簡單搜了一下。這個方法有很多缺陷。比如沒有考慮利率和結構性變化的影響。看看就好。

來源: spookyoldtree 於 2024-02-17 12:33:45 [] [舊帖] [給我悄悄話] 閱讀數 : (722 bytes)

"Since 1990, however, the metric has only spent 2% of the time below its historical average–98% of the time above. I'd argue that any metric designed to provide signaling to the future direct of said market cannot spend 98% of its time on one side of its average over a 25-year period.“

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