As I posted a few days ago I have been watching and personally trading funds that track the RUT index as it is more volatile recently. If you had traded it using Direxion Fund pair DXRLX/DXRSX, the Month of April would have returned 15.30% at full allocation and 15.04% using my posted allocation adjustments.
Trading the spx would have returned -0.31% at full alloc. and 2.82% with adjusted alloc. for the month of April ...so the adjustment saved a little with the spx and lost some with the rut.
At this time my allocation adjustments are mostly by the seat of the pant....I have not worked out a mechanical adjustment yet.
If one had followed my system calls for March and April, the best Possible returns would have been 55.5% and 97.8% on the SPX and RUT respectively. Not too bad....tho as I stated earlier February sucked. I have done a major overhaul since then tho I wouldn't attribute all of the recent gains to that work, as the majority (of recent returns) is just the system going thru hot and cold spells. I will continue to work on fine tuning the system. Good luck to any traders trying to predict this market!
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