Friday, July 13, 2012

Composite back to cash...

The CCI system is detecting an elevated level of risk and is dumping its long position as a precautionary measure. The JTS will remain on the sidelines with a hold signal. With both models out of the market, the JT Composite system is headed back to cash on the close today. The profit from this trade is a bit underwhelming though better than the alternative. Have a good weekend all! See ya back here Monday.


  1. Thanks, J. And have a good weekend.

  2. As J and others are fully aware, the market has been historically very volatile since 2009. I've heard the argument made that such volatility would have favored trading in highly leveraged ETFs such as TNA. On the other hand, I see an argument for such an environment being inimical to such ETFs due to the possibility of excessive whipsaws. Does anyone know the actual relationship between high general market volatility and the performance of systems like J's that rely on 3X leveraged ETFs?