Friday, February 15, 2008

Check the S&P500 and VIX rotation!

The Friday-based model has hit four in a row! In four weeks all recommendations were correct and, note, there were three rotations. If you visit the relevant webpage you will see that, for now, there is a pattern between the Monday and Friday predictions: the recommendations are for the opposite asset, e.g. S&P500 on Monday but VIX on Friday. Its going to be very interesting to see if and how this continues.

The cumulative, 4-week return of the Friday-based rotation is now at 28.09%.

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