Current allocation of capital by strategy:
Stocks 45%
Gold 27.5%
VXX 27.5%
Stocks 45%
Gold 27.5%
VXX 27.5%
One day holding period for gold?Yes, I use it. I have limitations on both the minimum liquidity of the shares and the size of the position. For example, the position size can not be more than 1% of the average turnover of shares for the last 3 days. Initial liquidity criteria are also reasonable, I do not trade garbage.
Time in position for gold is 1 day.
These pictures/reports came from interactive brokers.Are you using a popular TA indicator(s) searching and optimizing program?
I think so. The reports look somewhat familiar.
I would think you use a schmorgesborg(sorry) of indicators to fit those equity curves.
Yup, sure of it now... A novice can buy(rent) that software for a monthly fee, run it continuous for two days and there is your system.
they call it portfolio analysis.One day holding period for gold?
I think this is stretching credibility, gold is quite volatile, often gapping up or down.
Please correct me if I'm wrong.
This strategy uses the EOD closing position.One day holding period for gold?
I think this is stretching credibility, gold is quite volatile, often gapping up or down.
Please correct me if I'm wrong.