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Sep 15, 2011

QQQ, SPY

Closed SPY position at 120.14$, open position

Closed QQQ at 55.77$, open position

When the volatility index is above 30, I can't let my profits/ losses run. When the VIX is below 20, that strategy works. I will wait for the next signal, irrespective of where the market's direction today.

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