wont mean much to most, but short term modified (due to low volume and usually small daily range) NL in full size (10/11/9) soy crush also turned lower. I believe the 1:1:1 did as well, but dont have data in front of me.
energies....only thing I see other than red is a possible short term rotation in rb and ho. hate to do it though with rb/ho only @ -.08 though. our gauge for rotation isn't strictly ACD based, but is sort of a derivative of ACD applied to spreads (calendars / cracks / inters) and flat price. A derivative of a derivative of a derivative in some cases....just need to find ACD options and then either VIX or CSO on those and get this out to a 5th derivative! haha
energies....only thing I see other than red is a possible short term rotation in rb and ho. hate to do it though with rb/ho only @ -.08 though. our gauge for rotation isn't strictly ACD based, but is sort of a derivative of ACD applied to spreads (calendars / cracks / inters) and flat price. A derivative of a derivative of a derivative in some cases....just need to find ACD options and then either VIX or CSO on those and get this out to a 5th derivative! haha
