The Bubble Index with Fake Data

Here are two examples of random data ran with the algorithm of The Bubble Index. The first is a Geometric Brownian Motion and the second is a Weiner Process. It’s interesting to note the the shorter time frames (52, 104, and 153 days) never reach more than 20 and most of the time lie below 10. The longer time frames (256, 512, 1260, and 1764 days) can sometimes spike to large values. Comparing the output of the Geometric vs. non-Geometric Brownian motion, one can note the effect of exponential growth in the corresponding larger values of The Bubble Index. (Values are standardized)