If the dji and spx finish positive the call is to be 1x short.
IF the dji is positive and spx negative at close the call is long at 0.3x.
If both close negative then the call is 0.3x short.
How's that for confusing?
Will trade the spx.
Ended up short for tomorrow.
Monday, July 6, 2009
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If (The dji and spx finish positive ) then 1x short.
ReplyDeleteELSE If (The dji is positive and spx negative at close) then long at 0.3x.
Else If(Both close negative) then 0.3x short
Else
Null
The 4th combination was not likely. That is correct. It may be tough to call with the spx hovering around the inflection point.
ReplyDelete