Fixed before any outcome, on the 95% range of the gain-side difference: wholly above zero and reaching 0.27 gives yes when the loss side also reaches 0.27 and both sides reach it over returns within ten percent either way, with the distance from the average price allowed for and on the equally weighted average price; otherwise partly. Above zero but under 0.27, or under 0.27 and including zero, gives not at the size tested. Anything else gives not settled.
Data and method
Each session, shares are split at their past year's average price. Within each group, how much the day's trading volume stands above its own recent normal is fitted on the previous twenty trading days' gain and loss, allowing for the share's own volume over those twenty days, how much its price swings changed, the day's move, price and trading value. The difference is read in stretches of about three months, because neighbouring days share most of the same twenty-day move.
Main estimate
0.366 ratio (95% range 0.191 to 0.541), from 1259 observations
How it was made
Run took 78 minutes; independent code review: approve; the recorded calculation reruns to the same result.
Fingerprints
plan 504d00b93ec4799a26cd51f1fafe673a0e09130990fb7bbb5ac87f633db54665 result d6729a2fb8844b2a499b619ce1968b4eeb94235dc3de807566ed7b978100bce9
Exploratory work on development data; not a performance claim.