Dear Jason: I wrote an article for my students based on your "Fact File:
S&P 500 Sigma Event" which includes data on monthly and annual returns.
I can send you a copy if you wish. Dr. Floyd Vest, Retired Professor of
Mathematics and Education, Mathematics Department, University of North
Texas, 940-387-2137, 1103 Brightwood, Denton, TX 76209, [email protected]