The S&P Model is long as of the close of February 11th. This model will sell the long and get short at the close tomorrow March 13th if the VIX stays above 40.75
The NASDAQ model is long as of the close on March 11th, This model will sell the long on a stop at 1056 and or sell the long and get short at the close tomorrow March 13th if the VXN closes greater than the VXN open or if the VXN close greater than 40.77 or if the VXN stays above 40.66
The NASDAQ model is long as of the close on March 11th, This model will sell the long on a stop at 1056 and or sell the long and get short at the close tomorrow March 13th if the VXN closes greater than the VXN open or if the VXN close greater than 40.77 or if the VXN stays above 40.66
The VIX Model is long as of the close on March 11th. No open orders. This model had a rough debut with 5 loss’s in a row but has now rallied back with 5 straight wins and now in the black.
The road map image at left shows the current long and short term influences on the S&P and real time out of sample performance results on the models mentioned above, for a longer term model performance history click on the links above.
The road map image at left shows the current long and short term influences on the S&P and real time out of sample performance results on the models mentioned above, for a longer term model performance history click on the links above.
2 comments:
Q: Is the VIX considered to have NOT stayed above 40.75 due only to the dip below that between about 10:05 and 10:15a.m.?
I guess that's the difference between saying "stays" and "closes", right?
I guess I'm answering my own question but just wanted your thought or verification.
I appreciate your site.
Yes stays above just means the low of the day has to be greater than 40.75, which it did not.
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