Recent Crosses in S&P and Nikkei, from Victor Niederhoffer
Using monthly prices from 12/31/05, when Nikkei was 16111 and S&P 1248
changes in overs and unders of Nikkei versus S&P index
date Nikkei price S&P price
01/08 13592 < 1378
02/08 13603 > 1330
03/08 12562 < 1323
05/08 14338 > 1400
09/08 11259 < 1166
02/09 7568 > 735
10/09 10034 < 1036
Seven reversals with many chances for profits (in retrospect). This should be generalized.