Systematic Models Signaling Long or Short Right Here?

2012-08-16 · by · in Equities, Historical Analysis, SPX, Volatility

Close, but no cigar on the short signal. Only 9% in incremental complacency and we’ll get there on the systematic model. Probably down to about two-four trading days in terms of time. After that, we need to see volatility (choppy…

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