Was out on Friday, but here’s
update. Attached shows raw short term equity curve (yellow) for system I spoke
of earlier. Purple and blue are volatility lines. If crossed down,
indicates exit all trades. If crossed up, indicates re-enter trades. Green
curve shows net results of this logic. As I described, lines were crossed
down last Thursday (weakly). Trend continued Friday, and we may continue today.
Cyan line is Buy and Hold.
Regards,
Gene
