Posted By: Mike   Date: Sun Feb 24, 2008

Title: Go to Cash on Tuesday?

Message:
  I assume this means that a high for the Dow is hi-prob to print Tuesday, not Monday?

Response:
  The trading model does go to cash at the close on Tuesday. I will send an email on Monday to remind you of the change.

  Our model does not predict daily closes so I have no idea when the high will occur this week. Since the ANO is falling quite rapidly, either going to cash or using some hedging strategy (like buying put options) is probably a good idea.