R Option still flat and so far the system did not see enough US Equity Buyers to enter long at current levels. If they do not appear I will not enter. I still read net sellers in US for September; this is likely to change as soon as the data for yesterday’s volume is published.
Historically, it is normal for the strategy to be out of the market for this while. However, for some of you who are new is something new. This morning we had a new all-time high in SPX and NDX failed to print a fresh new all-time high yet.
Fund Flows data show that Asian Stocks are being bought by North American and some European Funds.
I take this VIX levels to add some hedges to the overall portfolio
FUND FLOWS
NDX MAP
SPX MAP
