Friday, February 29, 2008

Update: S&P500 and VIX

Yes! The markets are down but the models are up! Despite last week's (Friday data) sudden last minute reversal in the VIX, the trading recommendation for this week was right on the mark.
The S&P500 dropped -1.67% with respect to last Friday but VIX was up 9.81%! 
The cumulative return of the Friday strategy is now at 34% in 6 weeks.  Please visit the webpage of the S&P500 project for further updates tomorrow and on Sunday.

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