I don't own the system but from what I understand it is essentially a vol breakout method with a few bells and whistles. So I am wondering what the recent performance has been given the recent vol expansion in the SPs, NQ, etc. Does anyone out there track it / trade it?
I have seen in the past that it was once hugely successful
but it went through a tough time when SP vol compressed.
I have seen in the past that it was once hugely successful
but it went through a tough time when SP vol compressed.