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!

No comments: