Thursday, October 24, 2013

VEGA Slows To Exit...10.24.13

Heads up on the VEGA all in model...we are seeing signs that momentum is waning and the P6 stops have fired a CASH position warning..  The model has done well over the apst 3 months but with the VIX back down to the low 13 levels there's not a lot of juice left in XIV to go much higher.

This suspicion is supported by the SPY TrendX chart in the side panel...but the markets has surprised to the upside consistently before so these fears may be premature.  Nevertheless, worth keeping a close eye on the exits.
Identical performance results can be attained by using the T6 model or simply entering only 6 inputs in the T11 model.