.47% 0.00% -2.50% 0.0%

    10/28/2011 1285.09 36.04 0.04% 3.92% 0.04% 3.8%

    10/27/2011 1284.59 34.68 3.43% -0.12% 3.37% -0.1%

    10/26/2011 1242 34.72 1.05% -1.81% 1.05% -1.8%10/25/2011 1229.05 35.36 -2.00% 1.49% -2.02% 1.5%

    10/24/2011 1254.19 34.84 1.29% -1.25% 1.28% -1.3%

  • 7/29/2019 Tasty Correlations

    119/143

    10/18/2011 1225.38 34.88 2.04% -2.90% 2.02% -2.9%

    10/17/2011 1200.86 35.92 -1.94% -0.55% -1.96% -0.6%

    10/14/2011 1224.58 36.12 1.74% 4.15% 1.72% 4.1%

    10/13/2011 1203.66 34.68 -0.30% 1.29% -0.30% 1.3%

    10/12/2011 1207.25 34.24 0.98% -3.17% 0.97% -3.2%

    10/11/2011 1195.54 35.36 0.05% 1.14% 0.05% 1.1%

    10/10/2011 1194.89 34.96

    10/7/2011 1155.46 34.24

    10/6/2011 1164.97 35.28

    10/5/2011 1144.03 35

    10/4/2011 1123.95 35.84

    10/3/2011 1099.23 35.48

    9/30/2011 1131.42 36.04

    9/29/2011 1160.4 36.96

    9/28/2011 1151.06 37.12

    9/27/2011 1175.38 38.04

    9/26/2011 1162.95 37.76

    9/23/2011 1136.43 36.92

    9/22/2011 1129.56 37.12

    9/21/2011 1166.76 37.4

    9/20/2011 1202.09 38.04

    9/19/2011 1204.09 38.68

    9/16/2011 1216.01 38.68

    9/15/2011 1209.11 39.24

    9/14/2011 1188.68 40.64

    9/13/2011 1172.87 40.12

    9/12/2011 1162.27 39.36

    9/9/2011 1154.23 39.48

    9/8/2011 1185.9 40.2

    9/7/2011 1198.62 39.72

    9/6/2011 1165.24 39.6

    9/2/2011 1173.97 38.84

    9/1/2011 1204.42 40.72

    8/31/2011 1218.89 40.88

    8/30/2011 1212.92 39.4

    8/29/2011 1210.08 38.68

    8/26/2011 1176.8 39.52

    8/25/2011 1159.27 39.4

    8/24/2011 1177.6 39.12

    8/23/2011 1162.35 40

    8/22/2011 1123.82 38.96

    8/19/2011 1123.53 39.68

    8/18/2011 1140.65 39.56

    8/17/2011 1193.89 39.76

    8/16/2011 1192.76 39.76

    8/15/2011 1204.49 40.64

    8/12/2011 1178.81 41.04

    8/11/2011 1172.64 41.6

    8/10/2011 1120.76 40.4

    8/9/2011 1172.53 40.52

    8/8/2011 1119.46 39.92

    8/5/2011 1199.38 39.84

    8/4/2011 1200.07 39.88

    8/3/2011 1260.34 41.36

    8/2/2011 1254.05 41.96

    8/1/2011 1286.94 42.32

    7/29/2011 1292.28 42

    7/28/2011 1300.67 42.8

    7/27/2011 1304.89 43.72

    7/26/2011 1331.94 43.88

    7/25/2011 1337.43 43.96

    7/22/2011 1345.02 44.2

    7/21/2011 1343.8 44.04

    7/20/2011 1325.84 45.08

    7/19/2011 1326.73 45.44

    7/18/2011 1305.44 45.64

    7/15/2011 1316.14 45.76

  • 7/29/2019 Tasty Correlations

    120/143

    7/14/2011 1308.87 44.2

    7/13/2011 1317.72 44.08

    7/12/2011 1313.64 43.4

    7/11/2011 1319.49 43.12

    7/8/2011 1343.8 42.44

    7/7/2011 1353.22 41.96

    7/6/2011 1339.22 42.64

    7/5/2011 1337.88 43.847/1/2011 1339.67 43.48

    6/30/2011 1320.64 44.08

    6/29/2011 1307.41 43.48

    6/28/2011 1296.67 44.04

    6/27/2011 1280.1 43.08

    6/24/2011 1268.45 42.92

    6/23/2011 1283.5 42.84

    6/22/2011 1287.14 43.84

