///This Week
After setting a new all time high, $SPY (State Street SPDR S&P 500 ETF) hasn't really made much progress. There have been major news events which would have moved markets for days in the past, their impacts seem to be limited to intraday swings recently. Just an observation.
//Trading System
The trading system is still version 6.1FUC, more importantly, it is now out of sample for almost two weeks. The only true assessment of a trading system, is it's performance out of sample. The longer the duration the better. Two weeks is nothing but it's a start.
/Trading Strategies
The $UVXY (ProShares Ultra VIX Short-Term Futures ETF) position was finally closed this week. Usually, after a correction, the Vix makes a new low before the indices make a new high. The reverse was true for this latest correction. It's not just the volatility strategy but all strategies have made no progress, resulting in an increased drawdown. I can't interfere with the strategies so I'll just have to wait it out.... Show More
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