Meta Strategy Trading Portfolio – Probability Map Update.

– Important Positioning Changes –

Volatility Expands

Something significant happened last week.

The Vix futures term structure has inverted significantly, which is a major red flag.

My systematic regime definition shifts to a Volatile Bull Market with increased downside risk, because all significant market turbulences with deep, volatile drawdowns feature such inversion signals early on.

As a precautionary measure, I will close all trading positions on Monday and re-assess the developing situation over the coming weeks.