    6/21/2011 1295.52 44.76

    6/20/2011 1278.36 43.76

    6/17/2011 1271.5 44.16

    6/16/2011 1267.64 45

    6/15/2011 1265.42 46.56

    6/14/2011 1287.87 46.56

    6/13/2011 1271.83 47.126/10/2011 1270.98 48.32

    6/9/2011 1289 47.52

    6/8/2011 1279.56 49.28

    6/7/2011 1284.94 48.92

    6/6/2011 1286.17 48.92

    6/3/2011 1300.16 47.72

    6/2/2011 1312.94 48.68

    6/1/2011 1314.55 47.04

    5/31/2011 1345.2 47.16

    5/27/2011 1331.1 45.92

    5/26/2011 1325.69 44.4

    5/25/2011 1320.47 44.88

    5/24/2011 1316.28 44.56

    5/23/2011 1317.37 44.52

    5/20/2011 1333.27 43.84

    5/19/2011 1343.6 42.28

    5/18/2011 1340.68 43.32

    5/17/2011 1328.98 43.24

    5/16/2011 1329.47 44.48

    5/13/2011 1337.77 43.88

    5/12/2011 1348.65 43.24

    5/11/2011 1342.08 43.2

    5/10/2011 1357.16 44.04

    5/9/2011 1346.29 43.08

    5/6/2011 1340.2 44

    5/5/2011 1335.1 43.96

    5/4/2011 1347.32 47.12

    5/3/2011 1356.62 48.2

    5/2/2011 1361.22 48.44

    4/29/2011 1363.61 48.24

    4/28/2011 1360.48 47.16

    4/27/2011 1355.66 45.52

    4/26/2011 1347.24 45.88

    4/25/2011 1335.25 45.76

    4/21/2011 1337.38 46.16

    4/20/2011 1330.36 44.92

    4/19/2011 1312.62 44.64

    4/18/2011 1305.14 43.2

    4/15/2011 1319.68 44.08

    4/14/2011 1314.52 44.24

    4/13/2011 1314.41 43.4

    4/12/2011 1314.16 42.88

    4/11/2011 1324.46 43.12

    4/8/2011 1328.17 42.32

  • 7/29/2019 Tasty Correlations

    121/143

  • 7/29/2019 Tasty Correlations

    122/143

    12/31/2010 1257.64 47.92

    12/30/2010 1257.88 47.12

    12/29/2010 1259.78 46.72

    12/28/2010 1258.51 46.72

    12/27/2010 1257.54 45.12

    12/23/2010 1256.77 44.88

    12/22/2010 1258.84 45.12

    12/21/2010 1254.6 44.812/20/2010 1247.08 46.4

    12/17/2010 1243.91 44.64

    12/16/2010 1242.87 44.32

    12/15/2010 1235.23 46.56

    12/14/2010 1241.59 46.88

    12/13/2010 1240.46 48.4

    12/10/2010 1240.4 48.72

    12/9/2010 1233 48.8

    12/8/2010 1228.28 50.4

    12/7/2010 1223.75 48.48

    12/6/2010 1223.12 49.44

    12/3/2010 1224.71 47.52

    12/2/2010 1221.53 47.52

    12/1/2010 1206.07 47.04

    11/30/2010 1180.55 46.2411/29/2010 1187.76 46.4

    11/26/2010 1189.4 48.48

    11/24/2010 1198.35 48.4

    11/23/2010 1180.73 48.24

    11/22/2010 1197.84 48.64

    11/19/2010 1199.73 47.44

    11/18/2010 1196.69 46.16

    11/17/2010 1178.59 45.84

    11/16/2010 1178.34 44.08

    11/15/2010 1197.75 44.4

    11/12/2010 1199.21 44.08

    11/11/2010 1213.54 45.36

    11/10/2010 1218.71 46.8

    11/9/2010 1213.4 48.32

    11/8/2010 1223.25 47.12

    11/5/2010 1225.85 45.28

    11/4/2010 1221.06 44.72

    11/3/2010 1197.96 44.16

    11/2/2010 1193.57 44.72

    11/1/2010 1184.38 44.16

    10/29/2010 1183.26 46.56

    10/28/2010 1183.78 45.04

    10/27/2010 1182.45 43.6

    10/26/2010 1185.64 43.28

