Monday, November 16, 2015

SPY Ponzo Gets Volatile....11.16.15

This week's update of the SPY Ponzo forecast is unusual in the high degree of non-linearity (equals uncertainty).  This is the jumpiest forecast we have seen in 2 years of monitoring SPY and it corresponds with the recent failure of the markets to conform to typical tracking metrics.
The M3 low latency approach has held up well over the past 2 months especially in the area of risk management, which is our avowed prime directive.
Going forward we're still forecasting negative for the year end.


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