The stock indexes and the VIX almost appear to be playing a game of chicken. The indexes were only slightly off today after a missed set of economic reports with unemployment numbers higher than expected along with an uptick in CPI. PPI is out tomorrow in the pre-market. The VIX also remains above 20.
The chop based and mean reversion strategies did well as the One Million MNS was up 1% today while the 250K Portfolio was up $2,150 in live trading.
The hypothetical results for the Stock Index Portfolio 18 included only one trade today of +$1,975 in the E-mini and +197.50 in the Micros.
The PPI report tomorrow will be interesting to close out the week. The daily charts of the indexes look like a market with a VIX less than 15.
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