Honnestly I cannot say if the Robot's investment time frame corresponds or not to the "stationarity" definition.
Today, I can tell that the IWM Robot is "stuck" in neutral because the ATR is still higher than usual and therefore pushes short edges, while the MF signal is in overbought territory, which pushes the long probabilities down. However, since the MF directional model is in "buy" mode, the IWM Robot is just caught in a pattern that is not clear enough.

This type of environment is not built by chance: it corresponds to the combination of fear/uncertainty (High ATR) with strong available liquidity (pushing the MF into Overbought.) This is very unusual and shows - in my opinion - that there is a good dose of "control" in the market.

The spike in gold yesterday shows that it is difficult to control fear with liquidity. This means that if the markets needs to go down, they will, whatever the available liquidity. The only thing that needs to be avoided is a Lehman type of domino effect. It is the domino effect (the contagion of forced selling) that pushes markets down in an uncontrollable manner. From what I see, "control" is not lost.




Pascal