    10/25/2010 1185.62 42.72

    10/22/2010 1183.08 42.64

    10/21/2010 1180.26 43.36

    10/20/2010 1178.17 44.88

    10/19/2010 1165.9 44.88

    10/18/2010 1184.71 44.56

    10/15/2010 1176.19 45.44

    10/14/2010 1173.81 46.72

    10/13/2010 1178.1 46.88

    10/12/2010 1169.77 46.48

    10/11/2010 1165.32 46

    10/8/2010 1165.15 46.64

    10/7/2010 1158.06 46.16

    10/6/2010 1159.97 49.44

    10/5/2010 1160.75 48.08

    10/4/2010 1137.03 47.6

    10/1/2010 1146.24 48.56

    9/30/2010 1141.2 49.36

    9/29/2010 1144.73 50.64

    9/28/2010 1147.7 50.72

  • 7/29/2019 Tasty Correlations

    123/143

    9/27/2010 1142.16 49.92

    9/24/2010 1148.67 51.44

    9/23/2010 1124.83 53.04

    9/22/2010 1134.28 52.48

    9/21/2010 1139.78 52.16

    9/20/2010 1142.71 51.28

    9/17/2010 1125.59 53.44

    9/16/2010 1124.66 549/15/2010 1125.07 53.44

    9/14/2010 1121.1 52.8

    9/13/2010 1121.9 52.64

    9/10/2010 1109.55 51.92

    9/9/2010 1104.18 50.72

    9/8/2010 1098.87 51.04

    9/7/2010 1091.84 51.68

    9/3/2010 1104.51 52.32

    9/2/2010 1090.1 50.88

    9/1/2010 1080.29 50.16

    8/31/2010 1049.33 51.04

    8/30/2010 1048.92 51.2

    8/27/2010 1064.59 49.92

    8/26/2010 1047.22 51.6

    8/25/2010 1055.33 52.488/24/2010 1051.87 54.48

    8/23/2010 1067.36 54.88

    8/20/2010 1071.69 55.6

    8/19/2010 1075.63 56.32

    8/18/2010 1094.16 57.04

    8/17/2010 1092.54 57.44

    8/16/2010 1079.38 56.96

    8/13/2010 1079.25 58.32

    8/12/2010 1083.61 57.84

    8/11/2010 1089.47 58.24

    8/10/2010 1121.06 58.08

    8/9/2010 1127.79 58.4

    8/6/2010 1121.64 60.56

    8/5/2010 1125.81 62.08

    8/4/2010 1127.24 63.6

    8/3/2010 1120.46 62.96

    8/2/2010 1125.86 63.44

    7/30/2010 1101.6 66.08

    7/29/2010 1101.53 64.88

    7/28/2010 1106.13 63.12

    7/27/2010 1113.84 62.56

    7/26/2010 1115.01 61.76

    7/23/2010 1102.66 61.28

    7/22/2010 1093.67 62.08

    7/21/2010 1069.59 60.64

    7/20/2010 1083.48 61.92

    7/19/2010 1071.25 60.8

    7/16/2010 1064.88 60.88

    7/15/2010 1096.48 62

    7/14/2010 1095.17 58.24

    7/13/2010 1095.34 58.88

    7/12/2010 1078.75 59.2

    7/9/2010 1077.96 59.52

    7/8/2010 1070.25 59.44

    7/7/2010 1060.27 62.24

    7/6/2010 1028.06 62.96

    7/2/2010 1022.58 62.96

    7/1/2010 1027.37 64.96

    6/30/2010 1030.71 62

    6/29/2010 1041.24 61.36

    6/28/2010 1074.57 63.84

    6/25/2010 1076.76 66.48

    6/24/2010 1073.69 64.56

    6/23/2010 1092.04 65.2

  • 7/29/2019 Tasty Correlations

    124/143

    6/22/2010 1095.31 64.96

    6/21/2010 1113.2 66

    6/18/2010 1117.51 68.24

    6/17/2010 1116.04 69.84

    6/16/2010 1114.61 67.92

    6/15/2010 1115.23 70.64

    6/14/2010 1089.63 68.4

    6/11/2010 1091.6 65.366/10/2010 1086.84 63.92

    6/9/2010 1055.69 63.84

    6/8/2010 1062 65.44

    6/7/2010 1050.47 67.2

    6/4/2010 1064.88 65.44

