Our trading strategies had a fairly mixed week of performance, with fast-shifting market trends and conditions creating difficult conditions for any one strategy to excel. If anything, the Range2 system should have done the best through choppy price action; yet extreme SSI ratios prevented the system from entering into many trading opportunities. Given low volatility expectations, it stands to reason that Range2 should be a preferred strategy on limited scope for price breakouts. Yet the strategy has traded very little as of late, and we hope that it will become more active in the week ahead.