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J, you mention in your update that the CCI system occasionally outperforms the JTS system. I was wondering if you've been able to identify the market conditions that favor CCI?
If CCI outperforms the JTS, it's probably not because the market condition favored the CCI, but more likely because the JTS simply blew a signal and got trapped in the wrong position. That occurs randomly from what I gather. But in general the CCI favors mean reversion.
not many comments as we stare in wonder at this market