And we’re back
This is a continuation from part 1 since I used so many images in explaining myself.
So, we have some options in line pun
The shaft of the McDICK era was seen to have a noticeable constantly linearly decreasing value from ~2016 to ~2019.
From the OBV, it does not appear that retail is causing the price drop, let’s check out the VIX and see what fucking happens when we put these together!!!
GME must be a woman because it has a cycle
While the VIX R^2 may not be the highest check out the fucking regression equation.
During this time, GME and VIX were decreasing at THE SAME FUCKING RATE.
Shit, the max of the VIX was even equal to the low of GME. Nice double helix.
Same rate as well moving inverse similar to the C***-KEN era.
Let’s look at volume because that’s always a fun one. I’ve had a column for the median values for that month to add some perspective as well as a column for how much time greater the max is in compared to that median. The median “Median / Max” was about 2.81 so I’ve highlighted any value greater than 2.9.
Let’s see how many times each month were highlighted:
Hmmm… Jan, Mar, Aug, and Nov were the most frequent months that had a stupid high volume. I did not include 2012 solely because I like nice formatting. During the McDICK, we see oscillating cycles that have been occurring for a shit long time.
Seems like quite the commonly occurring overnight changes. Also, I focused on overnight change since I made the assumption retail isn’t really a factor (#SorryNotSorry Europoors) and therefore, more just hedge fund fuckery. Overnight has been calculated as:
Looking at values from 2012 to 2020, it looks as if the greatest ones occurred like the end of each quarter. Interesting.
Let’s check the months that had the highest overnight change as well as volume, and look into the minute candles to see what they fuck is going on. Behavior looks REALLY fucking similar on these days:
Let’s make a fancy table to list the day of the month and year. Well, shit on stick. They often have bene occurring around the same time frame if not the same fucking day. 2019 seems all fucked but remember how the OBV dropped due to the share repurchase?
Let’s check the number of net total days in between those days:
Let’s check these dates out. The red dates are for the ones from the greatest overnight change and you can also see how they often are the ones with a ridiculously high volume as well.
Conclusion / Thoughts
C***-KEN and McDICK have been acting in extremely similar ways due to both exhibiting a stupid number of married options. The most recent data has been showing cycles that have been repeating itself with even the dates being basically the same. Ultimately, shit has been fucked up for a long time. Hold the fucking line.
The algo for GME has been so stupidly overpowering anything else that even the dates are pretty much the fucking same.
Edit 1: Moved the net days over because it was off by a cell
Edit 2: TLDR
Random Non Sequitur
INERTIAAAAAAA was very upset I used this image out of context. I assumed incorrectly that it was satire solely due to the funny names he used. I wanted to make it up to him by saying it wasn’t satire and that he indeed placed a lot of time and energy into making this and how despite the funny names, a lot of technical analysis was used in creating this.