The call is 70% long EM and 30% long spx. <>
I will trade at 40%.
the EM sys has the bias.
If the adre closes below 43.97 the EM call will switch and I will trade at 90%.
The call has changed to short the Rut. the EM call will depend on the 3:50 price.
The call ended up being short EM and Short Rut. The adre closed above 43.97 but the 3:50 price was 43.94. The futures look like it will be an up day for EM but this could change before close.
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just want to be sure- are you saying that if adre < 43.97 as of 3:50 then you will go short Em mkt?
ReplyDeleteFor now I am just staying with a single fund - the one you are biased to.
thx
Yes.... the sys. listed as bias is the old sys I used last year...it is still a good sys but I hope that by diversifying between two good systems I will smooth returns. the old sys tried to anticipate which was most likely to perform the best in the future.
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