A quick look at the FSC Lazy Man template shows DBC as the strongest momentum candidate at the current time with all other components down-slope. The portfolio was adjusted according 15 minutes prior to the Friday close. Just to clarify a few reader questions: the VIX is not a computational component of the Rotator but is simply overlaid as a means to assess overall volatility in the market. Also keep in mind that we’re looking at 3 day bars. On daily bars DBC is even more obvious as the current risk avoidance choice. The VIX jumped 25% on Friday and fingers are crossed that short term resistance at 20 will hold.
Related posts:
