VIX Volatility Model - Model moves to CASH/NEUTRAL on June 29, 2016
The model has switched back to cash. The fail-safe was hit. Expect amplified volatility, thus it may take more than one try to hit a profitable trade. That said, amplified volatility increases the odds of hitting a 7.5% gain in VXX (approx 15% UVXY) in which case the profit taking rule kicks in.
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