Monday, May 8, 2017

M6 Market Outlook and Ponzo Updates....05.08.17

Both vested M6 positions were modest losers today and only the M6 mean reversionn model is vested for shown below.
The current Ponzo updates aren't all that divergent...except for the VIX outlook...which is downright scary and reflects a complete collapse of our current abnormal low volatility VIX readings...,<10.