As mentioned yesterday the MVP is a different way of looking at integrated price and volatility dynamics and although the frequency of trades may only be a half dozen a year, the reliability of the signals is very attractive and the rest of the time capital is in cash..
Note that the different ETFs have different trigger dates and frequency of trades.
Best to click on each chart to see detail better.
If you're trying to mimic the ATR and PCL charts by tweaking the M1 platform be advised that the "Trend" algorithms are not just simple moving averages, but more elaborate constructs, so your signal intersects may not match those shown below..
July 4th weekend the MVP platform will be available to Mosaic subscribers.
And, finally XIV >>> Note that the trigger thresholds are up at 6%+, reflecting the high beta of XIV relative to SPY and the other index ETFs. The ATR/PCL offset is also greater than the other low beta ETF studies to compensate for the resultant higher lag between the 2 indicators.
