Mean Reversion and volatility systems

    Posted by matt on 3rd of Apr 2025 at 04:16 pm

    nada - no mean reversion systems triggered not did any of the volatility systems. 

    And for the mean reversion systems, the only ones that can trigger anymore are extremely high probability ones so I actually don't mind if 1 or 2 show up soon.  It's not like before when you had some systems can trigger early and get caught -we are not in that type of market now 

    the point I'm trying to make, for anyone who get shell shocked on the last mean reversion SPY/ES  systems, for me personally I would not have that fear for any that might start to trigger again soon because of what I described

    Matt, which ones can trigger

    Posted by waves7 on 3rd of Apr 2025 at 06:58 pm

    Matt, which ones can trigger in this environment? Thanks!

    Matt  It feels like your

    Posted by rbreese on 3rd of Apr 2025 at 04:18 pm

    Matt  It feels like your wash out is coming soon with sentiment near EXTREME levels and VIX finally showing fear. 

    Put/Call getting up into those

    Posted by oreo on 3rd of Apr 2025 at 04:21 pm

    Put/Call getting up into those higher ranges usually makes for a good bounce. 

    I see somewhat close by gaps at 5344ish SPX and 5200ish. The 5344 is large and obvious, maybe hit that one and rebound?

    Oreo also with  NAAIM exposure

    Posted by rbreese on 3rd of Apr 2025 at 04:24 pm

    Oreo also with  NAAIM exposure shows Institutions at lowest longs in last 12 months. So the ingredients are falling into place. VIX closed 30.2 too. 

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