The call is 60% long emerging markets and 40% short Rut.
I will trade at 1.75x.
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About Me
- Forecaster
- I originally developed this stock market timing system to trade leveraged mutual funds within a retirement account. It appeared that traditional "buy and hold" strategies would not generate the returns I desired in the time frame I needed. I wanted a mechanical trading system that took the emotion out of making decisions about the future moves of the markets. This system gives a "end of day" call for the next days market direction. On some days it requires some input from the trader as the signal may be dependent on the closing price of a particular index. It can be traded using etf's or mutual funds. This blog is for entertainment purposes and to track the development of this system. It is not intended to be used as advice. Use at your own risk!
Hello Forecaster,..
ReplyDeleteI like the idea of you new "hedged" allocation, but ...I miss the old version "call" for either "Long" or "Short".
Using your new approach,..I cannot tell if you are biased overall Long or Short for very next day direction.
Just wondering if it would be possible for you to include a note in your daily call for whather your overall system (unhedged) is Long or short for the next day.
I'm not using the right words here,..but hopefully you can understand what I am trying to say.
Thanks as always for sharing your work. Have a good week.
Best Regards, Jim P.