etfmsolutions: Introducing the MOZ VIX signal....02.11.18

Sunday, February 11, 2018

Introducing the MOZ VIX signal....02.11.18

In an ongoing effort to generate a daily VIX signal using differential parameters I have modified the pairs trading model to focus on a single issue using a variation of the standard z-score statistical algorithms. This is an update of the old z-scored based Z model from a couple years ago that we used to signal index ETF directional moves with a fair degree of success.
Once again...the MOZ signal forecaster only looks back 6 months but, as can be seen below, the success rate is 100%...although only 13 signals were generated. The MOZ signal will now become the companion signal to the mean reversion VIX signal posted last Wednesday..VIXEN MR.which is based strictly on volatility behavior using the confines of the ATR, open to close and previous close to current low metrics. There are NO stops, limit or fixed, defined within these VIX models since we are only generating a directional signals of a statistical derivative.
Current MOZ and VIXEN MR signals shown below.

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