jacobit

Sustained UVXY Finite Volume Smoother Cross... Bear yourself.

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AMEX:UVXY   ProShares Trust Ultra VIX Short Term Futures ETF
The Kalman Smoother is a lookback-probabilistic tool.

That means here, we exercise hindsight. See what happened last time we had a sustained cross?

Ladies and gentlemen, this timeframe is is on the weekly...
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Mean reversion is triggering with the MVWAP bands. Options expiry is going to bring a whole new wave of unknows.
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