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I made an adjustment to my MIX vs VIX calculation these are the
re-calculated numbers. Unfortunately I cannot post this number prior to
the open, since it requires the VIX as an input. I will try to update
this number as soon as I can get an open figure for the VIX. The signals
posted here however were based on end of day data. The buys or sells
would have to have been entered the following day. I am expecting with
the drop in this number today that we will see a down mkt tomorrow. Bare
with me , this is still a work in progress.
10/1/97 0.06 Buy
10/2/97 -0.22 Sell
10/3/97 0.09 Buy
10/6/97 0.46
10/7/97 0.80
10/8/97 0.18
10/9/97 -0.08 Sell
10/10/97 -0.28
10/13/97 0.17 Buy
10/14/97 0.12
10/15/97 -0.01 Sell
10/16/97 -0.33
10/17/97 -0.46
10/20/97 0.41 Buy
10/21/97 0.01
10/22/97 0.10
10/23/97 -0.25 Sell
10/24/97 -0.55
10/27/97 0.02 Buy
10/28/97 0.56
10/29/97 -0.11 Sell
10/30/97 -0.55
10/31/97 0.14 Buy
11/3/97 0.39
11/4/97 0.06
Good Luck
Ron McEwan
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