    6/3/2010 1102.83 64.08

    6/2/2010 1098.38 60.4

    6/1/2010 1070.71 57.6

    5/28/2010 1089.41 59.44

    5/27/2010 1103.06 58.64

    5/26/2010 1067.95 56.96

    5/25/2010 1074.03 56.32

    5/24/2010 1073.65 55.84

    5/21/2010 1087.69 56.24

    5/20/2010 1071.59 57.25/19/2010 1115.05 57.84

    5/18/2010 1120.8 60.32

    5/17/2010 1136.94 61.04

    5/14/2010 1135.68 60.08

    5/13/2010 1157.44 60.08

    5/12/2010 1171.67 59.52

    5/11/2010 1155.79 58

    5/10/2010 1159.73 58.24

    5/7/2010 1110.88 55.68

    5/6/2010 1128.15 54.48

    5/5/2010 1165.87 55.52

    5/4/2010 1173.6 56.08

    5/3/2010 1202.26 55.84

    4/30/2010 1186.69 54.88

    4/29/2010 1206.78 55.92

    4/28/2010 1191.36 60.8

    4/27/2010 1183.71 60.32

    4/26/2010 1212.05 60.72

    4/23/2010 1217.28 60.64

    4/22/2010 1208.67 58.64

    4/21/2010 1205.94 56.64

    4/20/2010 1207.17 56.72

    4/19/2010 1197.52 56.48

    4/16/2010 1192.13 57.44

    4/15/2010 1211.67 57.2

    4/14/2010 1210.65 59.76

    4/13/2010 1197.3 59.04

    4/12/2010 1196.48 57.2

    4/9/2010 1194.37 58.24

    4/8/2010 1186.44 56

    4/7/2010 1182.45 57.28

    4/6/2010 1189.44 58.8

    4/5/2010 1187.44 61.28

    4/1/2010 1178.1 58.32

    3/31/2010 1169.43 55.28

    3/30/2010 1173.27 56.8

    3/29/2010 1173.22 56.24

    3/26/2010 1166.59 56

    3/25/2010 1165.73 57.28

    3/24/2010 1167.72 59.04

    3/23/2010 1174.17 59.84

    3/22/2010 1165.81 59.12

    3/19/2010 1159.9 60.16

    3/18/2010 1165.83 59.12

  • 7/29/2019 Tasty Correlations

    125/143

    3/17/2010 1166.21 62.16

    3/16/2010 1159.46 63.2

    3/15/2010 1150.51 63.84

    3/12/2010 1149.99 63.76

    3/11/2010 1150.24 64.48

    3/10/2010 1145.61 66.64

    3/9/2010 1140.45 65.52

    3/8/2010 1138.5 66.083/5/2010 1138.7 66.8

    3/4/2010 1122.97 66.64

    3/3/2010 1118.79 69.2

    3/2/2010 1118.31 68.64

    3/1/2010 1115.71 68.24

    2/26/2010 1104.49 69.6

    2/25/2010 1102.94 69.6

    2/24/2010 1105.24 70.96

    2/23/2010 1094.6 70.4

    2/22/2010 1108.01 72.08

    2/19/2010 1109.17 73.52

    2/18/2010 1106.75 75.36

    2/17/2010 1099.51 77.68

    2/16/2010 1094.87 77.84

    2/12/2010 1075.51 78.882/11/2010 1078.47 77.84

    2/10/2010 1068.13 76.88

    2/9/2010 1070.52 76.96

    2/8/2010 1056.74 78.48

    2/5/2010 1066.19 80

    2/4/2010 1063.11 78.64

    2/3/2010 1097.28 78.56

    2/2/2010 1103.32 78.96

    2/1/2010 1089.19 78.4

    1/29/2010 1073.87 74.48

    1/28/2010 1084.53 75.12

    1/27/2010 1097.5 75.92

    1/26/2010 1092.17 78.72

    1/25/2010 1096.78 82

    1/22/2010 1091.76 82.8

    1/21/2010 1116.48 80.64

    1/20/2010 1138.04 79.36

    1/19/2010 1150.23 80.72

    1/15/2010 1136.03 81.92

    1/14/2010 1148.46 80.72

    1/13/2010 1145.68 82.88

    1/12/2010 1136.22 80.8

    1/11/2010 1146.98 79.44

    1/8/2010 1144.98 83.28

