VIX Volatility Model - Model moves to CASH/NEUTRAL on February 25, 2016

Published : February 25 2016 at 13:27 ET

The model has switched back to CASH. The fail-safe was hit. Positions should be closed out roughly breakeven. Of course, some members may have taken quick profits yesterday when 2x ETF UVXY was up as much as +15.7% from the buy price just two days prior. For 1x ETF VXX, it would be roughly half of +15.7%. 

Expect elevated levels of volatility to continue for the time being.

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