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To: Les H who wrote (3155)	10/8/2002 10:07:50 AM
From: Les H	Read Replies (1) \| Respond to of 29597

time cycles The very best cycle I have found in the stock market averages 19.625 weeks (99 trading days). With a standard deviation of about 9 trading days (roughly 9%). harleymarketletter.com Two standard deviations (if assuming the normal distribution) would mean the low could be be within 4 weeks off on either side of an essentially 20-week cycle low.

To: Les H who wrote (3155)	10/8/2002 10:56:39 PM
From: Les H	Read Replies (1) \| Respond to of 29597

Volatility premiums for Tuesday Oct 8, 2002 volatility index vs. 30-day actual volatility S&P 100 (OEX) 402.88 VIX 46.46 - 2.72 30-day volatility 31.74 + 0.50 premium (discount) 14.72 - 3.22 recent peaks in the volatility index VIX Jul 23, 2002 + 20.02 S&P 100 396.75 VIX 50.48 intraday high 56.74 30-day volatility 30.46 premium (discount) 20.02 Sep 24, 2001 + 15.40 S&P 100 410.88 VIX 45.38 intraday high 57.31 30-day volatility 29.98 premium (discount) 15.40 NASDAQ 100 (NDX) 811.47 QQQ 20.20 VXN 61.16 - 1.16 QQV 53.63 - 0.26 30-day volatility 41.04 + 0.07 30-day volatility 37.86 - 0.04 premium (discount) 20.12 - 1.23 premium (discount) 15.77 - 0.22 recent peaks in the volatility index VXN and QQV Jun 26, 2002 + 31.03 + 22.47 NASDAQ 100 1027.22 QQQ 25.45 VXN 64.14 QQV 56.39 30-day volatility 33.11 30-day volatility 33.92 premium (discount) 31.03 premium (discount) 22.47 Jul 23, 2002 + 18.78 + 8.12 NASDAQ 100 896.82 QQQ 22.40 VXN 66.39 QQV 66.39 30-day volatility 47.61 30-day volatility 58.27 premium (discount) 18.78 premium (discount) 8.12 Sep 24, 2002 + 14.58 + 13.10 NASDAQ 100 843.61 QQQ 21.03 VXN 59.40 QQV 52.14 30-day volatility 44.82 30-day volatility 39.04 premium (discount) 14.58 premium (discount) 13.10