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Incorrect. You aren't risk-adjusting your results. Diversification smooths the equity curve in the scenario I outlined, providing a superior risk/reward profile. I would have to trade with leverage to bring our risk levels to equivalence (goosing returns in the process). You are ignoring...

An example of a "superior strategy" would involve scaling out of holdings as their positive expectancies diminish, replacing them with new holdings having higher positive expectancies. Such an approach would theoretically provide greater returns while dampening volatility through increased...

I'd recommend increasing your account size and learning the meaning of "risk management" the hard way. Been there, done that.

NDX Wk 11: -0.144% NDX Mo 1: +2.014% NDX Mo 2: -1.712% NDX YTD: -0.835% NDX Max Drawdown: -7.225% BLB Wk 11: +1.129% BLB Mo 1: +0.734% BLB Mo 2: +0.701% BLB YTD: +1.923% BLB Max Drawdown: -2.796% AME* : 17.5/51 = .343 Days Invested: 31 Days in Cash: 20 **W-L-T: 15-10-26...

Going back to CASH @ today's close.

Hell, I don't even have the patience to read any of Jack's posts from start to finish...

I had considering exploring the ISEE data a couple of years back, after it got a write-up in Barrons. But, I'm not a big fan of sentiment based indicators, as the information is derivative by nature. So, I dropped the idea pretty quickly. There are more direct ways of assessing markets than...

http://www.iseoptions.com/marketplace/statistics/sentiment_index.asp

Putting a 50% SOPIX (short NDX) position back on for Thursday.

Back to CASH @ today's close.

Going to 50% short NDX (SOPIX) for Tuesday.

NDX Wk 10: +1.084% NDX Mo 1: +2.014% NDX Mo 2: -1.712% NDX YTD: -0.692% NDX Max Drawdown: -7.225% BLB Wk 10: +1.022% BLB Mo 1: +0.734% BLB Mo 2: +0.701% BLB YTD: +0.786% BLB Max Drawdown: -2.796% AME* : 16.0/46 = .348 Days Invested: 28 Days in Cash: 18 **W-L-T: 13-10-23...

Still in CASH for Monday.

CASH is King for tomorrow. Selling the UOPIX.

Selling OTPIX position, keeping UOPIX - remaining position is effectively a hair over 100% long.

No trade today.

Wk 9:: -1.440% Mo 1: +.734% Mo 2: +.701% YTD: -.234% Max Drawdown: -1.651% Days Invested: 25 Days in Cash: 16 *W-L-T: 12-8-21 **Win Pct.: 60.0% Up Weeks: 6 - Largest: +0.629% - Average: +0.328% Down Weeks: 3 - Largest: -1.440% - Average: -0.729% Up Months: 2 - Largest...

150% long for Monday (50% OTPIX, 50% UOPIX)

Going to a 100% long position for tomorrow.

Selling half of OTPIX position.