Meta Strategy Trading Portfolio – Probability Map Update.

The Quietest Week of the Year

Before some net-zero gyrations towards the weekend, the S&P 500 went through its quietest weekly period of this year yet.

We may be in for more of this as long as my summer thesis holds and the best strategy for such an environment may just be: Be long and hold on.

I take the opportunity of quiet markets to refresh a timeless, basic investment concept: How the predictability of future volatility can be used to build a market regime indicator.