For anyone who is tracking the trades on Twitter: https://twitter.com/AlphaStratLab
The system is pretty long at this point. It generally doesn't get too much longer than it currently is before it starts to unwind some positions or open some shorts to counter balance. These moments always make me a bit nervous.. Works out most of the time, but when I have a drawdown, this is the scenario where it happens.
The system is pretty long at this point. It generally doesn't get too much longer than it currently is before it starts to unwind some positions or open some shorts to counter balance. These moments always make me a bit nervous.. Works out most of the time, but when I have a drawdown, this is the scenario where it happens.