You have to see it...

The TbR project with the S&P500 and the VIX is becoming very interesting. Its not just the cumulative return of the strategy (which is now above +20% over 13 weeks) which is way the return of either asset (the VIX has a 3.95% return but only for one model); it is also their convergence in their cumulative return and their (suggestive) common signals for Friday and Monday. Plus, the sign success ratio is 69.2% for the Monday model and 58.3% for the Friday model, which are very good (and are over the long-run sign success ratios of the evaluation periods in historical testing - its going to be interesting to see whether I will continue to get such high sign success ratios)...More to follow on the EurOil Index project and the Euro and Yen project...