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What exactly is the green/gray signal line?

April 26, 2017Gray line signal

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What exactly is the green/gray signal line?

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A. The Perpetual Contract® or cash series are first convered to Z-scores. The Z-score is the value rescaled by the average and standard deviation. The green or gray signal line is the Z-score of the difference or sum of the Z-scores for each of the pair of markets, respectively.