Friday, February 8, 2008
What a difference a day makes!!!
The S&P500 and VIX rotation strategy is now running for three weeks. The Monday-based model, that I started just before the turmoil of the week of the 21st of January is down about 12%. But the Friday model is up26.70% with a 3/3 correct hit rate and 2 rotations. This is going to be a very interesting exercise as historically both models perform very well. Visit the relevant webpage for more!
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