SPX, 1279.02. FV,1067.88. OFV, 1278.70. POFVF, 1254.22. Note, this is with OFV calibrated to market. At this point, this is what I am going to do, and then look to POFVF for trades. I will also manage the current positions thus. BTW, in science "calibrated" is often called, "boundary condition". So the value that nature takes is often a boundary condition to a general equation.
SPX, 1280.42. FV, 1064.72. OFV, 1280.95. POFVF, 1292.01. This is with OFV calibrated to SPX. THis is the first time model predicts POFVF should go higher. I am forced to exit the one unit at 1280. Buy to cover one unit SPX 1280.42.
Why not just say OFV=SPX in your model, that way its "calibrated" to SPX and predicting past SPX behaviour bang on ? I'm giving you clues on the fallacy of your approach. I wonder if you will understand them, or are you unable to think clearly ?
For my new years resolution i contemplated banging my head against a brick wall (BMHABW) infront of a bemused audience.In no time at all however i decided to recalibrate it to some higher insight testing- (S.H.I.T)...and so far it's going really,really well
The way i see it is you can go out in the yard every day and clear the dogshit up,or just remove the dog from the equation.Unless of course,you like clearing dogshit OR you really love your dog.But then you gotta ask just where is the payoff?