Where can I find a mean regression equations/models/logarithms for the major stock indexes?

At 46, I have been an extremely successful day trader for over 20 years. As I begin to approach my retirement age, I am trying to reduce my risks (and work time as well), by transferring more of my funds into my IRA, for longer-term investments. As a professional technical analyst, I believe it is necessary to look into models of indexes, and apply my current knowledge of trends, patterns, and indicators to extend my gains in preparation for retirement. I understand that they are not indicative of future results (entirely), but I have had success with such models on stocks with betas close to one. By the way, with my experience, I am extremely embarrassed about my inability to find these models myself. Please note that anything short of a formula, source, or formula-producing method will not be of any assistance to my cause. I greatly appreciate your time.

You can do this easily via minitab and historical prices downloaded off yahoo finance. I know what you mean, and have performed similar studies myself.

My blog also contains more relevant information in this area.

All the best.

You cant find a formula because none exists.

Day trading does not work the same way long term investing does, so your success in one won't help you with the other.

People who try mean regression approaches make a decent return for a while until all of a sudden the account blows up. This is because outliers occur far more often than predicted by the normal distribution found at the heart of mean regression models. Activity is also not symmetrical. You must correctly allow for both skewness and kurtosis.