Also as indicated per yesterday's link to the dollar as the new VIX here's the MVP momentum model's take on the dollar...without the PCL filter.
What's interesting here is the model's ability to double the buy and hold UUP benchmark equity over 2 years while trading only 20% of the 502 buy and hold study period AND only winning 50% of the vested trades AND only sustaining 40% of the buy and hold drawdown..
The 2 Day Alert has fired in both models but so far a risk on strategy has not suffered drawdowns.
We'll look at how EEM (the nemesis of the dollar) fares with MVP on Friday.
An updated MVP version will be sent out this weekend to current license holders.