    1/7/2010 1141.69 84.88

    1/6/2010 1137.14 86.64

    1/5/2010 1136.52 82.56

    1/4/2010 1132.99 85.12

    12/31/2009 1115.1 80.64

    12/30/2009 1126.42 82.8

    12/29/2009 1126.2 84.64

    12/28/2009 1127.78 86.8

    12/24/2009 1126.48 82.56

    12/23/2009 1120.59 85.6

    12/22/2009 1118.02 83.92

    12/21/2009 1114.05 82.88

    12/18/2009 1102.47 84.96

    12/17/2009 1096.08 83.68

    12/16/2009 1109.18 80.48

    12/15/2009 1107.93 81.2

    12/14/2009 1114.11 78.64

    12/11/2009 1106.41 76.56

    12/10/2009 1102.35 78

    12/9/2009 1095.95 72.88

  • 7/29/2019 Tasty Correlations

    126/143

    12/8/2009 1091.94 75.04

    12/7/2009 1103.25 73.76

    12/4/2009 1105.98 69.12

    12/3/2009 1099.92 68.08

    12/2/2009 1109.24 69.6

    12/1/2009 1108.86 72.32

    11/30/2009 1095.63 73.2

    11/27/2009 1091.49 78.6411/25/2009 1110.63 76.48

    11/24/2009 1105.65 72.08

    11/23/2009 1106.24 72.32

    11/20/2009 1091.38 71.92

    11/19/2009 1094.9 71.52

    11/18/2009 1109.8 71.84

  • 7/29/2019 Tasty Correlations

    127/143

  • 7/29/2019 Tasty Correlations

    128/143

    55.4% 0.003 0.38 0.083 16.2% 0.0% 16.0% 16.4%

    55.5% 0.003 0.38 0.087 16.1% 0.1% 15.8% 16.3%

    55.6% 0.004 0.49 0.090 16.1% 0.0% 15.8% 16.3%

    53.5% 0.005 0.36 0.132 16.1% 0.0% 15.8% 16.3%

    54.1% 0.005 0.37 0.123 16.1% 0.0% 15.8% 16.3%

    54.4% 0.005 0.39 0.131 16.1% 0.0% 15.9% 16.3%

    54.0% 0.005 0.37 0.127 15.7% 0.5% 15.4% 15.9%

    54.0% 0.006 0.48 0.150 15.4% 0.3% 15.1% 15.6%

    54.3% 0.006 0.45 0.138 15.6% 0.3% 15.3% 15.8%

    54.6% 0.007 0.55 0.170 15.5% 0.1% 15.3% 15.7%

    54.8% 0.006 0.55 0.152 15.5% 0.0% 15.3% 15.7%

    55.4% 0.007 0.49 0.169 15.4% 0.1% 15.2% 15.6%

    55.3% 0.006 0.54 0.160 15.4% 0.0% 15.2% 15.6%

    55.4% 0.006 0.55 0.145 15.4% 0.0% 15.1% 15.6%

    54.6% 0.005 0.51 0.122 15.6% 0.2% 15.3% 15.8%

    55.0% 0.004 0.41 0.110 15.6% 0.0% 15.3% 15.9%

    54.8% 0.005 0.40 0.124 15.4% 0.2% 15.2% 15.7%

    54.8% 0.005 0.43 0.129 15.6% 0.2% 15.4% 15.9%

    54.8% 0.005 0.41 0.122 15.7% 0.1% 15.5% 16.0%

    54.6% 0.004 0.37 0.098 16.0% 0.3% 15.7% 16.2%

    54.4% 0.004 0.42 0.102 16.1% 0.1% 15.9% 16.4%

    54.1% 0.004 0.40 0.094 16.1% 0.1% 15.8% 16.3%

    53.0% 0.004 0.33 0.105 16.2% 0.1% 15.9% 16.4%

    53.1% 0.004 0.37 0.089 16.1% 0.0% 15.9% 16.4%

    53.0% 0.004 0.36 0.089 16.2% 0.1% 15.9% 16.5%

    53.1% 0.004 0.38 0.095 15.5% 0.8% 15.2% 15.8%

    53.1% 0.003 0.32 0.081 15.4% 0.0% 15.1% 15.7%

    54.3% 0.003 0.33 0.063 15.3% 0.1% 15.0% 15.6%

    54.2% 0.003 0.35 0.067 15.3% 0.0% 14.9% 15.6%

    53.8% 0.002 0.32 0.048 15.2% 0.0% 14.9% 15.6%

    54.0% 0.001 0.28 0.028 15.2% 0.1% 14.8% 15.5%

    53.9% 0.001 0.26 0.021 14.7% 0.6% 14.3% 15.0%

    54.1% 0.000 0.41 -0.001 14.6% 0.0% 14.3% 14.9%

    54.1% 0.000 0.41 0.006 14.5% 0.1% 14.1% 14.8%53.7% 0.001 0.49 0.018 14.5% 0.0% 14.2% 14.8%

