That seems reasonable at first glance, but some long positions are put on with a +2, "paired" with something that is weak, or < -3. It is the spread between the two that counts equally to the actual rank. If I always put on > +4 for longs and < -4 for shorts, your suggestions would be a very reasonable first equilibrium point to exit.Quote from KS96:
hold till your model goes <2 ?