Last day of the month tomorrow...typically bullish but the wild swings today have shaved the odds considerably. I've revised the old pivot model to integrate a volatility component and term it the PVOL model. It clearly generates a somewhat different set of vesting signal than the VIXEN but the results are offer good risk. reward odds. Keep in mind that both models are set to mean reversion mode rather than trend following since our underlying premise is the volatility trades tends to be much more reliable when using a mean reverting rather than trend following strategy.