Straus and others had compiled reams of files tracking decades of prices of dozens of commodities, bonds, and currencies. To make it all easier to digest, they had broken the trading week into ten segments—five overnight sessions, when stocks traded in overseas markets, and five day sessions. In effect, they sliced the day in half, enabling the team to search for repeating patterns and sequences in the various segments. Then, they entered trades in the morning, at noon, and at the end of the day.
