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DIX-GEX Signaling for $SPX: Does it have value in a multi-factor model for portfolio management?

December 10December 10 ~ Stephen Harlin, MD

Highlights, in chronological order:

DIX-GEX Sell Signals Analyzed

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DIX-GEX Buy Signals Analyzed

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DIX-GEX Algorithmic Trading System

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Combined with TSMOM, DIX-GEX outperforms $SPX

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DIX-GEX Accurately predicted the most recent decline in $SPX.

DIX-GEX: A Freight Train Coming Through the Fog

 

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