Intermarket analysis vs markets-in-isolation on day scale.

I am revisiting the issue of the intermarket analysis on the day scale. The conclusion from the previous report on the subject was that, the rest of the algorithm being the same, intermarket analysis gives no advantage on this time scale and simpler analysis of the isolated markets should be preferred. In this report, data on the predictability of high and low are added and a bug related to the estimation of statistical precision of the data is fixed. Nevertheless, the conclusions remain the same.

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