Implied Volatility is our core equation serving as the pivotal, primary factor for statistical probability to trade.  We always start at the IV % Rank, based on our proprietary formula.

The key factor is this directs the trader twofold:  To identify Q World trades and P World portfolios.

Time framing is critical.

You can take a look at the assets in our OG MARCH HV IV portfolio here.

Currently, the major indices ADVANCES are up.

Symbol %Change Close Open Last High Low
$ADVN 0.50 1631 1097 2446 2464 1097
$ADVSP 1.07 220 87 455 481 87
$ADVRLC 1.21 745 442 1650 1705 441
$DECLRL -0.80 1098 637 216 853 185
$DECN/Q -0.68 1573 934 502 941 459
$ADVNC/Q 0.95 1002 1085 1955 2001 1083
$DECLSP -0.84 276 20 43 107 18
$DECN -0.66 1412 458 486 738 457
$TICK -0.74 -452 489 -116 996 -372

 indices1

NYSE   S&P 500  TICK GRAPH

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