Quote Originally Posted by brrim View Post
Billy; Why wasn't a "cover your short' signal issued after the close on Thursday 5/14 when the 20 DMF closed at 0.239% and the Avg TEV Inv was at 2.03%.
Thank you in advance.
Robert
Robert,

The 20DMF was indeed showing a neutral position by the close of last Thursday, and the RT 20DMF turned neutral early during that day. I posted the RT 20DMF figure also on my comment of Friday morning. But, you are right: I only said since a few days that it was safer to stay in cash, but I did not explicitly write that the 20DMF moved to cash.



Pascal

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