Note that our optimized limit stop % has risen to 2.6%.. a massive jump from April when it was riding at a sleepy .8%....an all time low.
Both the Skew and the TrendX charts gave us a clear signal back on May 6th that things were about to change.
Actionable Risk Opportunities, Tactical Musings and Timing Indicators for Investors
Wednesday, May 22, 2019
Delta Neutral Update....05.22.2019
With volatility on the uptick we are once again mining some nice gains in the delta neutral QQQ based model using QLD and its inverse QID. The model produced little return in Aprils due to depressed volatility but since MAY 6th we've seen a sizable bump. Patience is the name of the game when playing delta neutral along with attention to the rules that demand a quick position exit if intraday reversals trigger...of which we've seen several in May.
Note that our optimized limit stop % has risen to 2.6%.. a massive jump from April when it was riding at a sleepy .8%....an all time low.
Both the Skew and the TrendX charts gave us a clear signal back on May 6th that things were about to change.
Note that our optimized limit stop % has risen to 2.6%.. a massive jump from April when it was riding at a sleepy .8%....an all time low.
Both the Skew and the TrendX charts gave us a clear signal back on May 6th that things were about to change.
