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by samolang 4517 days ago
Apparently as of a couple weeks ago the R-squared value was ~90%.

http://www.marketwatch.com/story/ghost-of-1929-haunts-as-199...

1 comments

I would want to see what happens to r2 when you drag the 1929 data across the last 80 years of the DJIA or whatever other index you want before I get excited about a 0.9 result.