Friday, March 1, 2013

50% short tna

All systems hold today. Jt comp remains half short. Ill remain in cash. Have a great weekend.

edit: hike = hold (dumbphone...)

6 comments:

  1. thank you for everything, have a great weekend

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  2. 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?

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    Replies
    1. 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.

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  3. not many comments as we stare in wonder at this market

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