Tuesday, April 22, 2008

Its worth seeing this!

Check out the performance of the strategy for the S&P500 and the VIX. Over the past 5 weeks there were 4 rotations in the Monday model and they were all correct; that brought the sign success ratio of the strategy to over 70%!!! Such a high ratio I have not encountered before in any of the evaluations I have done and is going to be very interesting to see if this performance will continue...

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