Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
Best Of MIBest OfAll BoardsThe Shrewd’m WeeklyLearn to InvestHow to Become Shrewd
Search
Shrewd'm.com Merry shrewd investors
Search
Best Of MIBest OfAll BoardsThe Shrewd’m WeeklyLearn to InvestHow to Become Shrewd


The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", BreckHutHigh asked the members: "What about the long road trips with kids?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
Answer this questionContinue to Shrewd'mThis note won't appear again
Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (16) |
Author: lizgdal   😊 😞
Number: of 6131 
Subject: Re: An attempt at BCC Signals
Date: 06/21/26 9:02 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 2
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: Yahoo Finance: S&P 500 (^GSPC) Historical Data
GTR1 GSPC: gtr1.net: GTR1 Backtester - GSPC
barchart $SPX: barchart.com - Price history
FRED SP500 price: St. Louis Fed (FRED): S&P 500 (SP500) | FRED
GTR1 S5: gtr1.net: GTR1 Backtester - S5T
Post New | Post Reply | Report Post | Recommend It!
Print the post
Members reply directly to lizgdal here — and replies get answered. Reading is free; so is joining the conversation. Join Shrewd'm »
This community has written 6,115 posts about Mechanical Investing. The article-length ones it recommended most:
Dividend investing · 52 recs · 2025
Non-Mag7 screen · 34 recs · 2025
OT - Div yields and returns · 32 recs · 2024
Using AI to generate backtesting programs · 30 recs · 2025
Rankings for 19Dec2022 · 29 recs · 2022
Unthreaded | Threaded | Whole Thread (16) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds | Open Questions | Moving a community