Author name: sunygxc

Current ACAP Momentum/Trend Model Signal: POSITIVE (Day Count = 2) The SPX index gained 85bps during yesterday’s session, hitting a new all-time high (ref 6592) and a new all-time closing high at 6587.  Momentum and trend indicator improvement is gaining steam.  My Spot VIX signal remains “neutral”.  My VIX Term Structure signal remains “risk on”.  […]

Current ACAP Momentum/Trend Model Signal: POSITIVE (Day Count = 1) The SPX index gained 30bps during yesterday’s session, hitting yet another new all-time closing high at 6532.  Momentum and trend indicators have slowly improved and confirmed price.  My Spot VIX signal remains “neutral”.  My VIX Term Structure signal remains “risk on”.  The ACAP Momentum/Trend Model

Current ACAP Momentum/Trend Model Signal: NEUTRAL (Day Count = 3) The SPX index gained 27bps during yesterday’s session, hitting a new all-time closing high at 6512.  Momentum and trend are steady/improving.  My Spot VIX signal remains “neutral”.  My VIX Term Structure signal remains “risk on”.  The ACAP Momentum/Trend Model signal remains Neutral.  Although I could

Current ACAP Momentum/Trend Model Signal: NEUTRAL (Day Count = 2) The SPX index gained 21bps on the session yesterday, closing at 6495.  The session was relatively quiet as the high/low range of 6508/6483 was tight and well within Friday’s range of 6532/6443.  Momentum and trend indicators held.  My Spot VIX signal remains “neutral”.  My VIX

Current ACAP Momentum/Trend Model Signal: NEUTRAL (Day Count = 1) The SPX index lost 32bps during Friday’s session, closing at 6481 (previously highlighted resistance level).  This modest loss came after the index hit yet another all-time intraday high at 6532.  My momentum and trend indicators continued to improve.  My Spot VIX signal is “neutral”.  My

Current ACAP Momentum/Trend Model Signal: NEGATIVE (Day Count = 4) The SPX index gained 83bps on the session yesterday, closing above 6500 at a new all-time closing high of 6502.08.  There was some confirming improvement as well in my momentum and trend indicators.  My Spot VIX signal is “neutral”.  My VIX Term Structure signal remains

Current ACAP Momentum/Trend Model Signal: NEGATIVE (Day Count = 3) The SPX index gained 51bps on the session yesterday, closing back above the 10dma (ref 6444) at 6448.  Momentum and trend indicators continue to degrade.  My Spot VIX signal flipped back to “neutral”, returning +1.87% on the trade.   My VIX Term Structure signal remains

Current ACAP Momentum/Trend Model Signal: NEGATIVE (Day Count = 2) The SPX index lost 69bps during the Tuesday session, closing at 6415.  The low on the day ticked well below 6400 (ref 6360) but the index managed to recover over 50% of the early session losses by the close.  Momentum and trend indicators degraded further. 

Current ACAP Momentum/Trend Model Signal: NEGATIVE (Day Count = 1) The SPX index lost 64bps during Friday’s session, closing at 6460.  The 10dma (ref 6444) once again acted as firm short-term support as the index hit a low of 6444 and bounced.  Momentum and trend indicators are struggling to break out and degraded on the