Commentary

12/3/20 – Midday Signals

The foxes are split between xFC and xCC.

I’ve sort of circled around to looking at the signals after studying binary decision making in some depth for a few months. The table shows that Zcon1 natural log YTD performance with xFC is poor over the 32 trade days. The high achieving m13m21 combination is showing xCC which has performed well. The two states combined on the same day has only happened twice before today with decent results.

xCC with Zcon1 is slightly negative for the year but a winner during the crucial CO period. That is important to keep in mind if there is weakness into the close.

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