The CCI system will go long once again - its third flip in as many days. The JTS, now unhealthy again, will cover the short position and move to cash. With 1 system long and the other in cash, the JT Composite moves to 50% long XIV. I'm selling my TZA on the close and purchasing another 33% position in XIV. I would go 50% XIV today, but I made a decent sized AAPL purchase earlier so I'm already going to be about 50% long between the 2.
Thanks! And for those that went short yesterday, congrats on the big win!