Wow. Just “wow”. The model score today worsened to -41. Despite the strong rally. The model says we are very close to or at a significant top in the risk relationship. We are on the cusp of a large move either way. This kind of oscillation of score counter to equity market action, presages volatility.
Owners of MSFT & V should check to see if these securities are still needed in their portfolio, as the picture is rapidly deteriorating in those names.
We are still in full Risk Off, invested in TLT.
We are very near to a big impulsion moment, either up or down. Maximum protection of portfolio time via options.