I’ve spent most of 2020 working on variations of my SPY calculator. Even after my last post, I had a required tweak to the calculation method. But now I’m done. Really. Really. Honestly. Really.

I declared the N2VV the answer in my last post. It is, but not in the

12/15/2020 SPY Wave Pressure

N2 SPY Wave	Volatility
-1.15	15.40

Looking down tomorrow.

The Best Thing I can do!

My current calculator version is working great! It’s currently over 80% correct over time, including backtesting. My predictions are coming in line with how to properly use the calculator as well.

12/14/2020 SPY Wave Pressure

N2 SPY Wave	Volatility
2.47	15.26

Monday is looking up!

Rosh Sillars Position Size Approach

• Match Green Up: 100% position size
• Match Yellow Up: 75% position size
• Mixed (buy calls): 50-75% position size.
• Match Orange Down: 50% position size.
• Match Red Down: 50-75% position size
• Weekends

12/10/2020 SPY Wave Pressure

N2 SPY Wave	Volatility
-1.42	15.20

News on jobs dropped us down at the beginning and it shot back up. That tells me the pressure prediction was correct. With that said, it’s certainly gone the other way too in the past.

Friday is looking down, but

12/07/2020 SPY Wave Pressure

N2 SPY Wave	Volatility

Rosh Sillars Position Size Approach

• Match Green Up: 100% position size
• Match Yellow Up: 75% position size
• Mixed (buy calls): 50-75% position size.
• Match Orange Down: 50% position size.
• Match Red Down: 50-75% position size
• Weekends and holidays:

12/03/2020 SPY Wave Pressure

N2 SPY Wave	Volatility
3.11	15.16

It looks like an up day for December 3, 2020

Rosh Sillars Position Size Approach

• Match Green Up: 100% position size
• Match Yellow Up: 75% position size
• Mixed (buy calls): 50-75% position size.
• Match Orange Down: 50% position size.
• Match

November was much better than October 2020 (55%). We ended November with 70% correct, which for a transition month is not bad. My goal is still 80% correct SPY open predictions and I think we will achieve that number in December.

Actually, my new and favored calculation metric hit 83%