etfmsolutions: Delta Neutral Update and Momo vs MR for QLD

Sunday, January 13, 2019

Delta Neutral Update and Momo vs MR for QLD

The market's been in a bit of a funk last week so we didn't get any trade triggers. Vol may pick up this week if POTUS goes for the Emergency funding option and Dems go ballistic. Well see.
As an aside here also are the QLD performance metrics for our VIXEN TF (volatility momentum) and VIXEN MR (volatility mean reversion) models. It's more than surprising to me that the metrics aren't all that different....you just have to pick one or the other....or go the safe route and play DN.
Always keep in mind that the VIXEN models are NOT based on price parameters but are based solely on daily volatility analyzed using a toolbox of range algorithms.

Commentary and Updates

Mosaic Solutions commentary is typically published daily as time permits and market action warrants.
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