The Spin Zone

Nov 10, 2020 | Daily Note

  • Quant funds have been in the spin zone for a few days
  • 10 standard deviation moves yesterday in momentum factors will put you in the spin zone
  • Only one ETF trade - covering XLB for a couple percent gain
  • Seeing a large number of new upside DeMark Sequential and Combo sell signals within the S&P and with ETF's
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