Summer slow down...

If there is any out there (which I don't think there is...) actually keeping track of this blog and checking the related webpages please note that I will be updating them with delays. This time of the year many visit Greece for vacation and I live here, its very hard to persuade yourself to do much work. So, for the next couple of months predictions will come with delays!

Latest updates...

Been away for a conference and the webpages were not updated over the past two weeks. I just made the updates and the S&P500 and VIX models are performing exceedingly well! The Friday model's performance has hit a cumulative return of +70% in 22 weeks! Visit the webpage for more...

EurOil Index: is it time for a model update?

The gap in the cumulative return between the rotation model and oil is closing, although the strategy still outperforms oil. The model used is very simple and has been robust for 28 weeks, as of today, but the possibility of a model update seems to be increasing.

On the other hand the trend prediction that was made on April, for a fall in oil prices, is materializing and by next week I will be presenting comparative graphs to see if that trend prediction was right!

You should see this!

Both the EurOil Index and the S&P500 and VIX project webpages have been updated and simplified, check them out as they contain new information. On the S&P500 and the VIX front we had an interesting past two weeks as they involved rotations back and forth from S&P500 to VIX and they were mostly successful. After a drop the cumulative return for the Friday model will exceed 40% in 19 weeks!!! The Monday model that, although it predicted correctly late past week's VIX increase, had a big blow past Monday is also anticipated to come back on track tomorrow...

S&P500 and VIX update

As usual, and a bit earlier than usual for this week, the S&P500 and VIX project page has been updated. The rotation strategy continues to clearly outperform both the S&P500 and the VIX by a margin of over 10% for the past 16 weeks of the life of the project.