This is either the most autistic DD I've ever seen or actual genius level analysis
The fact that you correlated fucking RuneScape bonds to the S&P with a 49 day lag and got statistical significance is honestly impressive. Like who even thinks of this stuff
Now I'm wondering if we should be tracking WoW gold prices and EVE market data too. Virtual economies as economic indicators is such a weird concept but your data actually looks solid
YOLO puts on SPY based on RS3 bond movements when
Interesting, but I think there are a few econometric checks missing that could materially affect the conclusions.
Most importantly: if any of this is based on price levels or smoothed price levels (e.g. 90-day moving averages), both series are almost certainly non-stationary. Correlations and cross-correlations between non-stationary series can look highly significant even when the relationship is spurious, unless you explicitly test for stationarity or cointegration.
Related to that:
- Using rolling averages introduces strong autocorrelation and overlapping observations, which inflates t-stats and p-values if not corrected.
- The peak at a −49 day lag looks like it was selected after scanning many lags, that’s effectively multiple testing, so the reported p-value likely overstates significance.
- Min–max normalization makes unrelated trending series visually align, which can be misleading.
To really support a predictive claim, do:
1. stationarity tests (ADF/KPSS) and returns-based analysis,
2. lag selection done out-of-sample or with multiple-testing correction,
3. HAC / bootstrap inference, and
4. a clean out-of-sample forecast comparison vs a simple benchmark.
Without those, it’s hard to rule out a constructed lead-lag relationship rather than a genuine signal.
https://preview.redd.it/qwhxvza2he8g1.png?width=613&format=png&auto=webp&s=a1e4735974fbd7f67f3007911da8f4f09ce5c20e
Been long as many as 15,000 shares starting at $5. Bought right after they crashed a rocket 2.25 years ago and some simp on CNBC said it was a good play. What did I know? Since then I have lightened my position 3 times (22, 47, 70). What I hold now is free & clear and I will ride until they are in the S&P, or buy SpaceX, whichever comes first. (Ha!)
2 ways
Old way. Buy and hold stocks that everyone knows about but has hidden upside. NVDA 3 years ago. Bought and only recently sold some.
New way. I heard about RKLB 2 years ago here on WSB. Bought some. Did research. Space was going to be big. Watched interviews. Kept accumulating.
I've invested around 125k. Just hit 500k yesterday. Haven't sold a single share. Bought my first at 6. Bought some more at 50.
I was in Tesla waaaaay early and sold after 100% increase. I learned if you have the one in 20 year company, you HOLD.
Most of my investments are in s&p 500 so even if rocket lab failed I'd be fine. 10% of my portfolio was (since its way more now) for risky bets like rklb.