Hi Rich- What is your explanation for the volatility in ANO. Seems the
past weeks the volatility and size of daily up/down moves are "off the charts".
Is this volativity correlated with major trend change (topping) behavior?
I don't have an explanation for the wild swings in the ANO. I can't complain
too much as the model is doing quite well predicting the market. I believe the
move to cash yesterday was mainly due to the big drop in the Dow transports.
Why the model moved long tonight is a mystery. The model is non-linear so small
changes in the inputs can cause large swings in the output.