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If you say so... :cool:

To clarify: today's closing action looks to be a short term pivot point - I feel better about this as a 'Fade the Fed' play than shorting equities at this juncture. In the same vein, long US$ as a swing trade.

Excellent advice. Swing trade: 30yr. yields up, short term reversal marked by today's EOD action.

Not sure about you, but, things like this make me happy. (see attachment)

What are our scalability assumptions?

Technically, this is untrue. All of the funds still in the account are compounding as before. The original account value needs to be adjusted downward in the manner of a Present Value/Future Value calculation to reflect the periodic disposition of funds.

And yet, you don't have this person on ignore.

Who's to say that you can't calculate it yourself? http://www.indexarb.com/fairValueDecomposition.html The sites you've listed aren't geared to 'traders'. 'Fair value' is not meaningful to 'investors'. Hence the absence.

http://www.jwh.com/templ007.cfm?id=007PP&left=1&tid=007PP

The views of marketsurfer: The record of John W. Henry: http://www.jwh.com/fund_details.asp?prg=2 http://www.jwh.com/fund_details.asp?prg=10

When you amass your data, how will you account for hybrids?

Agreed. Please note that I did NOT suggest forgoing 'risk management'.

Assuming you're doing well: "I can buy you and sell you beeyotch" might have some beneficial effect.

Hey Steve, I remember you from 'NDX EOD w/ BLB'. Would you have any interest in seeing these signals again?

Great post. One that will surely be ignored by those hypnotized by the false idol 'Absolute Return'.

You're arguing against the premise of Regression To the Mean. I'd say this is a losing argument over the long haul. However, RTM was a very dangerous game to play the past couple of months. I'd be willing to bet that history will show quite a few RTM traders blowing up in the 8/08-11/08...

Ask Taleb.

If rates go lower and RE prices go lower, the hedge has failed to provide what the OP is looking for. To my mind, this scenario wouldn't even be in the realm of 'surprising'.

So then, if rates go down, housing prices are definitely going up? If so, we have a workable hedge. I'm not seeing that. I'm seeing 'Texas'.

Well, you know what they say about 'A fool and his money'...