A simple way to try to determine a range min / max within which it is expected that the prices will vary for a particular financial instrument is to correlate the price, volatility and time duration of the projection.
I then tried to develop this 'confidence interval' for some indices (especially those for which there is a volatility index regularly listed on the CBOE).
the result is a work in progress, in the sense that the back test was conducted on a very limited number of samples
then updates the expected range for the month of November on the major stock indexes.
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