A bit pompus to write the "big thread" but i have been contemplating this idea for such a long time. Why don't we have a big thread about statistical analysis relating to the ES or CL or any other instrument. After all, if we intend to get an edge, we need to know what price action behavior occurs over an over and at what interval or time. We want to get an answer to "What should i expect if...".
Not everyone is a programmer but what i suggest you to do is to share your hypothesis/question and someone might be able to put it into perspective.
So let's make this thread the big thread about stats.