Commentary, Methodology

9/9/20 Consenso x00 and Next Day

The four possibilities for x00 resolution are shown in the top table. xC0 does not occur in nature, the same as the other side, x3F. The only possibility for a long signal tomorrow is x00. x30 is the big disaster if trend following is not on.

The table at the bottom says it all regarding the buy signals. The relative size of CH and CL shows the relative volatility of the states. Note that xCC and xCF are the most volatile with this measure.

Consenso works by selecting the most common state for each day for the strategies that are coded “Y” in the table below:

The table above shows the Consenso signal in xDS. After that is determined xDS is concatenated to the xFF5 signal string (last character) so that it participates in return analysis.

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