Thursday, June 7, 2018

QLD long for Friday...06.07.18

Defying common sense the QLD Vixen and PVOL models are long while the mean regression MR model flat.  To date, the MR model has produced the best win/loss ratio while the PVOL (blended priced pivot momentum and volatility trend) has produced the best total returns (keeping in mind we use the risk management strategy of never allowing an early wing become a loss intraday...this has produced an additional 15.5% total return not reflected in the published metrics.)