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For Buys (sells are reversed):
1. Today the VIX closes 5% above its 10-period moving average.
2. The LOW of the VIX today must have been BELOW its 10-period moving
average. Also, we won't take any sell signals if the VIX is above its
100-day moving average.
3. Buy the S&Ps on the close.
4. Exit the S&Ps on the close when the VIX crosses its 10-period
moving average.
TIA
Eugene
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