Algorithm 2. IAD Calculation.

1: function IADCalc(indexVals[[], windowStart)

2:  for j between 30 and (indexVals.size-60) do

3:   maxAbsDiff = 0

4:   left = 0

5:   right = 0

6:   avgLeft = average value of all Index values before j

7:   avgRight = average value of all Index values after j+30

8:   diff = ABS(avgRight–avgLeft)

9:   if diff ≥ maxAbsDiff then

10:    maxAbsDiff 0 diff

11:    left = avgLeft

12:   right = avgRight

13:    windowStart = j

14:   end if

15:  end for

16:  lowestVal = getLowestVal(indexVals)

17:  movedZero = lowestVal–0.01*lowestVal

18:  absDiff = ABS(right–left)/MIN(left–movedZero, right–movedZero)

19:  if absDiff ≥ 5.0 then invAbsDiff = 1/absDiff

20:  else if absDiff ≥ 1.0 then invAbsDiff = 10/absDiff

21:  else if absDiff ≥ 0.5 then invAbsDiff = 100/absDiff

22:  else invAbsDiff = 1000

23:  end if

24:  return invAbsDiff

25: end function