    52.1% 0.000 0.47 -0.006 14.3% 0.2% 14.0% 14.7%

    52.2% 0.001 0.53 0.016 14.2% 0.1% 13.9% 14.5%

    44.0% -0.002 0.18 -0.054 14.1% 0.1% 13.8% 14.5%

    44.1% -0.002 0.18 -0.060 14.4% 0.3% 14.0% 14.7%

    44.7% -0.002 0.29 -0.046 14.2% 0.2% 13.9% 14.5%

    44.2% -0.002 0.20 -0.043 14.1% 0.1% 13.8% 14.4%

    44.1% -0.002 0.18 -0.044 14.3% 0.1% 14.0% 14.6%

    42.4% -0.001 0.18 -0.022 13.6% 0.7% 13.4% 13.9%

    42.6% -0.001 0.19 -0.027 13.8% 0.2% 13.6% 14.0%

    42.6% -0.001 0.19 -0.027 13.8% 0.0% 13.6% 14.0%

    42.5% -0.002 0.20 -0.062 13.1% 0.9% 12.9% 13.3%

    42.0% -0.002 0.03 -0.051 13.0% 0.1% 12.9% 13.2%

    43.1% -0.003 -0.05 -0.069 12.8% 0.3% 12.6% 13.0%43.1% -0.002 -0.16 -0.050 12.6% 0.2% 12.5% 12.7%

    42.6% -0.002 -0.06 -0.043 12.6% 0.0% 12.5% 12.7%

    42.5% -0.002 -0.09 -0.042 12.6% 0.0% 12.5% 12.7%

    42.3% -0.002 -0.09 -0.039 12.6% 0.0% 12.5% 12.7%

    42.3% -0.002 -0.11 -0.049 12.6% 0.0% 12.5% 12.8%

    42.0% -0.002 -0.12 -0.057 12.2% 0.4% 12.1% 12.4%

    41.6% -0.002 0.01 -0.048 12.1% 0.1% 12.0% 12.2%

    42.1% -0.002 0.10 -0.041 12.0% 0.1% 11.9% 12.1%

    42.7% -0.001 0.25 -0.029 12.0% 0.0% 11.9% 12.1%

    42.0% -0.002 0.36 -0.062 12.0% 0.1% 11.8% 12.1%

    42.2% -0.002 0.41 -0.061 11.8% 0.1% 11.7% 11.9%

    41.8% -0.002 0.29 -0.057 11.9% 0.1% 11.7% 12.0%

    41.8% -0.002 0.29 -0.059 11.9% 0.0% 11.7% 12.0%

    41.8% -0.002 0.29 -0.058 11.8% 0.1% 11.6% 12.0%41.9% -0.003 0.30 -0.067 11.8% 0.0% 11.6% 12.0%

    41.1% -0.004 0.35 -0.100 11.8% 0.0% 11.6% 12.0%

    41 2% 0 004 0 34 0 098 11 6% 0 1% 11 4% 11 9%

    -0.75

    -0.55

    -0.35

    -0.15

    0.05

    0.25

    0.45

    0.65

    10/25/12

    10/16/12

    10/5/12

    9/26/12

    9/17/12

    9/6/12

    8/27/12

    8/16/12

    8/7/12

    7/27/12

    7/18/12

    s e

  • 7/29/2019 Tasty Correlations

    129/143

    42.9% -0.003 0.20 -0.083 11.6% 0.0% 11.3% 11.8%

    44.4% -0.005 0.19 -0.121 11.5% 0.0% 11.2% 11.8%

    43.9% -0.006 0.30 -0.158 11.5% 0.0% 11.3% 11.8%

    44.5% -0.006 0.25 -0.150 11.6% 0.0% 11.3% 11.9%

    45.3% -0.007 0.36 -0.163 11.4% 0.2% 11.1% 11.7%

    46.3% -0.006 0.33 -0.155 11.4% 0.0% 11.0% 11.7%

    46.2% -0.006 0.34 -0.147 11.2% 0.1% 10.9% 11.6%

    48.6% -0.005 0.49 -0.135 11.2% 0.0% 10.9% 11.5%

    48.6% -0.005 0.49 -0.134 11.2% 0.1% 10.8% 11.5%

    49.9% -0.006 0.39 -0.150 11.3% 0.1% 10.8% 11.7%

    49.9% -0.006 0.39 -0.150 11.0% 0.4% 10.5% 11.4%

    50.6% -0.006 0.50 -0.159 11.0% 0.1% 10.6% 11.4%

    50.8% -0.007 0.56 -0.181 10.7% 0.3% 10.3% 11.1%

    50.9% -0.008 0.63 -0.194 10.4% 0.3% 10.0% 10.8%

    51.6% -0.008 0.64 -0.211 10.4% 0.0% 10.0% 10.8%

    51.7% -0.009 0.60 -0.214 9.8% 0.7% 9.4% 10.3%

    51.2% -0.008 0.41 -0.202 9.5% 0.3% 9.1% 9.9%

    51.7% -0.008 0.48 -0.197 9.4% 0.0% 9.0% 9.9%

    52.2% -0.008 0.44 -0.206 9.2% 0.3% 8.7% 9.6%

    53.0% -0.007 0.38 -0.183 9.4% 0.3% 9.0% 9.8%52.9% -0.008 0.44 -0.192 9.5% 0.0% 9.1% 9.9%

