VXX Daily Trend Model

The VXX_Daily Trend Model has steered true all summer long.  It will take almost a 10% pop to reverse this model LONG, which would be a Sell Signal for the market:

4/27: BUY   @ 20.50
6/15: SELL @ 26.70
6/24: BUY  @ 28.24
7/7:  SELL @ 26.90
Currrent:   @ 21.73

Note that half the trades were wrong, but that the winners gained substantially  more then the losers, with all four trades gaining a cumulative 8.69 points, or about 42% for the period shown.  This has been a characteristic of this model going back 18 months making it a candidate to filter all market timing signals from the indexes directly, avoiding trading against the direction suggested for the market (inverse to indexes). 

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