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Sunday, March 15, 2009

Stock market trading update March 16th


The S&P Model is long as of the close of February 11th. This model will sell the long at the close tomorrow March 16th if the VIX stays above 40.03

The NASDAQ model is short as of the close on March 13th. No open orders.

The VIX Model is long as of the close on March 11th. No open orders.

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:

Sid said...

Hello ripe trade

Based on your march 12th post shouldnt be your NASDAQ model already short based on VXN parameters?

Ripe Trade said...

Sid,
You are correct , I just updated the post.