    52.7% -0.008 0.41 -0.203 9.6% 0.2% 9.2% 10.0%

    52.9% -0.008 0.32 -0.205 10.0% 0.4% 9.5% 10.4%

    52.0% -0.007 0.24 -0.182 9.9% 0.1% 9.3% 10.5%

    52.1% -0.007 0.24 -0.179 10.0% 0.1% 9.4% 10.6%

    52.1% -0.007 0.20 -0.181 9.8% 0.2% 9.1% 10.5%

    52.0% -0.007 0.31 -0.177 9.8% 0.0% 9.1% 10.4%

    52.1% -0.007 0.31 -0.173 10.9% 1.3% 10.2% 11.6%

    51.9% -0.006 0.26 -0.160 11.3% 0.3% 10.7% 11.9%

    51.8% -0.007 0.26 -0.164 11.3% 0.0% 10.7% 12.0%

    51.8% -0.006 0.25 -0.159 11.3% 0.0% 10.7% 11.9%

    51.7% -0.006 0.24 -0.162 11.6% 0.3% 10.9% 12.3%

    51.8% -0.008 0.37 -0.195 11.8% 0.2% 11.1% 12.5%

    51.9% -0.007 0.32 -0.183 12.2% 0.5% 11.6% 12.9%52.0% -0.007 0.38 -0.187 12.2% 0.1% 11.6% 12.8%

    51.6% -0.008 0.12 -0.200 12.9% 0.8% 12.3% 13.6%

    51.5% -0.007 0.04 -0.185 13.0% 0.0% 12.4% 13.6%

    51.4% -0.008 0.03 -0.194 12.9% 0.1% 12.2% 13.6%

    51.5% -0.008 0.02 -0.190 13.0% 0.1% 12.3% 13.7%

    51.7% -0.008 -0.02 -0.195 12.6% 0.4% 11.9% 13.3%

    51.7% -0.008 0.00 -0.199 12.5% 0.0% 11.9% 13.2%

    51.5% -0.007 -0.08 -0.171 14.6% 2.4% 13.9% 15.3%

    51.5% -0.007 -0.11 -0.175 14.9% 0.0% 14.4% 15.4%

    51.1% -0.006 -0.08 -0.148 15.6% 0.8% 15.1% 16.2%

    50.8% -0.007 -0.12 -0.164 15.7% 0.0% 15.2% 16.3%

    50.7% -0.006 -0.12 -0.151 16.4% 0.8% 15.9% 17.0%

    50.8% -0.005 -0.22 -0.126 16.5% 0.0% 16.0% 17.1%

    50.7% -0.005 -0.22 -0.119 17.0% 0.5% 16.4% 17.6%50.9% -0.004 -0.28 -0.104 17.0% 0.0% 16.5% 17.6%

