Tuesday, March 26, 2013

CCI shorts.

The JTS will remain long, but the CCI is going short today.  With the 2 systems at odds, the JT Composite moves to a 100% cash position.  Nothing new for me, I will remain in cash for now.  Thanks!


  1. J, what do you think it means when a trending indicator and a mean-reversion indicator disagree? In other words, is there any way that we can make sense of the opposing signals by JTS (which I assume to be more of a trending indicator--is this correct?) and CCI?

    1. I'm not sure what to make of it. Could just be a fluke that they r opposed. Or rather as JKH would say...this market sucks. Zzzz

  2. J, here's a post that might shed some light on the CCI vs. JTS issue: http://dontfearthebear.com/.

    It's about XIV, so it might not apply to TNA, etc., but it is interesting how mean reversion works sometimes and not others.