    51.0% -0.005 -0.27 -0.116 17.4% 0.4% 16.8% 17.9%

    51.4% -0.004 -0.33 -0.098 17.8% 0.4% 17.2% 18.3%

    50.6% -0.005 -0.29 -0.127 17.7% 0.1% 17.2% 18.2%

    49.9% -0.006 -0.35 -0.145 17.8% 0.1% 17.3% 18.3%

    49.9% -0.006 -0.33 -0.146 18.1% 0.4% 17.6% 18.6%

    49.1% -0.007 -0.33 -0.165 18.2% 0.0% 17.6% 18.7%

    49.1% -0.006 -0.32 -0.161 19.5% 1.5% 19.0% 20.1%

    49.1% -0.007 -0.19 -0.180 19.8% 0.1% 19.4% 20.2%

    49.2% -0.007 -0.17 -0.178 19.8% 0.0% 19.4% 20.2%

    49.3% -0.007 -0.17 -0.180 19.9% 0.1% 19.5% 20.3%

    49.1% -0.007 -0.18 -0.167 20.1% 0.3%

    48.8% -0.007 -0.14 -0.174 20.2% 0.0%

    48.7% -0.007 -0.13 -0.171 21.0% 0.8%

    46.6% -0.009 -0.05 -0.217 21.5% 0.6%

    46.2% -0.008 -0.04 -0.202 21.6% 0.0%

  • 7/29/2019 Tasty Correlations

    130/143

    42.8% -0.006 -0.09 -0.141 23.1% 0.1%

    40.2% -0.007 -0.14 -0.172 23.3% 0.3%

    40.2% -0.007 -0.12 -0.170 23.4% 0.0%

    35.5% -0.008 -0.11 -0.205 23.5% 0.2%

    35.4% -0.008 -0.13 -0.207 23.8% 0.3%

    33.9% -0.008 -0.14 -0.193 24.1% 0.3%

    33.9% -0.008 -0.14 -0.196 24.3% 0.2%

    34.0% -0.006 -0.08 -0.160 24.3% 0.0%

    33.5% -0.006 -0.10 -0.139 24.3% 0.1%

    33.8% -0.006 -0.11 -0.143 24.3% 0.0%

    32.7% -0.005 -0.11 -0.118

  • 7/29/2019 Tasty Correlations

    131/143

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0 0% 0 0% 0 0% 0 0%

  • 7/29/2019 Tasty Correlations

    132/143

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

  • 7/29/2019 Tasty Correlations

    133/143

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

  • 7/29/2019 Tasty Correlations

    134/143

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

  • 7/29/2019 Tasty Correlations

    135/143

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

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    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

    0.0% 0.0% 0.0% 0.0%

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    0.0% 0.0%

    0.0% 0.0%

    0.0% 0.0%

    0.0% 0.0%

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    0.0% 0.0%

    0.0% 0.0%

    0.0% 0.0%

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    0.0% 0.0%

    0.0% 0.0%

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    0.0% 0.0%

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    Software Version: 1.08

    Check if want to leave equations on spreadsheet

    It will increase the size of your file!

    Check it want to be warned about result integrity

    will check for missing equity values

    Size of correlation sample set Min 10

    Size of correlation sample set Max 12

    Number of time shifts 10

    Select level boudaries values and interior/font colors

    Level Boundary Interior Font

    ID Level Color Color

    1 88% above boundary value to 100%

    2 66% above boundary value to level 1

    3 44% above boundary value to level 24 automatic between levels 5 and 3

    5 -44% below boundary value to level 6

    6 -66% below boundary value to level 7

    7 -88% below boundary value through -10

    Self Correlation (100%) ====>> diagonal visual marker

    Pressing this button will populate your selected colors using current correlations

    Notes:To choose color, select a cell and from the menue select Format ==> Cells ==> Patterns ==

    The current software works only with the 40 colors that are part of the Excel menue

    Boundary Levels should be ordered in decending order

    Setting two consecutive Boundary Levels to the same value will effectively elliminate one le

    When Boundary Levels overlap, the higher (more extreem) value takes precedence

    Level ID number 4 range is defualted to the Boundary Level range between Level 3 to Level

    Historical Wed Site Data finance

    Daily Wed Site Data finance

    Manual Rage

    Test Colors

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    Check to skip download

    Recalculate all based on last download

    positive_median 51%

    negative_median -60%

    median 48%

    std dev 0% Level Boundary

    ID Level

    47% 1 75%

    48% 2 51%

    48% 3 30%4

    0% 5 -36%

    0% 6 -60%

    0% 0% 7 -80%

    > then your desired color

    el of colors

    5

    Auto Range

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    --make start Date selectable

    --load data from another spreadsheet instead of internet

    --build probablity distribution density for correlation value

    --use probability distribution to allocate color bins--detemine font/background color combinations, adapt to distribution

    --move resulted matrix to another sheet, exted to 255

    --add sorting routines from 'scan code'

    --add grouping routine based on desired resolution

    --perfomance enahncement; eliminate multi reading of cells

    --perfomance enahncement; use VB arrays

    --start Date and end Date

    --time intervals

    --vary (loop on) reference equity as well for shifted correlation--reproduce studies results

    --reproduce Don's results

    visual design

    data source

    length and overlapping dates

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    --graph relation of selected correlation pair over time

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    Version 1.08

    Original file was 30-correlations.xls, dated 11/2005

    site: http://www.gummy-stuff.org/Excel/

    by Prof. Peter Ponzo

    Correlation is based on the Pearsom function built into ExcelResult is obtained by dividing the covariance between the two series/variables by the product of their stand

    References:

    http://en.wikipedia.org/wiki/Correlation_coefficient

    http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient

    Volatility is calculated over the total selected period

    Result is obtained by multiplying the standard deviation of the series by the square root of the number of ti

    http://en.wikipedia.org/wiki/Volatility_%28finance%29

    SUM(CorrelationResults)/(COUNT(CorrelationResults)+1)

    SQRT(SUMSQ(CorrelationResults)/(COUNT(CorrelationResults)+1))

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    CAF

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    RSX

    EWZ

    IFN

    CEErd deviations. SDS

    SH

    VTI

    ^VIX

    ^IXIC

    PSQ

    e intervals QID

    ^VXN

    SHY

    DXD

    IWM

    RWMTWM

    ^NYA

    wynn

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